10
H index
11
i10 index
307
Citations
Min-Teh Yu : Citation Profile
National Tsing Hua University | RESEARCH PRODUCTION: 55 Articles 2 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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31 years (1994 - 2025). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Min-Teh Yu. | Is cited by:
| Cites to:
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Main data
Where Min-Teh Yu has published?
Recent works citing Min-Teh Yu (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Striking the Balance: Life Insurance Timing and Asset Allocation in Financial Planning. (2023). Zhu, Shihao ; Ferrari, Giorgio ; Chen, AN. In: Papers. RePEc:arx:papers:2312.02943. Full description at Econpapers || Download paper |
| 2024 | Unveiling Nonlinear Dynamics in Catastrophe Bond Pricing: A Machine Learning Perspective. (2024). Lu, Yufan ; Chen, Xiaowei ; Zhou, Rui ; Li, Hong. In: Papers. RePEc:arx:papers:2405.00697. Full description at Econpapers || Download paper |
| 2024 | A new paradigm of mortality modeling via individual vitality dynamics. (2024). Wang, Zijia ; Zhu, Xiaobai ; Zhou, Kenneth Q. In: Papers. RePEc:arx:papers:2407.15388. Full description at Econpapers || Download paper |
| 2025 | Design and valuation of multi-region CoCoCat bonds. (2025). Zdeb, Martyna ; Teuerle, Marek ; Burnecki, Krzysztof ; Wszola, Jacek. In: Papers. RePEc:arx:papers:2510.17221. Full description at Econpapers || Download paper |
| 2024 | Is there Price Distortion in the Philippine Rice Market: A Bayesian Discrete Wavelet Transform Analysis. (2024). Montano, Vicente E. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:15:p:275-287. Full description at Econpapers || Download paper |
| 2024 | A hybrid approach of wavelet transform, ARIMA and LSTM model for the share price index futures forecasting. (2024). Li, Xiaojing ; Bai, Wei ; Zhang, Junting ; Liu, Haifei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001456. Full description at Econpapers || Download paper |
| 2025 | Valuing catastrophe equity put options with liquidity risk, default risk and jumps. (2025). Zhang, Shu ; Chen, Peimin ; Tang, Chao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000051. Full description at Econpapers || Download paper |
| 2024 | Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments. (2024). Sensoy, Ahmet ; Goodell, John W ; Dionisio, Andreia ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003918. Full description at Econpapers || Download paper |
| 2024 | The impacts of registration regime implementation on IPO pricing efficiency. (2024). Deng, QI ; Hussein, Monica ; Swartz, Mick ; Zheng, Linhong ; Peng, Jiaqi ; Chen, Dingyi ; Zhou, Zhong-Guo ; Li, XU. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001212. Full description at Econpapers || Download paper |
| 2024 | Can the registration system reform improve the disclosure quality?——Evidence from the ChiNext board. (2024). Shen, Yuezhe ; Sun, Yani ; Wu, Xihao. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:20:y:2024:i:2:s1815566924000262. Full description at Econpapers || Download paper |
| 2024 | Environmental and social disclosure, managerial entrenchment, and investment efficiency. (2024). Schiehll, Eduardo ; Wu, Ying ; Duong, Hong Kim ; Yao, Hong. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:20:y:2024:i:3:s1815566924000353. Full description at Econpapers || Download paper |
| 2024 | Fast or slow: Unveiling the speed of market leverage adjustment in China. (2024). 连, 玉君 ; Lian, Yujun ; Huang, Manqi ; Wang, Jun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001744. Full description at Econpapers || Download paper |
| 2024 | Do economic uncertainty and persistence in housing prices matter on mortgage insurance?. (2024). Yang, Chih-Yuan ; Chang, Chia-Chien. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:33-44. Full description at Econpapers || Download paper |
| 2024 | Vulnerable options with regime switching and stochastic liquidity. (2024). Lu, Tuantuan ; Lin, Sha ; He, Xin-Jiang ; Pasricha, Puneet. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001364. Full description at Econpapers || Download paper |
| 2025 | Latent corporate governance: The impact of Confucianism on the value of cash holdings. (2025). Wong, George ; Lin, Qiqing ; Kwok, Wing Chun ; Ding, Zhiguo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001357. Full description at Econpapers || Download paper |
| 2024 | Earthquake Bond Pricing Model Involving the Inconstant Event Intensity and Maximum Strength. (2024). , Sukono ; Ibrahim, Rose Irnawaty ; Napitupulu, Herlina. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:6:p:786-:d:1352602. Full description at Econpapers || Download paper |
| 2025 | A CAT Bond Pricing Model Based on the Distortion of Aggregate Loss Distributions. (2025). Ma, Ning. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:19:p:3113-:d:1760744. Full description at Econpapers || Download paper |
| 2024 | How Does Foreign Direct Investment Impact the Sustainable Development? Empirical Evidence from China’s Coastal Areas. (2024). Zhong, YU ; Wang, Yixuan ; Luan, Shuochen ; Li, Jian. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:12:p:4991-:d:1412829. Full description at Econpapers || Download paper |
| 2025 | Coal Mine Accident Risk Analysis with Large Language Models and Bayesian Networks. (2025). Chen, AN ; Du, GU. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:5:p:1896-:d:1597999. Full description at Econpapers || Download paper |
| 2024 | Public access to in-house meeting reports and stock liquidity: evidence from China. (2024). Ding, Rong ; Zhang, Hanyu ; Zhou, Hang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:4:d:10.1007_s11156-023-01237-1. Full description at Econpapers || Download paper |
| 2024 | Information disclosure ratings and stock price crash risk. (2024). Shen, Xixi ; Lo, Chia Chun ; Karathanasopoulos, Andreas ; Ho, Kung-Cheng. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:4:d:10.1007_s11156-024-01305-0. Full description at Econpapers || Download paper |
| 2024 | How effective is digital transformation? Heterogeneous insights from listed companies’ ESG performance. (2024). Zhu, Hongyu ; Xie, Xiangwei ; Zhao, Jinjing. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04039-5. Full description at Econpapers || Download paper |
| 2024 | Institutional Ownership and Stock Liquidity: Evidence From an Emerging Market. (2024). Hong, Van Nguyen ; Dinh, Ngoc Bao. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:1:p:21582440241239116. Full description at Econpapers || Download paper |
| 2024 | A Panel Analysis of the Impact of EBITDA, Equity Book Values, Growth, Risk and Negative Earnings on Share Price Variations. (2024). Schutte, Daniel ; Nhleko, Ronald. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:3:p:21582440241271172. Full description at Econpapers || Download paper |
| 2025 | Big data applications with theoretical models and social media in financial management. (2025). Saito, Taiga ; Gupta, Shivam. In: Annals of Operations Research. RePEc:spr:annopr:v:348:y:2025:i:3:d:10.1007_s10479-022-05136-x. Full description at Econpapers || Download paper |
| 2024 | Nexus Between Financial Inclusion, Digital Inclusion and Health Outcomes: Evidence from Developing Economies. (2024). Liew, Chee ; Naveenan, R V ; Kijkasiwat, Ploypailin. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:174:y:2024:i:1:d:10.1007_s11205-024-03391-y. Full description at Econpapers || Download paper |
| 2024 | Credit risk prediction based on causal machine learning: Bayesian network learning, default inference, and interpretation. (2024). Xiong, Haitao ; Zhang, Xuemei ; Liu, Jiaming. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1625-1660. Full description at Econpapers || Download paper |
Works by Min-Teh Yu:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | Portfolio optimization in the catastrophe space In: European Financial Management. [Full Text][Citation analysis] | article | 2 |
| 2013 | Book-to-Market Equity, Asset Correlations and the Basel Capital Requirement In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 4 |
| 2011 | Valuation of Catastrophe Equity Puts With Markov‐Modulated Poisson Processes In: Journal of Risk & Insurance. [Citation analysis] | article | 18 |
| 2015 | Improving model performance with the integrated wavelet denoising method In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2010 | Pricing Unemployment Insurance – An Unemployment-Duration-Adjusted Approach In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2016 | Control of corruption, diversification and asset quality of Islamic and conventional banks In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2020 | Does equity market timing have a persistent impact on capital structure? Evidence from China In: The British Accounting Review. [Full Text][Citation analysis] | article | 2 |
| 2024 | Does Equity Market Timing have a Persistent Impact on Capital Structure? Evidence from China.(2024) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | chapter | |
| 2023 | Does ambiguity matter for corporate debt financing? Theory and evidence In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 0 |
| 2020 | Catastrophe bond spread and hurricane arrival frequency In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2022 | Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 5 |
| 2021 | National Governance and Corporate Liquidity in Organization of Islamic Cooperation Countries: Evidence based on a Sharia-compliant Liquidity Measure In: Emerging Markets Review. [Full Text][Citation analysis] | article | 3 |
| 2025 | Bank information rents and loan pricing: How U.S. banks extract higher spreads than European banks In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2005 | Risk aversion and price limits in futures markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
| 1996 | Measuring fair capital adequacy holdings for banks: The case of Taiwan In: Global Finance Journal. [Full Text][Citation analysis] | article | 1 |
| 2007 | Valuation of catastrophe reinsurance with catastrophe bonds In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 38 |
| 2020 | Predicting catastrophe risk: Evidence from catastrophe bond markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 8 |
| 1995 | Measuring the true profile of taxpayer losses in the S & L insurance mess In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 12 |
| 1999 | Capital standard, forbearance and deposit insurance pricing under GARCH In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 16 |
| 2005 | Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
| 2013 | Valuation of insurers’ contingent capital with counterparty risk and price endogeneity In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 14 |
| 1994 | Assessing the cost of Taiwans deposit insurance In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 13 |
| 1995 | Assessing the cost of Taiwans deposit insurance.(1995) In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2019 | VIX derivatives: Valuation models and empirical evidence In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 8 |
| 2019 | Measuring the liquidity impact on catastrophe bond spreads In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 6 |
| 2019 | Founders and the decision of Chinese dual-class IPOs in the U.S. In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2021 | Pricing catastrophe swaps with default risk and stochastic interest rates In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 2 |
| 2024 | Common institutional ownership and the cost of debt in Taiwan In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 1 |
| 2024 | Human rights and value of cash: Evidence from Islamic and non-Islamic countries In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2015 | Generalized optimal wavelet decomposing algorithm for big financial data In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 27 |
| 2020 | Behavioral data-driven analysis with Bayesian method for risk management of financial services In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 4 |
| 1996 | Opportunity cost of capital forbearance during the final years of the FSLIC mess In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 10 |
| 2006 | Loan guarantee portfolios and joint loan guarantees with stochastic interest rates In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2016 | Empirical finance of financial institutions and market behavior In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Systematic risk and volatility skew In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 14 |
| 2022 | Corporate cash and the Firms life-cycle: Evidence from dual-class firms In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2024 | Less is more: Evidence from firms with low cash and debt In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 1 |
| 2021 | Catastrophe risk, reinsurance and securitized risk-transfer solutions: a review In: China Finance Review International. [Full Text][Citation analysis] | article | 1 |
| 1994 | How much did capital forbearance add to the tab for FSLIC mess? In: Proceedings. [Citation analysis] | paper | 4 |
| 2015 | Financial Transaction Tax: Policy Analytics Based on Optimal Trading In: Computational Economics. [Full Text][Citation analysis] | article | 2 |
| 2017 | Valuing Vulnerable Mortgage Insurance Under Capital Forbearance In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 3 |
| 2007 | Premium setting and bank behavior in a voluntary deposit insurance scheme In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 5 |
| 2013 | A fractional cointegration approach to testing the Ohlson accounting based valuation model In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 5 |
| 2023 | Impact of information disclosure ratings on investment efficiency: evidence from China In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 6 |
| 2025 | How do underwriting and investment activities affect P&C insurers’ capital adjustments? Evidence from Canada In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
| 2006 | Margins and Price Limits in Taiwans Stock Index Futures Market In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 4 |
| 2013 | Price and Liquidity Effects of Switching Exchange Listings In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
| 2013 | Guest Editors Introduction: Institutional Characteristics and Trading Mechanisms of Financial Markets in East Asia In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
| 1994 | How Much Did Capital Forbearance Add to the Cost of the S&L Insurance Mess In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Government Deposit Insurance and the Diamond-Dybvig Model In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] | article | 5 |
| 2023 | Sharia compliance, national governance, and value of cash in Organization of Islamic Cooperation countries In: Humanities and Social Sciences Communications. [Full Text][Citation analysis] | article | 0 |
| 2014 | High frequency trading, liquidity, and execution cost In: Annals of Operations Research. [Full Text][Citation analysis] | article | 12 |
| 2011 | Independent Directors and the Long-run Performance of IPOs In: Journal of Applied Finance & Banking. [Full Text][Citation analysis] | article | 2 |
| 2009 | Estimating the cost of deposit insurance with stochastic interest rates: the case of Taiwan In: Quantitative Finance. [Full Text][Citation analysis] | article | 4 |
| 2022 | Pricing Hurricane Bonds Using a Physically Based Option Pricing Approach In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 1 |
| 2000 | Price limits, margin requirements, and default risk In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 6 |
| 2002 | Valuation and Hedging of Differential Swaps In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 2 |
| 2003 | The effectiveness of coordinating price limits across futures and spot markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 6 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team