Výsledky vyhledávání - "Jorge Chan-Lau"

Surrogate Data Models: Interpreting Large-scale Machine Learning Crisis Prediction Models

Autor: Maksym Ivanyna, Ritong Qu, Ruofei Hu, Cheng Zhong, Jorge Chan-Lau

Publikováno v: IMF Working Papers. 2023:1

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::02f02d322c1d14f6a625f91fcf1ee539
https://doi.org/10.5089/9798400234828.001

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Hang in There

Autor: Jorge Chan-Lau, Yunhui Zhao

Publikováno v: IMF Working Papers. 20

The COVID-19 pandemic prompted unprecedented economic stimulus worldwide. We empirically examine the impact of a withdrawal of fiscal stimulus policies on the stock markets. After constructing a database of withdrawal events, we use event study analy

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::272b7bd0002eef2f0c35fa8bdc725e19
https://doi.org/10.5089/9781513564753.001

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Scenario Analysis with the DD-PD Mapping Approach: Stock Market Shocks and U.S. Corporate Default Risk

Autor: Jorge Chan-Lau

Publikováno v: IMF Working Papers. 2021:1

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e8c13bfd367d30d20a796b0c6255e6fb
https://doi.org/10.5089/9781513573533.001

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Default Risk Codependence in the Global Financial System

Autor: Jorge Chan-Lau

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::95bf8a3fb01dea6e65d7b9cc4f33b04c
https://doi.org/10.1201/9781439818541-c23