IMF Publications by Author
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Jorge A Chan-Lau:
2020
Title: Hang in There: Stock Market Reactions to Withdrawals of COVID-19 Stimulus Measures
Series: Working Paper No. 2020/285
Date: December 18, 2020
Title: UnFEAR: Unsupervised Feature Extraction Clustering with an Application to Crisis Regimes Classification
Series: Working Paper No. 2020/262
Date: November 25, 2020
2017
Title: ABBA: An Agent-Based Model of the Banking System
Series: Working Paper No. 17/136
Date: June 9, 2017
Subject: Banking systems Banks Financial regulation and supervision Financial stability Interconnectedness Liquidity Systemic risk assessment
Title: Bottom-Up Default Analysis of Corporate Solvency Risk : An Application to Latin America
Series: Working Paper No. 17/133
Date: June 8, 2017
Subject: Bank capital Corporate sector
Title: Lasso Regressions and Forecasting Models in Applied Stress Testing
Series: Working Paper No. 17/108
Date: May 5, 2017
Subject: Economic forecasting Emerging markets Forecasting models Regression analysis Stress testing
Title: Variance Decomposition Networks : Potential Pitfalls and a Simple Solution
Series: Working Paper No. 17/107
Date: May 4, 2017
Subject: Economic forecasting Systemic risk Time series
Title: Assessing Corporate Vulnerabilities in Indonesia : A Bottom-Up Default Analysis
Series: Working Paper No. 17/97
Date: April 26, 2017
Subject: Asia and Pacific Corporate sector Indonesia
2013
Title: Market-Based Structural Top-Down Stress Tests of the Banking System
Series: Working Paper No. 13/88
Date: April 10, 2013
Subject: Banking systems Banks Economic models Emerging markets Financial institutions Financial sector Stress testing Stress tests Systemic risk
2012
Title: Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis
Series: Working Paper No. 12/174
Date: July 1, 2012
Subject: Banking sector Banks Credit risk Economic growth Economic recession Europe Financial crisis Profit margins Sovereign risk
Title: Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System
Series: Working Paper No. 12/124
Date: May 1, 2012
Subject: Banks Capital Financial risk