6
H index
3
i10 index
152
Citations
Université Laval (70% share) | 6 H index 3 i10 index 152 Citations RESEARCH PRODUCTION: 21 Articles 1 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Van Son Lai. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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International Review of Financial Analysis | 4 |
Year | Title of citing document |
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2021 | Deep equal risk pricing of financial derivatives with non-translation invariant risk measures. (2021). Fr'ed'eric Godin, ; Carbonneau, Alexandre. In: Papers. RePEc:arx:papers:2107.11340. Full description at Econpapers || Download paper |
2021 | Bank interest rate risk management and valuation of earnings. (2021). Warfield, Terry D ; Burke, Qing L. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4287-4337. Full description at Econpapers || Download paper |
2021 | Assessing Market Competition in the Chinese Banking Industry Based on a Conjectural Variation Model. (2021). Zhou, Xiangyi ; Qin, Botao ; Pei, Zheng. In: China & World Economy. RePEc:bla:chinae:v:29:y:2021:i:2:p:73-98. Full description at Econpapers || Download paper |
2021 | Do exit options increase the value for money of public–private partnerships?. (2021). moretto, michele ; Dosi, Cesare ; Buso, Marco. In: Journal of Economics & Management Strategy. RePEc:bla:jemstr:v:30:y:2021:i:4:p:721-742. Full description at Econpapers || Download paper |
2021 | How Do Bank Capital and Capital Buffer Affect Risk: Empirical Evidence from Large US Commercial Banks. (2021). Abbas, Faisal ; Younas, Zahid Irshad. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:10:y:2021:i:2:p:109-131. Full description at Econpapers || Download paper |
2022 | The Influence of Capital Requirement of Basel III Adoption on Banks’ Operating Efficiency: Evidence from U.S. Banks. (2022). Li, LI ; Chau, Ka Yin ; Chien, Fengsheng ; Ogunmola, Gabriel A. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:11:y:2022:i:2:p:5-26. Full description at Econpapers || Download paper |
2021 | A Tale of Different Capital Ratios: How to Correctly Assess the Impact of Capital Regulation on Lending. (2021). Gric, Zuzana ; Malovana, Simona ; Hodula, Martin ; Bajzik, Josef. In: Working Papers. RePEc:cnb:wpaper:2021/8. Full description at Econpapers || Download paper |
2021 | Excess returns in Public-Private Partnerships: Do governments pay too much?. (2021). Zormpas, Dimitrios ; moretto, michele ; Buso, Marco. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001759. Full description at Econpapers || Download paper |
2022 | Property rights reform and capital adequacy ratios of rural credit cooperatives in China. (2022). Luo, Jian Chao ; Zhang, Heng ; Chen, Haibin ; Wang, Jiamei ; Cheng, Mingwang. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002960. Full description at Econpapers || Download paper |
2021 | Discounting for public-private partnership projects in China. (2021). Zou, Ziran ; Luo, Lanlan ; Chen, Shou. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:218-226. Full description at Econpapers || Download paper |
2021 | Agency problems in public-private partnerships investment projects. (2021). Sarkar, Sudipto ; Silaghi, Florina. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:3:p:1174-1191. Full description at Econpapers || Download paper |
2021 | Provisioning over the business cycle: Some insights from the microfinance industry. (2021). Tchuigoua, Hubert Tchakoute ; TchakouteTchuigoua, Hubert ; Soumare, Issouf ; Lensink, Robert. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001599. Full description at Econpapers || Download paper |
2022 | Insurance-adjusted valuation, decision making, and capital return. (2022). Son, Jihoon ; Ryu, Doojin ; Lee, Hangsuck. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002332. Full description at Econpapers || Download paper |
2022 | Do capital buffers matter? Evidence from the stocks and flows of nonperforming loans. (2022). Cotugno, Matteo ; Torluccio, Giuseppe ; Perdichizzi, Salvatore ; Cicchiello, Antonella Francesca. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003192. Full description at Econpapers || Download paper |
2023 | Catastrophe bond pricing in the primary market: The issuer effect and pricing factors. (2023). Shao, Jia ; Pantelous, Athanasios A ; Mitra, Sovan ; Chatoro, Marian. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003817. Full description at Econpapers || Download paper |
2022 | Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer. (2022). Sousa, Ricardo ; Mallick, Sushanta K ; Kumar, Abhishek ; Benbouzid, Nadia ; Stojanovic, Aleksandar. In: Journal of Financial Stability. RePEc:eee:finsta:v:63:y:2022:i:c:s157230892200105x. Full description at Econpapers || Download paper |
2021 | Option pricing in regime-switching frameworks with the Extended Girsanov Principle. (2021). Trottier, Denis-Alexandre ; Godin, Frederic. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:116-129. Full description at Econpapers || Download paper |
2021 | Macroprudential regulations and systemic risk: Does the one-size-fits-all approach work?. (2021). Rizwan, Muhammad Suhail. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001256. Full description at Econpapers || Download paper |
2021 | Centralised or decentralised banking supervision? Evidence from European banks. (2021). Reghezza, Alessio ; Polizzi, Salvatore ; Altunbas, Yener ; Avignone, Giuseppe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302205. Full description at Econpapers || Download paper |
2021 | The impact of the yield curve on bank equity returns: Evidence from Canada. (2021). Batabyal, Sourav ; Egly, Peter V ; Killins, Robert N. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:319-329. Full description at Econpapers || Download paper |
2022 | The effect of financial distress on capital structure: The case of Brazilian banks. (2022). da Rosa, Douglas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:296-304. Full description at Econpapers || Download paper |
2021 | Internal risk governance and external capital regulation affecting bank risk-taking and performance: Evidence from P.R. China. (2021). Ortiz, Jaime ; Li, Fengchao ; Zhang, Xing . In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:276-292. Full description at Econpapers || Download paper |
2022 | Good oil volatility, bad oil volatility, and stock return predictability. (2022). Wang, Yudong ; Xiao, Jihong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:953-966. Full description at Econpapers || Download paper |
2022 | Bank credit risk and macro-prudential policies: role of counter-cyclical capital buffer. (2022). Sousa, Ricardo ; Mallick, Sushanta K ; Kumar, Abhishek ; Benbouzid, Nadia ; Stojanovic, Aleksandar. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:117539. Full description at Econpapers || Download paper |
2021 | Bank Capital Buffer and Economic Growth: New Insights from the US Banking Sector. (2021). Yousaf, Imran ; Wong, Wing-Keung ; Abbas, Faisal ; Ali, Shoaib. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:142-:d:523474. Full description at Econpapers || Download paper |
2021 | Analyzing the Impacts of Financial Services Regulation to Make the Case That Buy-Now-Pay-Later Regulation Is Failing. (2021). Hendry, Thomas ; Rodwell, John ; Johnson, DI. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:4:p:1992-:d:498338. Full description at Econpapers || Download paper |
2022 | Pricing dynamics in the market for catastrophe bonds. (2022). Perez, M. Fabricio ; Kanj, Olga ; Carayannopoulos, Peter. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:47:y:2022:i:1:d:10.1057_s41288-020-00194-3. Full description at Econpapers || Download paper |
2021 | The Impact of Business Cycle on Banks’ Capital Buffer, Risk and Efficiency: A Dynamic GMM Approach from a Developing Economy. (2021). Moudud-Ul, Syed. In: Global Business Review. RePEc:sae:globus:v:22:y:2021:i:4:p:921-940. Full description at Econpapers || Download paper |
2021 | How Do Capital Ratios Affect Bank Risk-Taking: New Evidence From the United States. (2021). Rizwan, Sohail ; Ali, Shoaib ; Masood, Omar ; Abbas, Faisal. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:1:p:2158244020979678. Full description at Econpapers || Download paper |
2021 | A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations. (2021). Wang, Mingzheng ; Zhang, Xiaohui ; Yan, Dawen. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-020-03571-2. Full description at Econpapers || Download paper |
2022 | Structural Change in the Investment Function. (2022). Mason, Paul ; Ozdemir, Nilufer ; Triplett, Russell E. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:46:y:2022:i:1:d:10.1007_s12197-021-09564-6. Full description at Econpapers || Download paper |
2022 | Bank Capital Buffers and Bank Risks: Evidence from the Namibian Banking Sector. (2022). , Johannes. In: International Journal of Business and Economic Sciences Applied Research (IJBESAR). RePEc:tei:journl:v:15:y:2022:i:3:p:60-68. Full description at Econpapers || Download paper |
2021 | Drivers of credit union penetration: An international analysis. (2021). Okafor, Anthony ; Adeleye, Ngozi ; Adusei, Michael. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:42:y:2021:i:3:p:710-723. Full description at Econpapers || Download paper |
2022 | Financing preference and the role of credit insurance in a green supply chain. (2022). Du, Zijia ; Wang, Minxue ; Li, BO. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:43:y:2022:i:8:p:3882-3897. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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1996 | The Effects of Variations in Laxity (or Strictness) of Closure Rules on the Valuation of Deposit Insurance. In: The Financial Review. [Citation analysis] | article | 3 |
2015 | Hedging Flood Losses Using Cat Bonds In: Asia-Pacific Journal of Risk and Insurance. [Full Text][Citation analysis] | article | 3 |
2016 | An analysis of government loan guarantees and direct investment through public-private partnerships In: Economic Modelling. [Full Text][Citation analysis] | article | 9 |
2010 | Credit insurance and investment: A contingent claims analysis approach In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 4 |
2011 | Synthetizing a debt guarantee: Super-replication versus utility approach In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2014 | The valuation of catastrophe bonds with exposure to currency exchange risk In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 5 |
2018 | Basel III capital buffers and Canadian credit unions lending: Impact of the credit cycle and the business cycle In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 6 |
2019 | A characterization of CAT bond performance indices In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
2017 | Basel III capital buffer requirements and credit union prudential regulation: Canadian evidence In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 18 |
2019 | Option pricing under regime-switching models: Novel approaches removing path-dependence In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 3 |
2013 | Banks’ capital buffer, risk and performance in the Canadian banking system: Impact of business cycles and regulatory changes In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 63 |
2013 | Banks’ Capital Buffer, Risk and Performance in the Canadian Banking System: Impact of Business Cycles and Regulatory Changes.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2019 | Are market views on banking industry useful for forecasting economic growth? In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 1 |
2008 | Project risk choices under privately guaranteed debt financing In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2003 | Bank moral hazard and the introduction of official deposit insurance in Canada In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 14 |
1997 | Thrifty Viability and Traditional Mortgage Lending: A Simultaneous Equations Analysis of the Risk-Return Trade-Off In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 1 |
1994 | On Financial Guarantee Insurance under Stochastic Interest Rates In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] | article | 4 |
2016 | From Oil to Stock Markets In: Journal of Economic Integration. [Full Text][Citation analysis] | article | 2 |
2004 | The impact of the Gramm-Leach-Bliley act on the financial services industry In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 9 |
1997 | An empirical investigation of asset-liability management of small US commercial banks In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
2019 | Banks’ non-traditional activities under regulatory changes: impact on risk, performance and capital adequacy In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2020 | How Does the Stock Market View Bank Regulatory Capital Forbearance Policies? In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 0 |
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