Jorge A. Chan-Lau

Fixed Investment and Capital Flows - a Real Options Approach

Why Has Inflation in the United States Remained So Low? Reassessing the Importance of Labor Costs and the Price of Imports

Bottom-Up Default Analysis of Corporate Solvency Risk

Equity and Private Debt Markets in Central America, Panama, and the Dominican Republic

UnFEAR

Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality?

Public Debt Sustainability and Management in a Compound Option Framework

Recent Advances in Credit Risk Modeling

Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia

Assessing Corporate Vulnerabilities in Indonesia

Option-Based Approach to Bank Vulnerabilities in Emerging Markets

Variance Decomposition Networks

Market-Based Structural Top-Down Stress Tests of the Banking System

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Regulatory Capital Charges for Too-Connected-to-Fail Institutions

Financial Crisis and Credit Crunch As a Result of Inefficient Financial Intermediation - with Reference to the Asian Financial Crisis

Asian flu or Wall Street virus?

ABBA

Fat Tails and Their Happy Endings

Balance Sheet Network Analysis of Too-Connected-To-Fail Risk in Global and Domestic Banking Systems

Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System

Determinants of Credit Growth and Interest Margins in the Philippines and Asia

Hang in There

Anticipating credit events using credit default swaps, with an application to sovereign debt crises

Corporate restructuring in Japan

The credit risk transfer market and stability implications for U.K. financial institutions

Distance-to-default in banking

Systemic risk assessment and oversight

Lasso Regressions and Forecasting Models in Applied Stress Testing

Global Financial Crisis and Its Impact on the Chilean Banking System

An option-based approach to bank vulnerabilities in emerging markets

Equity prices, credit default swaps, and bond spreads in emerging markets

Hong Kong Sar

Contagion Risk in the International Banking System and Implications for London As a Global Financial Center

Tales from Two Neighbors

Hong Kong SAR

Corporate bond risk and real activity

The corporate spread curve and industrial production in the United States

Currency mismatches and corporate default risk

The END