17
H index
26
i10 index
761
Citations
Jorge Chan-Lau : Citation Profile
International Monetary Fund (IMF) | RESEARCH PRODUCTION: 15 Articles 49 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (1998 - 2021). 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:
| Cites to:
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Main data
Where Jorge Chan-Lau has published?
| Journals with more than one article published | # docs |
|---|---|
| IMF Staff Papers | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| IMF Working Papers / International Monetary Fund | 46 |
Recent works citing Jorge Chan-Lau (2024 and 2023)
| Year | Title of citing document | |
|---|---|---|
| 2023 | A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208. Full description at Econpapers || Download paper | |
| 2023 | Combining 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. Full description at Econpapers || Download paper | |
| 2023 | Default Process Modeling and Credit Valuation Adjustment. (2023). Xiao, David. In: Papers. RePEc:arx:papers:2309.03311. Full description at Econpapers || Download paper | |
| 2023 | Interbank 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. Full description at Econpapers || Download paper | |
| 2023 | Bank 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. Full description at Econpapers || Download paper | |
| 2023 | Quantifying 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. Full description at Econpapers || Download paper | |
| 2023 | Financial development as a new determinant of energy diversification: The role of natural capital and structural changes in Australia. (2023). Shahbaz, Muhammad ; Jiao, Zhilun ; Ahmad, Shabbir ; Siddiqui, Aaliyah. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004243. Full description at Econpapers || Download paper | |
| 2023 | Sectoral 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. Full description at Econpapers || Download paper | |
| 2023 | How 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. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | Do 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. Full description at Econpapers || Download paper | |
| 2023 | Do 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. Full description at Econpapers || Download paper | |
| 2023 | Economic performance and natural resources commodity prices volatility under COVID-19 perspective: Moderating role of economic freedom. (2023). Liang, Wei ; Zhang, Zhengjie ; Duan, Yinying ; Jiang, Shaolin ; Huang, Litian. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723008607. Full description at Econpapers || Download paper | |
| 2024 | Navigating the green future: Unraveling the role of fintech, decentralization, natural resources, and monetary policy uncertainty in China. (2024). Zhengjie, Sun ; Jian, Peng. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723012849. Full description at Econpapers || Download paper | |
| 2024 | Switching spillovers and connectedness between Sukuk and international Islamic stock markets. (2024). Yoon, Seong-Min ; Al-Kharusi, Sami ; Lee, Yeonjeong ; Mensi, Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000696. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2024 | On the prediction of systemic risk tolerance of cryptocurrencies. (2024). Boubaker, Sabri ; Karim, Sitara ; Rahman, Molla Ramizur ; Naeem, Muhammad Abubakr. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006480. Full description at Econpapers || Download paper | |
| 2024 | Impacts of the Expected Credit Loss Model on Pro-Cyclicality, Earnings Management, and Equity Management in the Portuguese Banking Sector. (2024). Carmo, Cecilia ; Carvalho, Carla ; Resende, Miguel. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:3:p:112-:d:1354259. Full description at Econpapers || Download paper | |
| 2023 | Regulation 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. Full description at Econpapers || Download paper | |
| 2023 | An 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. Full description at Econpapers || Download paper | |
| 2024 | A Dynamic Analysis of the Twin-Deficit Hypothesis: the Case of a Developing Country. (2024). Alam, Md Shabbir ; Hayat, Umar ; Hussain, Ibrar ; Khan, Uzma. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09405-y. Full description at Econpapers || Download paper | |
| 2023 | Monetary 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. Full description at Econpapers || Download paper | |
| 2023 | Skin 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. Full description at Econpapers || Download 2023 | 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. Full description at Econpapers || Download paper |
| 2023 | Multifaceted 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. Full description at Econpapers || Download paper |
| 2023 | Exploring Systemic Risk Measurement Issues in Shadow Banks: A Case of an Emerging Economy. (2023). Pati, Ambika Prasad ; Bhattacharjee, Nandita. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:12:y:2023:i:2:p:186-217. Full description at Econpapers || Download paper | |
| 2023 | Do 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. Full description at Econpapers || Download paper |
Works by Jorge Chan-Lau:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2002 | A Theoretical Model of Financial Crisis In: Review of International Economics. [Full Text][Citation analysis] | article | 8 |
| 2015 | Equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 38 |
| 2012 | Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis.(2012) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2013 | Equity returns in the banking sector in the wake of the great recession and the European sovereign debt crisis.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2002 | Corporate restructuring in Japan: an event-study analysis In: Japan and the World Economy. [Full Text][Citation analysis] | article | 3 |
| 2001 | Corporate Restructuring in Japan: An Event-Study Analysis.(2001) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2003 | Asian Flu or Wall Street virus? Tech and non-tech spillovers in the United States and Asia In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 19 |
| 2008 | The globalisation of finance and its implications for financial stability: an overview of the issues In: International Journal of Banking, Accounting and Finance. [Full Text][Citation analysis] | article | 2 |
| 2004 | Hong Kong SAR: Meeting the Challenges of Integration with the Mainland In: IMF Occasional Papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Fixed Investment and Capital Flows: A Real Options Approach In: IMF Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2006 | Fixed Investments and Capital Flows: A Real Options Approach.(2006) In: Journal of Economic Integration. [Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 1998 | Financial Crisis and Credit Crunch as a Result of Inefficient Financial Intermediation—with Reference to the Asian Financial Crisis In: IMF Working Papers. [Full Text][Citation analysis] | paper | 28 |
| 1998 | Financial Crisis and Credit Crunch as a Result of Inefficient Financial Intermediation—with Reference to the Asian Financial Crisis.(1998) In: International Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 1998 | Monetary Policy in a Small Open Economy with Credit Goods Production In: IMF Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Why Has Inflation in the United States Remained So Low? Reassessing the Importance of Labor Costs and the Price of Imports In: IMF Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2000 | Tales From Two Neighbors: Productivity Growth in Canada and the United States In: IMF Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2001 | Corporate Bond Risk and Real Activity: An Empirical Analysis of Yield Spreads and Their Systematic Components In: IMF Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2001 | The Impact of Corporate Governance Structures on the Agency Cost of Debt In: IMF Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2002 | The Corporate Spread Curve and Industrial Production in the United States In: IMF Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2002 | Extreme Contagion in Equity Markets In: IMF Working Papers. [Full Text][Citation analysis] | paper | 60 |
| 2004 | Extreme Contagion in Equity Markets.(2004) In: IMF Staff Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 60 | article | |
| 2002 | Asian 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. [Full Text][Citation analysis] | paper | 3 |
| 2003 | Testing the Informational Efficiency of OTC Optionson Emerging Market Currencies In: IMF Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Anticipating Credit Events Using Credit Default Swaps, with An Application to Sovereign Debt Crises In: IMF Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2004 | Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets In: IMF Working Papers. [Full Text][Citation analysis] | paper | 51 |
| 2004 | An Option-Based Approach to Bank Vulnerabilities in Emerging Markets In: IMF Working Papers. [Full Text][Citation analysis] | paper | 35 |
| 2004 | Pension Funds and Emerging Markets In: IMF Working Papers. [Full Text][Citation analysis] | paper | 19 |
| 2005 | Hedging Foreign Exchange Risk in Chile: Markets and Instruments In: IMF Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2005 | U.S. Mutual Fund Retail Investors in International Equity Markets: Is the Tail Wagging the Dog? In: IMF Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2005 | The END: A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability In: IMF Working Papers. [Full Text][Citation analysis] | paper | 36 |
| 2006 | Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance In: IMF Working Papers. [Full Text][Citation analysis] | paper | 21 |
| 2006 | Idiosyncratic and Systemic Risk in the European Corporate Sector: A CDO Perspective In: IMF Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions In: IMF Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2006 | Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices In: IMF Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2006 | Fundamentals-Based Estimation of Default Probabilities - A Survey In: IMF Working Papers. [Full Text][Citation analysis] | paper | 28 |
| 2006 | Distance-to-Default in Banking: A Bridge Too Far? In: IMF Working Papers. [Full Text][Citation analysis] | paper | 26 |
| 2006 | Currency Mismatches and Corporate Default Risk: Modeling, Measurement, and Surveillance Applications In: IMF Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2007 | Contagion Risk in the International Banking System and Implications for London As a Global Financial Center In: IMF Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2007 | Equity and Private Debt Markets in Central America, Panama, and the Dominican Republic In: IMF Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2009 | Recent Advances in Credit Risk Modeling In: IMF Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2010 | Public Debt Sustainability and Management in a Compound Option Framework In: IMF Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2010 | Regulatory Capital Charges for Too-Connected-to-Fail Institutions: A Practical Proposal In: IMF Working Papers. [Full Text][Citation analysis] | paper | 50 |
| 2010 | Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems In: IMF Working Papers. [Full Text][Citation analysis] | paper | 33 |
| 2010 | The Global Financial Crisis and its Impact on the Chilean Banking System In: IMF Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2011 | Policy Instruments to Lean Against the Wind in Latin America In: IMF Working Papers. [Full Text][Citation analysis] | paper | 52 |
| 2012 | Dynamic Loan Loss Provisioning: Simulationson Effectiveness and Guide to Implementation In: IMF Working Papers. [Full Text][Citation analysis] | paper | 25 |
| 2012 | Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System In: IMF Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2013 | Market-Based Structural Top-Down Stress Tests of the Banking System In: IMF Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis In: IMF Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis.(2017) In: Asia-Pacific Financial Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2017 | Variance Decomposition Networks: Potential Pitfalls and a Simple Solution In: IMF Working Papers. [Full Text][Citation analysis] | paper | 21 |
| 2017 | Lasso Regressions and Forecasting Models in Applied Stress Testing In: IMF Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2017 | Bottom-Up Default Analysis of Corporate Solvency Risk: An Application to Latin America In: IMF Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | ABBA: An Agent-Based Model of the Banking System In: IMF Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2020 | UnFEAR: Unsupervised Feature Extraction Clustering with an Application to Crisis Regimes Classification In: IMF Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Hang in There: Stock Market Reactions to Withdrawals of COVID-19 Stimulus Measures In: IMF Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Scenario Analysis with the DD-PD Mapping Approach: Stock Market Shocks and U.S. Corporate Default Risk In: IMF Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Immunological history governs human stem cell memory CD4 heterogeneity via the Wnt signaling pathway In: Nature Communications. [Full Text][Citation analysis] | article | 1 |
| 2001 | Crash-Free Sequencing Strategies for Financial Development and Liberalization In: IMF Staff Papers. [Full Text][Citation analysis] | article | 5 |
| 2016 | Cytofkit: A Bioconductor Package for an Integrated Mass Cytometry Data Analysis Pipeline In: PLOS Computational Biology. [Full Text][Citation analysis] | article | 11 |
| 2003 | Corporate restructuring in Japan In: Journal of Financial Transformation. [Citation analysis] | article | 0 |
| 2017 | Bootstrap ARDL on energy-growth relationship for 22 OECD countries In: Applied Economics Letters. [Full Text][Citation analysis] | article | 25 |
| 2017 | Financial networks and interconnectedness in an advanced emerging market economy In: Quantitative Finance. [Full Text][Citation analysis] | article | 10 |
| 2015 | Structural Market-Based Top–Down Stress Tests of the Banking System In: Global Credit Review (GCR). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team