Jorge Chan-Lau : Citation Profile


Are you Jorge Chan-Lau?

International Monetary Fund (IMF)

12

H index

14

i10 index

377

Citations

RESEARCH PRODUCTION:

9

Articles

42

Papers

RESEARCH ACTIVITY:

   17 years (1998 - 2015). See details.
   Cites by year: 22
   Journals where Jorge Chan-Lau has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 12 (3.08 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch49
   Updated: 2017-07-22    RAS profile: 2016-07-25    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jorge Chan-Lau.

Is cited by:

Nguyen, Duc Khuong (12)

García, Carlos (7)

Hammoudeh, Shawkat (7)

Zhou, Hao (6)

Ito, Takatoshi (6)

Demirguc-Kunt, Asli (5)

Aloui, Riadh (5)

Anginer, Deniz (5)

Pfau, Wade (5)

Rincon-Castro, Hernan (5)

León, Carlos (4)

Cites to:

Gropp, Reint (14)

Vulpes, Giuseppe (12)

merton, robert (12)

Lagunoff, Roger (9)

Schreft, Stacey (9)

Scholes, Myron (9)

Jarrow, Robert (8)

Hartmann, Philipp (7)

Bollerslev, Tim (6)

Cowan, Kevin (6)

Marsh, Ian (6)

Main data


Where Jorge Chan-Lau has published?


Journals with more than one article published# docs
IMF Staff Papers2

Working Papers Series with more than one paper published# docs
IMF Working Papers / International Monetary Fund39

Recent works citing Jorge Chan-Lau (2017 and 2016)


YearTitle of citing document
2017Currency Mismatch in the Banking Sector in Latin America and the Caribbean. (2017). Martin, Tobal . In: Working Papers. RePEc:bdm:wpaper:2017-05.

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2016Gross Capital Flows and their long-term Determinants for Developing Economies: A Panel Co-integration Approach. (2016). Rincon-Castro, Hernan ; Parra-Amado, Daniel ; Arias, Fernando ; Delgado, David . In: Borradores de Economia. RePEc:bdr:borrec:932.

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2016Non-performing loans: regulatory and accounting treatments of assets. (2016). Markose, Sheri ; Bholat, David ; Sen, Kallol ; Miglionico, Andrea ; Lastra, Rosa . In: Bank of England working papers. RePEc:boe:boeewp:0594.

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2016When do peers matter?: A cross-country perspective. (2016). HASAN, IFTEKHAR ; Francis, Bill B ; Kostova, Gergana L. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_008.

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2016Network externalities across financial institutions. (2016). Castro, Carlos ; Preciado, Sergio ; Ordoez, Juan S. In: DOCUMENTOS DE TRABAJO. RePEc:col:000092:014287.

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2016Leaning against the wind: Macroprudential policy in Asia. (2016). Zhang, Longmei ; Zoli, Edda . In: Journal of Asian Economics. RePEc:eee:asieco:v:42:y:2016:i:c:p:33-52.

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2017Contagion risk for Australian banks from global systemically important banks: Evidence from extreme events. (2017). Akhter, Selim ; Daly, Kevin . In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:191-205.

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2017Market power and risk of Central and Eastern European banks: Does more powerful mean safer?. (2017). Lapteacru, Ion. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:46-59.

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2017Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Junior, Leonidas Sandoval . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:3:p:945-961.

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2016Uncertainty and crude oil returns. (2016). Miller, Stephen ; GUPTA, RANGAN ; Aloui, Riadh. In: Energy Economics. RePEc:eee:eneeco:v:55:y:2016:i:c:p:92-100.

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2016What is the systemic risk exposure of financial institutions?. (2016). Sedunov, John. In: Journal of Financial Stability. RePEc:eee:finsta:v:24:y:2016:i:c:p:71-87.

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2016How the euro-area sovereign-debt crisis led to a collapse in bank equity prices. (2016). Tavlas, George ; Hall, Stephen G ; Gibson, Heather D. In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:266-275.

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2016Systemic risk among European banks: A copula approach. (2016). Kleinow, Jacob ; Moreira, Fernando . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:42:y:2016:i:c:p:27-42.

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2017Do country-level financial structures explain bank-level CDS spreads?. (2017). Sousa, Ricardo ; Mallick, Sushanta K ; Benbouzid, Nadia . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:135-145.

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2017The impact of the European sovereign debt crisis on banks stocks. Some evidence of shift contagion in Europe. (2017). Allegret, Jean-Pierre ; Rharrabti, Houda ; Raymond, Helene . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:24-37.

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2016Bank supervision using the Threshold-Minimum Dominating Set. (2016). Papadimitriou, Theophilos ; Gogas, Periklis ; Matthaiou, Maria-Artemis . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:451:y:2016:i:c:p:23-35.

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2016Credit networks and systemic risk of Chinese local financing platforms: Too central or too big to fail?. (2016). He, Fang ; Chen, XI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:461:y:2016:i:c:p:158-170.

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2016Systemic risk and heterogeneous leverage in banking networks. (2016). Kuzubas, Tolga ; Sever, Can ; Saltolu, Burak . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:462:y:2016:i:c:p:358-375.

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2016BRIC or CBRI: It just doesn’t sound as sexy, does it?. (2016). Delcoure, Natalya ; Singh, Harmeet . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:61:y:2016:i:c:p:230-239.

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2016Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach. (2016). Naifar, Nader. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:61:y:2016:i:c:p:29-39.

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2016Long and short-runs determinants of the sovereign CDS spread in emerging countries. (2016). Hoa, SY. In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:579-590.

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2016Systemic risk of European financial institutions: Estimation and ranking by the Marginal Expected Shortfall. (2016). Derbali, Abdelkader ; Hallara, Slaheddine . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:113-134.

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2017An early warning indicator system to monitor the unsecured interbank funds market. (2017). Sarmiento, Miguel ; Leon, Carlos ; Cely, Jorge . In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:114-128.

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2017CoCo Design, Risk Shifting Incentives and Financial Fragility. (2017). Chan, Stephanie ; Wijnbergen, Sweder . In: ECMI Papers. RePEc:eps:ecmiwp:12166.

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2016The Impact of the Eurozone Crisis on European Banks Stocks Contagion or Interdependence?. (2016). Allegret, Jean-Pierre ; Rharrabti, Houda ; Raymond, Helene . In: European Research Studies Journal. RePEc:ers:journl:v:xix:y:2016:i:1:p:129-148.

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2016The Nexus Between Systemic Risk and Sovereign Crises. (2016). Teply, Petr ; Klinger, Tomas . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:1:p:50-69.

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2016Hidden in the Factors? The Effect of Credit Risk on the Cross-section of Equity Returns. (2016). Nielsen, Caren Yinxia ; Nielsen, Caren Yinxia Guo, . In: Working Papers. RePEc:hhs:lunewp:2011_038.

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2016The Currency Composition of Firms Balance Sheets and its Effect on Asset Value Correlations and Capital Requirements. (2016). Byström, Hans ; Bystrom, Hans . In: Working Papers. RePEc:hhs:lunewp:2016_001.

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2016Influence of Interest Rates Determinants on the Performance of Commercial Banks in Kenya. (2016). Mouni, Gekara ; Maigua, Cecilia . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:6:y:2016:i:2:p:121-133.

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2016Cyclically Adjusted Provisions and Financial Stability. (2016). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Agenor, Pierre-Richard . In: IDB Publications (Working Papers). RePEc:idb:brikps:94136.

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2017Banking Crises and the Japanese Legal Framework. (2017). Tirado, Ignacio . In: IMES Discussion Paper Series. RePEc:ime:imedps:17-e-02.

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2016Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Junior, Leonidas Sandoval . In: MPRA Paper. RePEc:pra:mprapa:73397.

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2016Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory. (2016). Works, Richard. In: MPRA Paper. RePEc:pra:mprapa:76382.

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2016The relationship between distance-to-default and CDS spreads as measures of default risk for European banks. (2016). Ristolainen, Kim. In: Journal of Banking and Financial Economics. RePEc:sgm:jbfeuw:v:1:y:2016:i:5:p:121-143.

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2016Essays on banking sector’s dynamics, expectations, preferences and impact. (2016). . In: Other publications TiSEM. RePEc:tiu:tiutis:d064f029-f91e-47bc-b6d3-0ffef7e3b761.

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2016Contingent liabilities risk management : a credit risk analysis framework for sovereign guarantees and on-lending?country experiences from Colombia, Indonesia, Sweden, and Turkey. (2016). Bachmair, Fritz Florian . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7538.

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2016Systemic risk: Time-lags and persistence. (2016). Kubitza, Christian ; Grundl, Helmut . In: ICIR Working Paper Series. RePEc:zbw:icirwp:2016.

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Works by Jorge Chan-Lau:


YearTitleTypeCited
2002A Theoretical Model of Financial Crisis. In: Review of International Economics.
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article7
2015Equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis In: Journal of Financial Stability.
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article11
2012Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis.(2012) In: IMF Working Papers.
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This paper has another version. Agregated cites: 11
paper
2013Equity returns in the banking sector in the wake of the great recession and the European sovereign debt crisis.(2013) In: Discussion Papers.
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This paper has another version. Agregated cites: 11
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2002Corporate restructuring in Japan: an event-study analysis In: Japan and the World Economy.
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article2
2001Corporate Restructuring in Japan; An Event-Study Analysis.(2001) In: IMF Working Papers.
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This paper has another version. Agregated cites: 2
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2003Asian Flu or Wall Street virus? Tech and non-tech spillovers in the United States and Asia In: Journal of Multinational Financial Management.
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article14
2008The globalisation of finance and its implications for financial stability: an overview of the issues In: International Journal of Banking, Accounting and Finance.
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article1
2004Hong Kong SAR; Meeting the Challenges of Integration with the Mainland In: IMF Occasional Papers.
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paper1
2000Tales From Two Neighbors; Productivity Growth in Canada and the United States In: IMF Working Papers.
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paper1
2001Corporate Bond Risk and Real Activity; An Empirical Analysis of Yield Spreads and Their Systematic Components In: IMF Working Papers.
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paper9
2001The Impact of Corporate Governance Structures on the Agency Cost of Debt In: IMF Working Papers.
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paper1
2002Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia In: IMF Working Papers.
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paper3
2002The Corporate Spread Curve and Industrial Production in the United States In: IMF Working Papers.
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paper3
2002Extreme Contagion in Equity Markets In: IMF Working Papers.
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paper43
2004Extreme Contagion in Equity Markets.(2004) In: IMF Staff Papers.
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2003Testing the Informational Efficiency of OTC Optionson Emerging Market Currencies In: IMF Working Papers.
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2003Anticipating Credit Events Using Credit Default Swaps, with An Application to Sovereign Debt Crises In: IMF Working Papers.
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paper6
2004Pension Funds and Emerging Markets In: IMF Working Papers.
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paper17
2004Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets In: IMF Working Papers.
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paper17
2004An Option-Based Approach to Bank Vulnerabilities in Emerging Markets In: IMF Working Papers.
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2005U.S. Mutual Fund Retail Investors in International Equity Markets; Is the Tail Wagging the Dog? In: IMF Working Papers.
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2005The END; A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability In: IMF Working Papers.
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2005Hedging Foreign Exchange Risk in Chile; Markets and Instruments In: IMF Working Papers.
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2006Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance In: IMF Working Papers.
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2006Idiosyncratic and Systemic Risk in the European Corporate Sector; A CDO Perspective In: IMF Working Papers.
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2006The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions In: IMF Working Papers.
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2006Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices In: IMF Working Papers.
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2006Fundamentals-Based Estimation of Default Probabilities - A Survey In: IMF Working Papers.
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2006Distance-to-Default in Banking; A Bridge Too Far? In: IMF Working Papers.
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2006Currency Mismatches and Corporate Default Risk; Modeling, Measurement, and Surveillance Applications In: IMF Working Papers.
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2007Equity and Private Debt Markets in Central America, Panama, and the Dominican Republic In: IMF Working Papers.
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2007Contagion Risk in the International Banking System and Implications for London As a Global Financial Center In: IMF Working Papers.
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2009Recent Advances in Credit Risk Modeling In: IMF Working Papers.
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2010Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems In: IMF Working Papers.
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2010The Global Financial Crisis and its Impact on the Chilean Banking System In: IMF Working Papers.
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2010Public Debt Sustainability and Management in a Compound Option Framework In: IMF Working Papers.
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2010Regulatory Capital Charges for Too-Connected-to-Fail Institutions; A Practical Proposal In: IMF Working Papers.
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2011Policy Instruments to Lean Against the Wind in Latin America In: IMF Working Papers.
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2011Fat-Tails and their (Un)Happy Endings; Correlation Bias and its Implications for Systemic Risk and Prudential Regulation In: IMF Working Papers.
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2012Dynamic Loan Loss Provisioning; Simulationson Effectiveness and Guide to Implementation In: IMF Working Papers.
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2012Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System In: IMF Working Papers.
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2013Market-Based Structural Top-Down Stress Tests of the Banking System In: IMF Working Papers.
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1998Fixed Investment and Capital Flows ; A Real Options Approach In: IMF Working Papers.
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2006Fixed Investments and Capital Flows: A Real Options Approach.(2006) In: Journal of Economic Integration.
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This paper has another version. Agregated cites: 2
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1998Financial Crisis and Credit Crunch as a Result of Inefficient Financial Intermediation—with Reference to the Asian Financial Crisis In: IMF Working Papers.
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1998Financial Crisis and Credit Crunch as a Result of Inefficient Financial Intermediation—with Reference to the Asian Financial Crisis.(1998) In: International Finance.
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This paper has another version. Agregated cites: 14
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1998Monetary Policy in a Small Open Economy with Credit Goods Production In: IMF Working Papers.
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1999Why Has Inflation in the United States Remained So Low? Reassessing the Importance of Labor Costs and the Price of Imports In: IMF Working Papers.
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2001Crash-Free Sequencing Strategies for Financial Development and Liberalization In: IMF Staff Papers.
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2003Corporate restructuring in Japan In: Journal of Financial Transformation.
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