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Jorge Chan-Lau

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Personal Details

First Name:Jorge
Middle Name:
Last Name:Chan-Lau
RePEc Short-ID:pch49
Postal Address:International Monetary Fund 700 19th St NW Washington DC 20431
Phone:(202) 623-4271
Location: Washington, District of Columbia (United States)
Phone: (202) 623-7000
Fax: (202) 623-4661
Postal: 700 19th Street, N.W., Washington DC 20431
Handle: RePEc:edi:imfffus (more details at EDIRC)
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  1. International Monetary Fund, 2011. "Policy Instruments to Lean Against the Wind in Latin America," IMF Working Papers 11/159, International Monetary Fund.
  2. International Monetary Fund, 2011. "Fat Tails and their (Un)Happy Endings; Correlation Bias and its Implications for Systemic Risk and Prudential Regulation," IMF Working Papers 11/82, International Monetary Fund.
  3. Jorge A. Chan-Lau, 2010. "Regulatory Capital Charges for too-Connected-To-Fail Institutions; A Practical Proposal," IMF Working Papers 10/98, International Monetary Fund.
  4. Jorge A. Chan-Lau, 2010. "The Global Financial Crisis and its Impacton the Chilean Banking System," IMF Working Papers 10/108, International Monetary Fund.
  5. Jorge A. Chan-Lau & Andre Santos, 2010. "Public Debt Sustainability and Management in a Compound Option Framework," IMF Working Papers 10/2, International Monetary Fund.
  6. Jorge A. Chan-Lau, 2010. "Balance Sheet Network Analysis of too-Connected-To-Fail Risk in Global and Domestic Banking Systems," IMF Working Papers 10/107, International Monetary Fund.
  7. Jose Giancarlo Gasha & Andre Santos & Jorge A. Chan-Lau & Carlos I. Medeiros & Marcos Souto & Christian Capuano, 2009. "Recent Advances in Credit Risk Modeling," IMF Working Papers 09/162, International Monetary Fund.
  8. Jorge A. Chan-Lau & Srobona Mitra & Li L. Ong, 2007. "Contagion Risk in the International Banking System and Implications for London As a Global Financial Center," IMF Working Papers 07/74, International Monetary Fund.
  9. Hemant Shah & Jorge A. Chan-Lau & Geoffrey J. Bannister & Ana Carvajal & Ivan Guerra, 2007. "Equity and Private Debt Markets in Central America, Panama, and the Dominican Republic," IMF Working Papers 07/288, International Monetary Fund.
  10. Yinqiu Lu & Jorge A. Chan-Lau, 2006. "Idiosyncratic and Systemic Risk in the European Corporate Sector; A CDO Perspective," IMF Working Papers 06/107, International Monetary Fund.
  11. Jorge A. Chan-Lau, 2006. "Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices," IMF Working Papers 06/148, International Monetary Fund.
  12. Li L. Ong & Jorge A. Chan-Lau, 2006. "The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions," IMF Working Papers 06/139, International Monetary Fund.
  13. Jorge A. Chan-Lau, 2006. "Fundamentals-Based Estimation of Default Probabilities: A Survey," IMF Working Papers 06/149, International Monetary Fund.
  14. Amadou N. R. Sy & Jorge A. Chan-Lau, 2006. "Distance-To-Default in Banking; A Bridge too Far?," IMF Working Papers 06/215, International Monetary Fund.
  15. Jorge A. Chan-Lau, 2006. "Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance," IMF Working Papers 06/104, International Monetary Fund.
  16. Andre Santos & Jorge A. Chan-Lau, 2006. "Currency Mismatches and Corporate Default Risk; Modeling, Measurement, and Surveillance Applications," IMF Working Papers 06/269, International Monetary Fund.
  17. Jorge A. Chan-Lau & Toni Gravelle, 2005. "The End; A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability," IMF Working Papers 05/231, International Monetary Fund.
  18. Jorge A. Chan-Lau, 2005. "Hedging Foreign Exchange Risk in Chile; Markets and Instruments," IMF Working Papers 05/37, International Monetary Fund.
  19. Jorge A. Chan-Lau & Li L. Ong, 2005. "U.S. Mutual Fund Retail Investors in International Equity Markets; Is the Tail Wagging the Dog?," IMF Working Papers 05/162, International Monetary Fund.
  20. William Lee & Jorge A. Chan-Lau & Dora M. Iakova & Papa M'B. P. N'Diaye & Tao Wang & Ida Liu & Hong Liang & Eswar Prasad, 2004. "Hong Kong SAR: Meeting the Challenges of Integration with the Mainland," IMF Occasional Papers 226, International Monetary Fund.
  21. Jorge A. Chan-Lau & Yoon Sook Kim, 2004. "Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets," IMF Working Papers 04/27, International Monetary Fund.
  22. Arnaud Jobert & Janet Kong & Jorge A. Chan-Lau, 2004. "An Option-Based Approach to Bank Vulnerabilities in Emerging Markets," IMF Working Papers 04/33, International Monetary Fund.
  23. Jorge A. Chan-Lau, 2004. "Pension Funds and Emerging Markets," IMF Working Papers 04/181, International Monetary Fund.
  24. Jorge A. Chan-Lau & Armando Méndez Morales, 2003. "Testing the Informational Efficiency of OTC Optionson Emerging Market Currencies," IMF Working Papers 03/1, International Monetary Fund.
  25. Jorge A. Chan-Lau, 2003. "Anticipating Credit Events Using Credit Default Swaps, with An Application to Sovereign Debt Crises," IMF Working Papers 03/106, International Monetary Fund.
  26. James Y. Yao & Jorge A. Chan-Lau & Donald J. Mathieson, 2002. "Extreme Contagion in Equity Markets," IMF Working Papers 02/98, International Monetary Fund.
  27. Jorge A. Chan-Lau & Iryna V. Ivaschenko, 2002. "The Corporate Spread Curve and Industrial Production in the United States," IMF Working Papers 02/8, International Monetary Fund.
  28. Jorge A. Chan-Lau & Iryna V. Ivaschenko, 2002. "Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia," IMF Working Papers 02/154, International Monetary Fund.
  29. Jorge A. Chan-Lau, 2001. "Corporate Restructuring in Japan; An Event-Study Analysis," IMF Working Papers 01/202, International Monetary Fund.
  30. Jorge A. Chan-Lau, 2001. "The Impact of Corporate Governance Structureson the Agency Cost of Debt," IMF Working Papers 01/204, International Monetary Fund.
  31. Iryna V. Ivaschenko & Jorge A. Chan-Lau, 2001. "Corporate Bond Risk and Real Activity; An Empirical Analysis of Yield Spreads and their Systematic Components," IMF Working Papers 01/158, International Monetary Fund.
  32. Martin D. Cerisola & Jorge A. Chan-Lau, 2000. "Tales From Two Neighbors; Productivity Growth in Canada and the United States," IMF Working Papers 00/169, International Monetary Fund.
  33. Jorge A. Chan-Lau & Stephen Tokarick, 1999. "Why Has Inflation in the United States Remained so Low? Reassessing the Importance of Labor Costs and the Price of Imports," IMF Working Papers 99/149, International Monetary Fund.
  34. Jorge A. Chan-Lau & Zhaohui Chen, 1998. "Financial Crisis and Credit Crunch as a Result of Inefficient Financial Intermediation—with Reference to the Asian Financial Crisis," International Finance 9804001, EconWPA, revised 24 Apr 1998.
  35. Jorge A. Chan-Lau, 1998. "Monetary Policy in a Small Open Economy with Credit Goods Production," IMF Working Papers 98/153, International Monetary Fund.
  36. Jorge A. Chan-Lau & Peter B. Clark, 1998. "Fixed Investment and Capital Flows ; A Real Options Approach," IMF Working Papers 98/125, International Monetary Fund.
  1. Jorge A. Chan-Lau, 2008. "The globalisation of finance and its implications for financial stability: an overview of the issues," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(1), pages 3-29.
  2. Chan-Lau, Jorge A. & Clark, P.B., 2006. "Fixed Investments and Capital Flows: A Real Options Approach," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 21, pages 816-836.
  3. Jorge A. Chan-Lau & Donald J. Mathieson & James Y. Yao, 2004. "Extreme Contagion in Equity Markets," IMF Staff Papers, Palgrave Macmillan, vol. 51(2), pages 8.
  4. Chan-Lau, Jorge A. & Ivaschenko, Iryna, 2003. "Asian Flu or Wall Street virus? Tech and non-tech spillovers in the United States and Asia," Journal of Multinational Financial Management, Elsevier, vol. 13(4-5), pages 303-322, December.
  5. Chan-Lau, Jorge, 2003. "Corporate restructuring in Japan," Journal of Financial Transformation, Capco Institute, vol. 7, pages 85-92.
  6. Chan-Lau, Jorge A & Chen, Zhaohui, 2002. "A Theoretical Model of Financial Crisis," Review of International Economics, Wiley Blackwell, vol. 10(1), pages 53-63, February.
  7. Chan-Lau, Jorge A., 2002. "Corporate restructuring in Japan: an event-study analysis," Japan and the World Economy, Elsevier, vol. 14(4), pages 367-377, December.
  8. By Jorge A. Chan-Lau & Zhaohui Chen, 2001. "Crash-Free Sequencing Strategies for Financial Development and Liberalization," IMF Staff Papers, Palgrave Macmillan, vol. 48(1), pages 7.
23 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (2) 2007-01-06 2010-05-29
  2. NEP-BAN: Banking (8) 2006-08-05 2006-11-25 2007-05-04 2010-05-02 2010-05-29 2010-05-29 2011-05-14 2011-08-22. Author is listed
  3. NEP-CBA: Central Banking (1) 2011-08-22
  4. NEP-CFN: Corporate Finance (3) 2005-10-22 2006-03-05 2009-10-10
  5. NEP-EEC: European Economics (1) 2006-08-05
  6. NEP-FIN: Finance (4) 2005-10-22 2005-10-22 2005-10-22 2005-10-22
  7. NEP-FMK: Financial Markets (12) 1998-10-08 2005-10-22 2005-10-22 2005-10-22 2005-10-22 2005-10-22 2006-03-05 2006-08-05 2006-08-05 2006-08-05 2006-08-05 2010-05-29. Author is listed
  8. NEP-IFN: International Finance (3) 1998-10-02 2005-10-22 2007-01-06
  9. NEP-MAC: Macroeconomics (1) 2011-08-22
  10. NEP-PUB: Public Finance (1) 2005-10-22
  11. NEP-REG: Regulation (2) 2010-05-02 2011-05-14
  12. NEP-RMG: Risk Management (12) 2006-08-05 2006-08-05 2006-08-05 2006-11-25 2007-01-06 2007-05-04 2009-10-10 2010-01-30 2010-05-02 2010-05-29 2011-05-14 2011-08-22. Author is listed
  13. NEP-SEA: South East Asia (3) 2006-03-05 2006-08-05 2006-11-25

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