Jorge A. Chan-Lau

• Distance-to-default in banking
• Hong Kong SAR
• ABBA
• An option-based approach to bank vulnerabilities in emerging markets
• Anticipating credit events using credit default swaps, with an application to sovereign debt crises
• Asian flu or Wall Street virus?
• Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia
• Assessing Corporate Vulnerabilities in Indonesia
• Balance Sheet Network Analysis of Too-Connected-To-Fail Risk in Global and Domestic Banking Systems
• Bottom-Up Default Analysis of Corporate Solvency Risk
• Contagion Risk in the International Banking System and Implications for London As a Global Financial Center
• Corporate bond risk and real activity