Min-Teh Yu : Citation Profile


Are you Min-Teh Yu?

Providence University

9

H index

9

i10 index

227

Citations

RESEARCH PRODUCTION:

43

Articles

2

Papers

RESEARCH ACTIVITY:

   27 years (1994 - 2021). See details.
   Cites by year: 8
   Journals where Min-Teh Yu has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 16 (6.58 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pyu90
   Updated: 2022-06-25    RAS profile: 2021-11-08    
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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 Min-Teh Yu.

Is cited by:

Wang, Xingchun (19)

Sun, Edward (17)

Burnecki, Krzysztof (7)

Lin, Edward (6)

Laeven, Luc (4)

Perrakis, Stylianos (4)

Platen, Eckhard (4)

Hassan, M. Kabir (3)

Huang, Lixin (2)

Hogan, Thomas (2)

Gorton, Gary (2)

Cites to:

Cummins, John (19)

Kane, Edward (14)

Sun, Edward (13)

Stulz, René (13)

merton, robert (11)

Pennacchi, George (8)

Phillips, Richard (7)

Simonato, Jean-Guy (7)

Fabozzi, Frank (6)

Christoffersen, Peter (6)

Shleifer, Andrei (6)

Main data


Where Min-Teh Yu has published?


Journals with more than one article published# docs
Pacific-Basin Finance Journal6
Journal of Banking & Finance5
Journal of Futures Markets3
Emerging Markets Finance and Trade3
The Quarterly Review of Economics and Finance2
International Journal of Production Economics2
International Review of Economics & Finance2
Review of Quantitative Finance and Accounting2

Recent works citing Min-Teh Yu (2021 and 2020)


YearTitle of citing document
2020Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning. (2020). Guterding, Daniel. In: Papers. RePEc:arx:papers:2002.08207.

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2020Currency Uncertainty, Interest Guarantee, and Risk-Based Premiums in Life Insurance Guaranty Schemes. (2020). Yen-Kuan, Lee ; Bill, Chang Shih-Chieh. In: Asia-Pacific Journal of Risk and Insurance. RePEc:bpj:apjrin:v:14:y:2020:i:2:p:30:n:1.

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2021Hurricane Bond Price Dependency on Underlying Hurricane Parameters. (2021). Yalan, Feng ; Carolyn, Chang. In: Asia-Pacific Journal of Risk and Insurance. RePEc:bpj:apjrin:v:15:y:2021:i:1:p:21:n:5.

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2020A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage. (2020). Gradojevic, Nikola ; Genay, Ramazan ; Erdemlioglu, Deniz. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:57-73.

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2020Implied risk aversion and pricing kernel in the FTSE 100 index. (2020). Sung, Hao-Chang ; Ju, Wen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818302092.

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2020The empirical linkages among market returns, return volatility, and trading volume: Evidence from the S&P 500 VIX Futures. (2020). Ku, Yu-Cheng ; Chuang, Hwei-Lin ; Kao, Yu-Sheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818303358.

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2020Leverage effect on stochastic volatility for option pricing in Hong Kong: A simulation and empirical study. (2020). Chen, Naiwei ; Bian, Zhicun ; Hong, Hui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818303565.

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2020Model specification of conditional jump intensity: Evidence from S&P 500 returns and option prices. (2020). Tsai, Jeffrey Tzuhao ; Lo, Chien-Ling ; Cheng, Hung-Wen . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818303772.

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2020The role of the board and the audit committee in corporate risk management. (2020). Yang, Tung-Hsiao ; Lai, Yi-Hsun ; Tai, Vivian W. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818303930.

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2020Investment and capital structure decisions with strategic debt service under asymmetric information. (2020). Yang, Jingjing ; Luo, Pengfei ; Song, Dandan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818304649.

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2020Bank systemic risk and CEO overconfidence. (2020). Zhao, Yang ; Lin, James Juichia ; Lee, Jin-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s106294081830487x.

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2020Approximate analytic solution for Asian options with stochastic volatility. (2020). Chang, Chia-Chang ; Lin, Chung-Gee. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818305734.

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2020Catastrophe equity put options with floating strike prices. (2020). Wang, Xingchun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s106294082030108x.

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2021Valuation of options on the maximum of two prices with default risk under GARCH models. (2021). Wang, Xingchun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000541.

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2022Exchange options for catastrophe risk management. (2022). Wang, Xingchun ; Shao, Xinjian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001832.

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2020Using business analytics to enhance dynamic capabilities in operations research: A case analysis and research agenda. (2020). Krogstie, John ; Dennehy, Denis ; Mikalef, Patrick ; Conboy, Kieran. In: European Journal of Operational Research. RePEc:eee:ejores:v:281:y:2020:i:3:p:656-672.

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2020Does societal trust make firms more trustworthy?. (2020). Shi, Lisi ; Gu, Yan ; Yen, Huang-Ping ; Ho, Kung-Cheng. In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014118302401.

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2020Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications. (2020). Dash, Saumya Ranjan ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303615.

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2021Volatility spillover around price limits in an emerging market. (2021). Zhang, Jie ; Kryzanowski, Lawrence ; Aktas, Osman Ulas . In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319310888.

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2020Equilibrium in natural catastrophe insurance market under disaster-resistant technologies, financial innovations and government interventions. (2020). Wu, Yang-Che. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:116-128.

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2020Pricing individual stock options using both stock and market index information. (2020). Stentoft, Lars ; Violante, Francesco. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619303000.

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2022Market-consistent valuation of natural catastrophe risk. (2022). Braun, Alexander ; Beer, Simone. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003010.

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2022Big data analytics capability and market performance: The roles of disruptive business models and competitive intensity. (2022). Leonidou, Constantinos N ; Hultman, Magnus ; Boso, Nathaniel ; Olabode, Oluwaseun E. In: Journal of Business Research. RePEc:eee:jbrese:v:139:y:2022:i:c:p:1218-1230.

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2021The impacts of circuit breakers on Chinas stock market. (2021). Zhang, Chao ; Hou, Keqiang ; Li, Zeguang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19305347.

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2021Explaining the risk premiums of life settlements. (2021). Wang, Jennifer L ; Tsai, Chenghsien Jason ; Peng, Jin-Lung ; Hsieh, Ming-Hua ; Kung, Ko-Lun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000810.

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2020The dynamic volatility transmission in the multiscale spillover network of the international stock market. (2020). Jiang, Cheng ; Liu, Xueyong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:560:y:2020:i:c:s0378437120305987.

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2021Detection and reconstruction of catastrophic breaks of high-frequency financial data with local linear scaling approximation. (2021). Zhang, Xiaotao ; Pan, QI ; Chu, Gang ; Xing, Jieli. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:561:y:2021:i:c:s0378437119322757.

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2021Pragmatic real-time logistics management with traffic IoT infrastructure: Big data predictive analytics of freight travel time for Logistics 4.0. (2021). Sun, Edward W ; Chen, Yi-Ting ; Lin, Yi-Bing ; Chang, Ming-Feng. In: International Journal of Production Economics. RePEc:eee:proeco:v:238:y:2021:i:c:s092552732100133x.

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2020The valuation of deposit insurance allowing for the interest rate spread and early-bankruptcy risk. (2020). Tsai, Ming Shann ; Chiang, Shu Ling. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:345-356.

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2020A survey on the magnet effect of circuit breakers in financial markets. (2020). Mohamad, Azhar ; Sifat, Imtiaz Mohammad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:138-151.

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2022Evaluation of European Deposit Insurance Scheme funding based on risk analysis. (2022). Urea, Antonio Partal ; Ruiz, Rafael Moreno ; Martinez, Eduardo Trigo ; Fernandez-Aguado, Pilar Gomez. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:234-247.

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2020Government-Cheerleading Bias in Money and Banking Textbooks. (2020). Thrasher, Benjamin R ; Watts, Tyler ; Curott, Nicholas A. In: Econ Journal Watch. RePEc:ejw:journl:v:17:y:2020:i:1:p:98-151.

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2022.

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2020.

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2020China’s Carbon Pricing Based on Heterogeneous Tail Distribution. (2020). Wagan, Zulfiqar Ali ; Yun, PO ; Wu, Yaqi ; Yang, YU ; Zhang, Chen. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2754-:d:339657.

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2020Machine learning with parallel neural networks for analyzing and forecasting electricity demand. (2020). Sun, Edward ; Lin, Yi-Bing ; Chen, Yi-Ting. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09960-5.

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2020A generalization of option pricing to price-limit markets. (2020). Guo, Jia-Hau ; Chang, Lung-Fu. In: Review of Derivatives Research. RePEc:kap:revdev:v:23:y:2020:i:2:d:10.1007_s11147-019-09160-1.

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2020Discretionary loan loss provision behavior in the US banking industry. (2020). Hassan, M. Kabir ; Houston, Reza ; Tran, Dung Viet. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:2:d:10.1007_s11156-019-00854-z.

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2020The Implications of Tail Dependency Measures for Counterparty Credit Risk Pricing. (2020). Arismendi Zambrano, Juan ; Kimura, Herbert ; Sobreiro, Vinicius Amorim ; Belitsky, Vladimir ; Arismendi-Zambrano, J C. In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n306-20.pdf.

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2021Comonotonicity and low volatility effect. (2021). Sun, Edward W ; Chen, Yi-Ting ; Lai, Wan-Ni. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03320-0.

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2020Pricing VIX options with volatility clustering. (2020). Jing, BO ; Ma, Yong ; Li, Shenghong. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:6:p:928-944.

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Works by Min-Teh Yu:


YearTitleTypeCited
2020Portfolio optimization in the catastrophe space In: European Financial Management.
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article1
2013Book-to-Market Equity, Asset Correlations and the Basel Capital Requirement In: Journal of Business Finance & Accounting.
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article3
2011Valuation of Catastrophe Equity Puts With Markov?Modulated Poisson Processes In: Journal of Risk & Insurance.
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article15
2015Improving model performance with the integrated wavelet denoising method In: Studies in Nonlinear Dynamics & Econometrics.
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article5
2010Pricing Unemployment Insurance – An Unemployment-Duration-Adjusted Approach In: ASTIN Bulletin.
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article0
2016Control of corruption, diversification and asset quality of Islamic and conventional banks In: Economics Bulletin.
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article0
2020Does equity market timing have a persistent impact on capital structure? Evidence from China In: The British Accounting Review.
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article0
2020Catastrophe bond spread and hurricane arrival frequency In: The North American Journal of Economics and Finance.
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article1
2021National Governance and Corporate Liquidity in Organization of Islamic Cooperation Countries: Evidence based on a Sharia-compliant Liquidity Measure In: Emerging Markets Review.
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article0
2005Risk aversion and price limits in futures markets In: Finance Research Letters.
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article5
1996Measuring fair capital adequacy holdings for banks: The case of Taiwan In: Global Finance Journal.
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article1
2007Valuation of catastrophe reinsurance with catastrophe bonds In: Insurance: Mathematics and Economics.
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article32
2020Predicting catastrophe risk: Evidence from catastrophe bond markets In: Journal of Banking & Finance.
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article2
1995Measuring the true profile of taxpayer losses in the S & L insurance mess In: Journal of Banking & Finance.
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article11
1999Capital standard, forbearance and deposit insurance pricing under GARCH In: Journal of Banking & Finance.
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article15
2005Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk In: Journal of Banking & Finance.
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article12
2013Valuation of insurers’ contingent capital with counterparty risk and price endogeneity In: Journal of Banking & Finance.
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article12
1994Assessing the cost of Taiwans deposit insurance In: Pacific-Basin Finance Journal.
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article13
1995Assessing the cost of Taiwans deposit insurance.(1995) In: Pacific-Basin Finance Journal.
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This paper has another version. Agregated cites: 13
article
2019VIX derivatives: Valuation models and empirical evidence In: Pacific-Basin Finance Journal.
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article7
2019Measuring the liquidity impact on catastrophe bond spreads In: Pacific-Basin Finance Journal.
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article2
2019Founders and the decision of Chinese dual-class IPOs in the U.S. In: Pacific-Basin Finance Journal.
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article0
2021Pricing catastrophe swaps with default risk and stochastic interest rates In: Pacific-Basin Finance Journal.
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article0
2015Generalized optimal wavelet decomposing algorithm for big financial data In: International Journal of Production Economics.
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article21
2020Behavioral data-driven analysis with Bayesian method for risk management of financial services In: International Journal of Production Economics.
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article1
1996Opportunity cost of capital forbearance during the final years of the FSLIC mess In: The Quarterly Review of Economics and Finance.
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article9
2006Loan guarantee portfolios and joint loan guarantees with stochastic interest rates In: The Quarterly Review of Economics and Finance.
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article2
2016Empirical finance of financial institutions and market behavior In: International Review of Economics & Finance.
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article0
2016Systematic risk and volatility skew In: International Review of Economics & Finance.
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article11
1994How much did capital forbearance add to the tab for FSLIC mess? In: Proceedings.
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paper3
2015Financial Transaction Tax: Policy Analytics Based on Optimal Trading In: Computational Economics.
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article2
2017Valuing Vulnerable Mortgage Insurance Under Capital Forbearance In: The Journal of Real Estate Finance and Economics.
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article1
2007Premium setting and bank behavior in a voluntary deposit insurance scheme In: Review of Quantitative Finance and Accounting.
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article5
2013A fractional cointegration approach to testing the Ohlson accounting based valuation model In: Review of Quantitative Finance and Accounting.
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article3
2006Margins and Price Limits in Taiwans Stock Index Futures Market In: Emerging Markets Finance and Trade.
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article3
2013Price and Liquidity Effects of Switching Exchange Listings In: Emerging Markets Finance and Trade.
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article0
2013Guest Editors Introduction: Institutional Characteristics and Trading Mechanisms of Financial Markets in East Asia In: Emerging Markets Finance and Trade.
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article0
1994How Much Did Capital Forbearance Add to the Cost of the S&L Insurance Mess In: NBER Working Papers.
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paper0
1998Government Deposit Insurance and the Diamond-Dybvig Model In: The Geneva Risk and Insurance Review.
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article5
2014High frequency trading, liquidity, and execution cost In: Annals of Operations Research.
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article8
2011Independent Directors and the Long-run Performance of IPOs In: Journal of Applied Finance & Banking.
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article2
2009Estimating the cost of deposit insurance with stochastic interest rates: the case of Taiwan In: Quantitative Finance.
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article4
2000Price limits, margin requirements, and default risk In: Journal of Futures Markets.
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article4
2002Valuation and Hedging of Differential Swaps In: Journal of Futures Markets.
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article2
2003The effectiveness of coordinating price limits across futures and spot markets In: Journal of Futures Markets.
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article4

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