Jorge Chan-Lau : Citation Profile


Are you Jorge Chan-Lau?

International Monetary Fund (IMF)

17

H index

25

i10 index

745

Citations

RESEARCH PRODUCTION:

15

Articles

49

Papers

RESEARCH ACTIVITY:

   23 years (1998 - 2021). See details.
   Cites by year: 32
   Journals where Jorge Chan-Lau has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 15 (1.97 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch49
   Updated: 2024-01-16    RAS profile: 2023-10-08    
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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)

León, Carlos (9)

Hammoudeh, Shawkat (8)

Ito, Takatoshi (7)

GUPTA, RANGAN (6)

Sarmiento, Miguel (6)

Zhou, Hao (6)

Lahiani, Amine (6)

Shahbaz, Muhammad (6)

Rincon-Castro, Hernan (5)

Feldkircher, Martin (5)

Cites to:

merton, robert (14)

Gropp, Reint (14)

Vulpes, Giuseppe (12)

Reinhart, Carmen (10)

Scholes, Myron (9)

Lagunoff, Roger (9)

Schreft, Stacey (9)

Jarrow, Robert (8)

Hartmann, Philipp (8)

Marsh, Ian (7)

Duffie, Darrell (7)

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 Fund46

Recent works citing Jorge Chan-Lau (2024 and 2023)


YearTitle of citing document
2023A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208.

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2023Combining search strategies to improve performance in the calibration of economic ABMs. (2023). Delli Gatti, Domenico ; Chanda, Debmallya ; Favorito, Marco ; Glielmo, Aldo. In: Papers. RePEc:arx:papers:2302.11835.

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2023Default Process Modeling and Credit Valuation Adjustment. (2023). Xiao, David. In: Papers. RePEc:arx:papers:2309.03311.

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2023Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654.

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2023Bank deposits and textual sentiment: When an European Central Bank presidents speech is not just a speech. (2023). Anastasiou, Dimitris ; Katsafados, Apostolos. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:1:p:55-87.

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2023Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the European Banking Sector. (2023). van Wijnbergen, Sweder ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:768.

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2023Sectoral spillovers and systemic risks: Evidence from China. (2023). Liu, Xutang ; Yue, Dianmin ; Goodell, John W ; Chen, Shoudong. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003902.

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2023How productive capacities influence trade-adjusted resources consumption in China: Testing resource-based EKC. (2023). Luo, Jia ; Shahzad, Mohsin ; Ajaz, Tahseen ; Xin, Yongrong. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000375.

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2023The role of stock markets in the US, Europe, and China on oil prices before and after the COVID-19 announcement. (2023). Javad, Seyed Mohammad ; Razmi, Seyedeh Fatemeh. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000946.

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2023Do recycling and regulations influence trade-adjusted resource consumption? Exploring the role of renewable energy. (2023). Ban, Nannan ; Hao, Jia ; Zheng, Lei. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001095.

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2023Do geopolitical risk, green finance, and the rule of law affect the sustainable environment in China? Findings from the BARDL approach. (2023). Li, Zhuolun. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001113.

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2023The effects of countercyclical leverage buffers on macroeconomic and financial stability. (2023). Pozo, Jorge. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:194-217.

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2023Regulation and De-Risking: Theoretical and Empirical Insights. (2023). Gregoriou, Andros ; Haar, Lawrence. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:6:p:104-:d:1162304.

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2023An Analysis of Residual Financial Contagion in Romania’s Banking Market for Mortgage Loans. (2023). Delcea, Camelia ; Nica, Ionu ; Chiri, Nora ; Ionescu, Tefan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:15:p:12037-:d:1211596.

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2023Monetary and Macroprudential Policy and Welfare in an Estimated Four-Agent New Keynesian Model. (2023). Pathirage, Kasun D ; Bratsiotis, George J. In: Economics Discussion Paper Series. RePEc:man:sespap:2304.

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2023Skin basal cell carcinomas assemble a pro-tumorigenic spatially organized and self-propagating Trem2+ myeloid niche. (2023). Chen, Yun ; Li, Nancy Yanzhe ; Gonzalez, Fernanda ; Jussila, Anna R ; Bjelajac, Jeremy ; Fabo, Tania ; Oro, Anthony E ; Pan, Cory ; Satpathy, Ansuman T ; Gaddam, Sadhana ; Aasi, Sumaira ; Daniel, Bence ; Patel, Tiffany ; Haensel, Daniel ; Hou, Jinchao. In: Nature Communications. RePEc:nat:natcom:v:14:y:2023:i:1:d:10.1038_s41467-023-37993-w.

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CRUSTY: a versatile web platform for the rapid analysis and visualization of high-dimensional flow cytometry data. (2023). Consiglio, Arianna ; Cristina, Emilia Maria ; Galletti, Giovanni ; Scirgolea, Caterina ; Alvisi, Giorgia ; Grillo, Giorgio ; Puccio, Simone ; Lugli, Enrico ; Licciulli, Flavio ; de Simone, Gabriele. In: Nature Communications. RePEc:nat:natcom:v:14:y:2023:i:1:d:10.1038_s41467-023-40790-0.

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2023Multifaceted immune dysregulation characterizes individuals at-risk for rheumatoid arthritis. (2023). Zia, Amin ; Okamoto, Yuko ; Bloom, Michelle S ; Deane, Kevin D ; Striebich, Christopher C ; Posso, Sylvia E ; Firestein, Gary S ; Demoruelle, Kristen M ; Muir, Virginia S ; Buckner, Jane H ; Barzideh, Saman ; Rims, Cliff ; Robinson, William H ; Moss, Laurakay ; Rao, Navin L ; Boyle, David L ; Seifert, Jennifer A ; Prideaux, Barton E ; Wang, Wei ; Brewer, Camille R ; Iyer, Radhika ; Vanderlinden, Lauren A ; Ai, Rizi ; Holers, Michael V ; Peterson, Ryan A ; Adamska, Julia Z ; James, Eddie A ; Crook, Alexandra A ; Elliott, Serra E ; Sainbayar, Enkhtsogt. In: Nature Communications. RePEc:nat:natcom:v:14:y:2023:i:1:d:10.1038_s41467-023-43091-8.

2023

Default Forecasting and Credit Valuation Adjustment. (2023). Lee, David. In: MPRA Paper. RePEc:pra:mprapa:118578.

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2023Do current and capital account liberalizations affect economic growth in the long run?. (2023). Giansoldati, Marco ; Gregori, Tullio. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02324-3.

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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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article8
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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article38
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 nother version. Agregated cites: 38
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 nother version. Agregated cites: 38
paper
2002Corporate restructuring in Japan: an event-study analysis In: Japan and the World Economy.
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article3
2001Corporate Restructuring in Japan: An Event-Study Analysis.(2001) In: IMF Working Papers.
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This paper has nother version. Agregated cites: 3
paper
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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article19
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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paper0
1998Fixed Investment and Capital Flows: A Real Options Approach In: IMF Working Papers.
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paper4
2006Fixed Investments and Capital Flows: A Real Options Approach.(2006) In: Journal of Economic Integration.
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This paper has nother version. Agregated cites: 4
article
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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paper28
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 nother version. Agregated cites: 28
paper
1998Monetary Policy in a Small Open Economy with Credit Goods Production In: IMF Working Papers.
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paper0
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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paper10
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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paper10
2001The Impact of Corporate Governance Structures on the Agency Cost of Debt In: IMF Working Papers.
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paper2
2002The Corporate Spread Curve and Industrial Production in the United States In: IMF Working Papers.
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paper4
2002Extreme Contagion in Equity Markets In: IMF Working Papers.
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paper60
2004Extreme Contagion in Equity Markets.(2004) In: IMF Staff Papers.
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This paper has nother version. Agregated cites: 60
article
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
2003Testing the Informational Efficiency of OTC Optionson Emerging Market Currencies In: IMF Working Papers.
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paper0
2003Anticipating Credit Events Using Credit Default Swaps, with An Application to Sovereign Debt Crises In: IMF Working Papers.
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paper12
2004Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets In: IMF Working Papers.
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paper50
2004An Option-Based Approach to Bank Vulnerabilities in Emerging Markets In: IMF Working Papers.
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paper34
2004Pension Funds and Emerging Markets In: IMF Working Papers.
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paper19
2005Hedging Foreign Exchange Risk in Chile: Markets and Instruments In: IMF Working Papers.
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paper11
2005U.S. Mutual Fund Retail Investors in International Equity Markets: Is the Tail Wagging the Dog? In: IMF Working Papers.
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paper1
2005The END: A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability In: IMF Working Papers.
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paper36
2006Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance In: IMF Working Papers.
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paper21
2006Idiosyncratic and Systemic Risk in the European Corporate Sector: A CDO Perspective In: IMF Working Papers.
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paper1
2006The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions In: IMF Working Papers.
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paper4
2006Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices In: IMF Working Papers.
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paper5
2006Fundamentals-Based Estimation of Default Probabilities - A Survey In: IMF Working Papers.
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paper28
2006Distance-to-Default in Banking: A Bridge Too Far? In: IMF Working Papers.
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paper25
2006Currency Mismatches and Corporate Default Risk: Modeling, Measurement, and Surveillance Applications In: IMF Working Papers.
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paper8
2007Contagion Risk in the International Banking System and Implications for London As a Global Financial Center In: IMF Working Papers.
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paper16
2007Equity and Private Debt Markets in Central America, Panama, and the Dominican Republic In: IMF Working Papers.
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paper3
2009Recent Advances in Credit Risk Modeling In: IMF Working Papers.
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paper10
2010Public Debt Sustainability and Management in a Compound Option Framework In: IMF Working Papers.
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paper4
2010Regulatory Capital Charges for Too-Connected-to-Fail Institutions: A Practical Proposal In: IMF Working Papers.
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paper49
2010Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems In: IMF Working Papers.
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paper33
2010The Global Financial Crisis and its Impact on the Chilean Banking System In: IMF Working Papers.
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paper10
2011Policy Instruments to Lean Against the Wind in Latin America In: IMF Working Papers.
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paper52
2012Dynamic Loan Loss Provisioning: Simulationson Effectiveness and Guide to Implementation In: IMF Working Papers.
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paper25
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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paper13
2013Market-Based Structural Top-Down Stress Tests of the Banking System In: IMF Working Papers.
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paper3
2017Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis In: IMF Working Papers.
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paper2
2017Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis.(2017) In: Asia-Pacific Financial Markets.
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This paper has nother version. Agregated cites: 2
article
2017Variance Decomposition Networks: Potential Pitfalls and a Simple Solution In: IMF Working Papers.
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paper21
2017Lasso Regressions and Forecasting Models in Applied Stress Testing In: IMF Working Papers.
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paper3
2017Bottom-Up Default Analysis of Corporate Solvency Risk: An Application to Latin America In: IMF Working Papers.
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paper1
2017ABBA: An Agent-Based Model of the Banking System In: IMF Working Papers.
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paper8
2020UnFEAR: Unsupervised Feature Extraction Clustering with an Application to Crisis Regimes Classification In: IMF Working Papers.
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paper0
2020Hang in There: Stock Market Reactions to Withdrawals of COVID-19 Stimulus Measures In: IMF Working Papers.
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paper2
2021Scenario Analysis with the DD-PD Mapping Approach: Stock Market Shocks and U.S. Corporate Default Risk In: IMF Working Papers.
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paper0
2020Immunological history governs human stem cell memory CD4 heterogeneity via the Wnt signaling pathway In: Nature Communications.
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article1
2001Crash-Free Sequencing Strategies for Financial Development and Liberalization In: IMF Staff Papers.
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article5
2016Cytofkit: A Bioconductor Package for an Integrated Mass Cytometry Data Analysis Pipeline In: PLOS Computational Biology.
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article9
2003Corporate restructuring in Japan In: Journal of Financial Transformation.
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article0
2017Bootstrap ARDL on energy-growth relationship for 22 OECD countries In: Applied Economics Letters.
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article21
2017Financial networks and interconnectedness in an advanced emerging market economy In: Quantitative Finance.
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article8
2015Structural Market-Based Top–Down Stress Tests of the Banking System In: Global Credit Review (GCR).
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article0

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