Lasso Regressions and Forecasting Models in Applied Stress TestingJorge A. Chan-Lau · First published 2017Open the Tome
Market-Based Structural Top-Down Stress Tests of the Banking SystemJorge A. Chan-Lau · First published 2013Open the Tome
Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking SystemJorge A. Chan-Lau · First published 2012Open the Tome
Balance Sheet Network Analysis of Too-Connected-To-Fail Risk in Global and Domestic Banking SystemsJorge A. Chan-Lau · First published 2010Open the Tome
Global Financial Crisis and Its Impact on the Chilean Banking SystemJorge A. Chan-Lau · First published 2010Open the Tome
Public Debt Sustainability and Management in a Compound Option FrameworkJorge A. Chan-Lau, Andre Santos · First published 2010Open the Tome
Regulatory Capital Charges for Too-Connected-to-Fail InstitutionsJorge A. Chan-Lau · First published 2010Open the Tome
An option-based approach to bank vulnerabilities in emerging marketsJorge A. Chan-Lau · First published 2004Open the Tome
Anticipating credit events using credit default swaps, with an application to sovereign debt crisesJorge A. Chan-Lau · First published 2003Open the Tome
Why Has Inflation in the United States Remained So Low? Reassessing the Importance of Labor Costs and the Price of ImportsJorge A. Chan-Lau, Stephen Tokarick · First published 1999Open the Tome
