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Chan-Lau, Jorge A.
ID:
1617704
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Chan-Lau, Jorge
Chan-Lau, Jorge A.
Chan-Lau Jorge
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Currency Mismatches and Corporate Default Risk
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Distance-to-Default in Banking
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Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis
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Fundamentals-Based Estimation of Default Probabilities - A Survey
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Idiosyncratic and Systemic Risk in the European Corporate Sector
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Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices
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Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance
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Recent Advances in Credit Risk Modeling
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The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions
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