1. “The END: A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability,”;Chan-Lau;IMF Working Paper 05/321,2005
2. “Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets,”;Chan-Lau;The ICFAI Journal of Derivatives Markets,2005
3. “Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options,”;Bakshi;Review of Financial Studies,2003
4. “First-to-Default Swaps,”;Chan-Lau;Global Markets Monitor,2004
5. “Default Parameter Estimation Using Market Prices,”;Jarrow;Financial Analysts Journal,2001