Van Son Lai : Citation Profile


Université Laval

6

H index

5

i10 index

172

Citations

RESEARCH PRODUCTION:

24

Articles

15

Papers

RESEARCH ACTIVITY:

   26 years (1994 - 2020). See details.
   Cites by year: 6
   Journals where Van Son Lai has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 18 (9.47 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla784
   Updated: 2025-01-10    RAS profile: 2024-10-09    
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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 (8)

Roventini, Andrea (7)

Napoletano, Mauro (7)

Kimura, Herbert (4)

Mamatzakis, Emmanuel (4)

de Moraes, Claudio (3)

Sousa, Ricardo (3)

lensink, robert (3)

Lee, Chien-Chiang (3)

Ross, Stephen (2)

Cole, Rebel (2)

Cites to:

Flannery, Mark (19)

merton, robert (16)

Gambacorta, Leonardo (9)

Cummins, John (8)

Siu, Tak Kuen (7)

Berger, Allen (7)

Weron, Rafał (6)

Jarrow, Robert (6)

Demirguc-Kunt, Asli (6)

Engle, Robert (6)

Blundell, Richard (5)

Main data


Production by document typearticlepaper1994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920200510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202002040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240102030Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920200255075Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 6Most cited documents123456780255075Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution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h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Van Son Lai has published?


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

Working Papers Series with more than one paper published# docs
Working Papers / Department of Research, Ipag Business School14

Recent works citing Van Son Lai (2024 and 2023)


Year  ↓Title of citing document  ↓
2024How 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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2024Risk contribution to deposit insurance: Evidence from commercial and cooperative banks in the Eurozone. (2024). Martinez, Eduardo Trigo ; Urea, Antonio Partal ; Fernandez-Aguado, Pilar Gomez. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:341-355.

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2024The impact of revenue diversification on profitability, capital, and risk in US banks by size. (2024). Schreiber, Ben Z. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001237.

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2023Randomization and the valuation of guaranteed minimum death benefits. (2023). Hieber, Peter ; Deelstra, Griselda. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1218-1236.

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2024Financial intermediation around national elections: Evidence of state-owned banks as credit smoothers. (2024). Sun, Wei ; Teclezion, Mussie ; Marcelin, Isaac ; Lo, Gaye-Del ; Sene, Babacar. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s156601412400061x.

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2023Catastrophe 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.

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2024A pricing model system for small and micro loan insurance considering limited claims. (2024). Hu, Yan-Ping. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001443.

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2023The effects of the financial crisis and Basel III on banks’ risk disclosure: A textual analysis. (2023). Raviv, Alon ; Blum, Avinoam. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000545.

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2023European option pricing with market frictions, regime switches and model uncertainty. (2023). Siu, Tak Kuen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:233-250.

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2023Persistence and long run co-movements across stock market prices. (2023). Martin-Valmayor, Miguel Angel ; Infante, Juan ; Gil-Alana, Luis A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:347-357.

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2023International banking facilities and bank value. (2023). Wingender, John R ; Braymen, Charles. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:4:d:10.1007_s11408-023-00436-z.

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2023Taxation of Public Franchises with Persistent Demand Shocks. (2023). Toh, Ying Lei ; Madio, Leonardo ; Lefouili, Yassine. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0306.

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2023Does government support affect private partners’ profitability in public–private partnerships? Evidence from China. (2023). Xu, Han. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01723-w.

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2023Systemically important banks - emerging risk and policy responses: An agent-based investigation. (2023). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: LEM Papers Series. RePEc:ssa:lemwps:2023/30.

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Works by Van Son Lai:


Year  ↓Title  ↓Type  ↓Cited  ↓
1996The Effects of Variations in Laxity (or Strictness) of Closure Rules on the Valuation of Deposit Insurance. In: The Financial Review.
[Citation analysis]
article1
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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article12
2010Credit insurance and investment: A contingent claims analysis approach In: International Review of Financial Analysis.
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article5
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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article3
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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article9
2017Basel III Capital Buffers and Canadian Credit Unions Lending: Impact of The Credit Cycle and The Business Cycle.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 9
paper
2019A characterization of CAT bond performance indices In: Finance Research Letters.
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article2
2020A Characterization of CAT Bond Performance Indices.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 2
paper
2017Basel III capital buffer requirements and credit union prudential regulation: Canadian evidence In: Journal of Financial Stability.
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article19
2017Basel III Capital Buffer Requirements and Credit Union Prudential Regulation: Canadian Evidence.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19
paper
2019Option pricing under regime-switching models: Novel approaches removing path-dependence In: Insurance: Mathematics and Economics.
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article5
2019Option Pricing Under Regime-Switching Models: Novel Approaches Removing Path-Dependence.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
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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article65
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 nother version. Agregated cites: 65
paper
2019Are market views on banking industry useful for forecasting economic growth? In: Pacific-Basin Finance Journal.
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article1
2018Are Market Views on Banking Industry Useful for Forecasting Economic Growth?.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
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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article13
2006Effects of maturity choices on loan?guarantee portfolios1 In: Journal of Risk Finance.
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article0
2016Revisiting Interest Rate Swap Valuation with Counterparty Risk, Wrong-Way Risk and OIS Discount In: Working Papers.
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paper1
2017CAT Bond Spreads Via HARA Utility and Nonparametric Tests In: Working Papers.
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paper0
2017Reinsurance or CAT Bond? How to Optimally Combine Both In: Working Papers.
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paper5
2018Banks? Non-Traditional Activities Under Regulatory Changes: Impact on Risk, Performance and Capital Adequacy In: Working Papers.
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paper4
2019Banks’ non-traditional activities under regulatory changes: impact on risk, performance and capital adequacy.(2019) In: Applied Economics.
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This paper has nother version. Agregated cites: 4
article
2018Discretionary Idiosyncratic Risk, Firm Cash Holdings and Investment In: Working Papers.
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paper1
2019A General Class of Distortion Operators for Pricing Contingent Claims with Applications to CAT Bonds In: Working Papers.
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paper3
.() In: .
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This paper has nother version. Agregated cites: 3
article
2019Diversification Benefits of Cat Bonds: An In-Depth Examination In: Working Papers.
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paper0
2019How Does the Stock Market View Bank Regulatory Capital Forbearance Policies? In: Working Papers.
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paper0
2020How Does the Stock Market View Bank Regulatory Capital Forbearance Policies?.(2020) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 0
article
2020Analyse d?impact du Moment de Décaissement d?un Produit avec Garantie de Rachat Viager In: Working Papers.
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paper0
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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article1
1994On Financial Guarantee Insurance under Stochastic Interest Rates In: The Geneva Risk and Insurance Review.
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article4
2016From Oil to Stock Markets In: Journal of Economic Integration.
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article3
2004The impact of the Gramm-Leach-Bliley act on the financial services industry In: Journal of Economics and Finance.
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article10
1997An empirical investigation of asset-liability management of small US commercial banks In: Applied Financial Economics.
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article4
In: .
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article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 8 2024. Contact: CitEc Team