Equity prices, credit default swaps, and bond spreads in emerging markets JA Chan-Lau, YS Kim IMF Working Paper No. WP/04/27, 2004 | 185 | 2004 |
Extreme contagion in equity markets JA Chan-Lau, DJ Mathieson, JY Yao IMF staff papers 51 (2), 386-408, 2004 | 167 | 2004 |
Pension funds and emerging markets JA Chan‐Lau Financial Markets, Institutions & Instruments 14 (3), 107-134, 2005 | 157 | 2005 |
Regulatory capital charges for too‐connected‐to‐fail institutions: A practical proposal JA Chan‐Lau Financial Markets, Institutions & Instruments 19 (5), 355-379, 2010 | 144 | 2010 |
Assessing the systemic implications of financial linkages JA Chan-Lau, M Espinosa, K Giesecke, JA Solé IMF global financial stability report 2, 2009 | 136 | 2009 |
Policy instruments to lean against the wind in Latin America MG Terrier, MRO Valdes, MCET Mora, MJA Chan-Lau, CF Valdovinos, ... International Monetary Fund, 2011 | 109 | 2011 |
Financial crisis and credit crunch as a result of inefficient financial intermediation—with reference to the Asian financial crisis Z Chen, MJA Chan-Lau International Monetary Fund, 1998 | 105 | 1998 |
Balance sheet network analysis of too-connected-to-fail risk in global and domestic banking systems MJA Chan-Lau International Monetary Fund, 2010 | 104 | 2010 |
Dynamic Loan Loss Provisioning: Simulationson Effectiveness and Guide to Implementation T Wezel, MJA Chan-Lau, MF Columba International Monetary Fund, 2012 | 103 | 2012 |
An option-based approach to bank vulnerabilities in emerging markets JA Chan-Lau, A Jobert, QJ Kong IMF Working Paper, 2004 | 94 | 2004 |
Distance-to-default in banking: A bridge too far? JA Chan-Lau, ANR Sy Journal of Banking Regulation 9, 14-24, 2007 | 93 | 2007 |
Fundamentals-based estimation of default probabilities: a survey JA Chan-Lau IMF Working Paper, 2006 | 90 | 2006 |
Market-based estimation of default probabilities and its application to financial market surveillance JA Chan-Lau IMF working paper, 2006 | 87 | 2006 |
Anticipating credit events using credit default swaps, with an application to sovereign debt crises JA Chan-Lau International Monetary Fund, 2003 | 85 | 2003 |
The END: A new indicator of financial and nonfinancial corporate sector vulnerability JA Chan-Lau, T Gravelle IMF working paper, 2005 | 83 | 2005 |
Distance-to-Default in Banking: A Bridge Too Far? JA Chan-Lau, ANR Sy IMF Working Paper, 2006 | 61 | 2006 |
Asian Flu or Wall Street virus? Tech and non-tech spillovers in the United States and Asia JA Chan-Lau, I Ivaschenko Journal of Multinational Financial Management 13 (4-5), 303-322, 2003 | 57* | 2003 |
Corporate restructuring in Japan: an event-study analysis JA Chan-Lau Japan and the World Economy 14 (4), 367-377, 2002 | 53 | 2002 |
Equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis JA Chan-Lau, EX Liu, JM Schmittmann Journal of Financial Stability 16, 164-172, 2015 | 52 | 2015 |
Lasso regressions and forecasting models in applied stress testing MJA Chan-Lau International Monetary Fund, 2017 | 47 | 2017 |