J. Chan-Lau

Finance · 2004–2010

A researcher in the Science corpus: 4 papers; trusts 12 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom J. Chan-Lau trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. J. Gonzalo
  2. Xin Huang
  3. Roger W. Koenker
  4. Roberto Blanco Escolar
  5. John C. Hull
  6. Hao Zhou
  7. G. Bassett
  8. Ian W. Marsh
  9. Haibin Zhu
  10. Mirela Predescu

Who trusts J. Chan-Lau overall

  1. Anne-Caroline Hüser
  2. Carlos Castro
  3. Linda Allen
  4. G. Hale
  5. Stijn Ferrari

Papers from J. Chan-Lau's perspective

Ordered by how strongly the researchers J. Chan-Lau trusts endorse each paper. Same corpus, a different order for every researcher.

  1. An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
  2. A framework for assessing the systemic risk of major financial institutions
  3. The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems"
  4. The relationship between credit default swap spreads, bond yields, and credit rating announcements
  5. Too Big to Fail: The Hazards of Bank Bailouts
  6. Multi-Period Corporate Default Prediction With Stochastic Covariates
  7. Is Default Event Risk Priced in Corporate Bonds
  8. Generalized autoregressive conditional heteroskedasticity
  9. Testing for unit roots in autoregressive-moving average models of unknown order
  10. Common Failings: How Corporate Defaults are Correlated

Their papers