Van Son Lai : Citation Profile


Are you Van Son Lai?

Université Laval (70% share)
Institut de Préparation à l'Administration et à la Gestion (IPAG) (30% share)

5

H index

2

i10 index

85

Citations

RESEARCH PRODUCTION:

20

Articles

1

Papers

RESEARCH ACTIVITY:

   25 years (1994 - 2019). See details.
   Cites by year: 3
   Journals where Van Son Lai has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 6 (6.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla784
   Updated: 2020-11-21    RAS profile: 2020-09-08    
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Relations with other researchers


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:

moretto, michele (5)

mamatzakis, emmanuel (4)

Roventini, Andrea (4)

Napoletano, Mauro (3)

Lee, Chien-Chiang (3)

de Moraes, Claudio (3)

Ross, Stephen (2)

de Mendonça, Helder (2)

Hassan, M. Kabir (2)

Cole, Rebel (2)

Memmel, Christoph (1)

Cites to:

Flannery, Mark (13)

merton, robert (11)

Gambacorta, Leonardo (7)

Siu, Tak Kuen (7)

Berger, Allen (7)

Stolz, Stephanie (6)

Wedow, Michael (5)

Demirguc-Kunt, Asli (5)

Arellano, Manuel (4)

Jarrow, Robert (4)

Scholes, Myron (4)

Main data


Where Van Son Lai has published?


Journals with more than one article published# docs
International Review of Financial Analysis4

Recent works citing Van Son Lai (2020 and 2019)


YearTitle of citing document
2020Do Exit Options Increase the Value-For-Money of Public-Private Partnerships?. (2020). Moretto, Michele ; Dosi, Cesare ; Buso, Marco. In: 2030 Agenda. RePEc:ags:feemgc:305206.

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2019Termination Fees and Contract Design in Public-Private Partnerships. (2019). moretto, michele ; Dosi, Cesare ; Buso, Marco. In: ET: Economic Theory. RePEc:ags:feemth:281284.

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2019How vulnerable is the Canadian banking system to fire-sales?. (2017). McKeown, Robert . In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274707.

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2020Equal risk option pricing with deep reinforcement learning. (2020). Fr'ed'eric Godin, ; Carbonneau, Alexandre. In: Papers. RePEc:arx:papers:2002.08492.

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2020Corporate Performance in Nigeria: The Effect of Oil Price and Exchange Rate Fluctuations. (2020). Olofin, Sodik Adejonwo ; Omoregie, Osaretin Kayode. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-21.

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2020How does capital buffer affect bank risk-taking? New evidence from China using quantile regression. (2020). Sun, Chen ; Zhang, Jinyi ; Jiang, Hai. In: China Economic Review. RePEc:eee:chieco:v:60:y:2020:i:c:s1043951x19300537.

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2020Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market. (2020). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301056.

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2019Bank’s risk measures and monetary policy: Evidence from a large emerging economy. (2019). de Mendonça, Helder ; deMendona, Helder Ferreira ; de Moraes, Claudio Oliveira ; de Mendona, Helder Ferreira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:121-132.

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2020The role of catastrophe bonds in an international multi-asset portfolio: Diversifier, hedge, or safe haven?. (2020). Tegtmeier, Lars ; Schroder, Henning ; Drobetz, Wolfgang. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319302971.

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2019Contagion risk in global banking sector. (2019). Mishra, Anil ; Choudhury, Tonmoy ; Batten, Jonathan A ; Daly, Kevin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118300684.

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2020Capital, risk and profitability of WAEMU banks: Does bank ownership matter?. (2020). Soumare, Issouf ; Murinde, Victor ; Kanga, Desire. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300819.

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2020Do the business cycle and revenue diversification matter for banks’ capital buffer and credit risk: Evidence from ASEAN banks. (2020). Shams, Syed ; Gunasekarage, Abeyratna ; Bose, Sudipta ; Ovi, Nafisa. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:16:y:2020:i:1:s1815566920300047.

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2019The impact of Sukuk on the performance of conventional and Islamic banks. (2019). Al-Azzam, Moh'd, ; Temimi, Akram ; Smaoui, Houcem ; Mimouni, Karim. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:42-54.

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2019Modelling of left-truncated heavy-tailed data with application to catastrophe bond pricing. (2019). Burnecki, Krzysztof ; Giuricich, Mario Nicolo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:498-513.

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2019The impact of state ownership and business models on bank stability: Empirical evidence from the Eurasian Economic Union. (2019). Pak, Olga . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:161-175.

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2019Are MENA banks’ capital buffers countercyclical? Evidence from the Islamic and conventional banking systems. (2019). Ftiti, Zied ; ben Ayed, Wassim ; Ben Maatoug, Abderrazek . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:109-118.

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2019Islamic banks with mutuality and neutrality: A balance-sheet-based theoretical framework. (2019). Rahman, Matiur. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:3-8.

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2019Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1914.

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2020Do Exit Options Increase the Value-For-Money of Public-Private Partnerships?. (2020). moretto, michele ; Dosi, Cesare ; Buso, Marco. In: Working Papers. RePEc:fem:femwpa:2020.03.

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2019Testing for the underlying dynamics of bank capital buffer and performance nexus. (2019). mamatzakis, emmanuel ; Bagntasarian, Anachit. In: Post-Print. RePEc:hal:journl:hal-02127592.

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2019Government guarantees and the risk-taking of financial institutions: evidence from a regulatory experiment. (2019). Mugerman, Yevgeny ; Rastan, Mehrdad ; Li, Mingxin ; Atanasova, Christina. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:6:d:10.1057_s41260-019-00128-2.

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2019The nexus between underlying dynamics of bank capital buffer and performance.. (2019). mamatzakis, emmanuel ; Bagntasarian, Anna. In: MPRA Paper. RePEc:pra:mprapa:92961.

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2019The Impact of Business Cycle on Pakistani Banks Capital Buffer and Portfolio Risk. (2019). Bt, Rossazana ; Liew, Venus Khim-Sen ; Riaz, Samina . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2019:i:1:p:57-71.

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2019Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/1j4v8sl4fc9a49ankmnhv6bb6a.

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2019Banks’ capital buffers, risk, and efficiency in emerging economies: are they counter-cyclical?. (2019). Moudud-Ul, Syed. In: Eurasian Economic Review. RePEc:spr:eurase:v:9:y:2019:i:4:d:10.1007_s40822-018-0121-5.

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2019Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: LEM Papers Series. RePEc:ssa:lemwps:2019/11.

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Works by Van Son Lai:


YearTitleTypeCited
1996The Effects of Variations in Laxity (or Strictness) of Closure Rules on the Valuation of Deposit Insurance. In: The Financial Review.
[Citation analysis]
article2
2015Hedging Flood Losses Using Cat Bonds In: Asia-Pacific Journal of Risk and Insurance.
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article1
2016An analysis of government loan guarantees and direct investment through public-private partnerships In: Economic Modelling.
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article5
2010Credit insurance and investment: A contingent claims analysis approach In: International Review of Financial Analysis.
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article2
2011Synthetizing a debt guarantee: Super-replication versus utility approach In: International Review of Financial Analysis.
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article0
2014The valuation of catastrophe bonds with exposure to currency exchange risk In: International Review of Financial Analysis.
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article1
2018Basel III capital buffers and Canadian credit unions lending: Impact of the credit cycle and the business cycle In: International Review of Financial Analysis.
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article0
2019A characterization of CAT bond performance indices In: Finance Research Letters.
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article1
2017Basel III capital buffer requirements and credit union prudential regulation: Canadian evidence In: Journal of Financial Stability.
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article6
2019Option pricing under regime-switching models: Novel approaches removing path-dependence In: Insurance: Mathematics and Economics.
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article1
2013Banks’ capital buffer, risk and performance in the Canadian banking system: Impact of business cycles and regulatory changes In: Journal of Banking & Finance.
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article39
2013Banks’ Capital Buffer, Risk and Performance in the Canadian Banking System: Impact of Business Cycles and Regulatory Changes.(2013) In: MPRA Paper.
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This paper has another version. Agregated cites: 39
paper
2019Are market views on banking industry useful for forecasting economic growth? In: Pacific-Basin Finance Journal.
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article0
2008Project risk choices under privately guaranteed debt financing In: The Quarterly Review of Economics and Finance.
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article0
2003Bank moral hazard and the introduction of official deposit insurance in Canada In: International Review of Economics & Finance.
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article12
1997Thrifty Viability and Traditional Mortgage Lending: A Simultaneous Equations Analysis of the Risk-Return Trade-Off In: Journal of Real Estate Research.
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article0
1994On Financial Guarantee Insurance under Stochastic Interest Rates In: The Geneva Risk and Insurance Review.
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article2
2016From Oil to Stock Markets In: Journal of Economic Integration.
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article2
2004The impact of the Gramm-Leach-Bliley act on the financial services industry In: Journal of Economics and Finance.
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article8
1997An empirical investigation of asset-liability management of small US commercial banks In: Applied Financial Economics.
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article3
2019Banks’ non-traditional activities under regulatory changes: impact on risk, performance and capital adequacy In: Applied Economics.
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article0

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