9
H index
9
i10 index
227
Citations
Providence University | 9 H index 9 i10 index 227 Citations RESEARCH PRODUCTION: 43 Articles 2 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 Min-Teh Yu. | Is cited by: | Cites to: |
Year | Title of citing document |
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2020 | Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning. (2020). Guterding, Daniel. In: Papers. RePEc:arx:papers:2002.08207. Full description at Econpapers || Download paper |
2020 | Currency 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. Full description at Econpapers || Download paper |
2021 | Hurricane 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. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2020 | Implied 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. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2020 | Leverage 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. Full description at Econpapers || Download paper |
2020 | Model 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. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2020 | Investment 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. Full description at Econpapers || Download paper |
2020 | Bank 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. Full description at Econpapers || Download paper |
2020 | Approximate 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. Full description at Econpapers || Download paper |
2020 | Catastrophe 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. Full description at Econpapers || Download paper |
2021 | Valuation 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. Full description at Econpapers || Download paper |
2022 | Exchange 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. Full description at Econpapers || Download paper |
2020 | Using 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. Full description at Econpapers || Download paper |
2020 | Does 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. Full description at Econpapers || Download paper |
2020 | Period 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. Full description at Econpapers || Download paper |
2021 | Volatility 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. Full description at Econpapers || Download paper |
2020 | Equilibrium 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. Full description at Econpapers || Download paper |
2020 | Pricing 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. Full description at Econpapers || Download paper |
2022 | Market-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. Full description at Econpapers || Download paper |
2022 | Big 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. Full description at Econpapers || Download paper |
2021 | The 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. Full description at Econpapers || Download paper |
2021 | Explaining 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. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2021 | Detection 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. Full description at Econpapers || Download paper |
2021 | Pragmatic 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. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2022 | Evaluation 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. Full description at Econpapers || Download paper |
2020 | Government-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. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2020 | China’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. Full description at Econpapers || Download paper |
2020 | Machine 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. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2020 | Discretionary 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. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2021 | Comonotonicity 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. Full description at Econpapers || Download paper |
2020 | Pricing 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | Portfolio optimization in the catastrophe space In: European Financial Management. [Full Text][Citation analysis] | article | 1 |
2013 | Book-to-Market Equity, Asset Correlations and the Basel Capital Requirement In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 3 |
2011 | Valuation of Catastrophe Equity Puts With Markov?Modulated Poisson Processes In: Journal of Risk & Insurance. [Citation analysis] | article | 15 |
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 | 0 |
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 | 0 |
2020 | Catastrophe bond spread and hurricane arrival frequency In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
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 | 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 | 32 |
2020 | Predicting catastrophe risk: Evidence from catastrophe bond markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
1995 | Measuring the true profile of taxpayer losses in the S & L insurance mess In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 11 |
1999 | Capital standard, forbearance and deposit insurance pricing under GARCH In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 15 |
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 | 12 |
2013 | Valuation of insurers’ contingent capital with counterparty risk and price endogeneity In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 12 |
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 another version. Agregated cites: 13 | article | |
2019 | VIX derivatives: Valuation models and empirical evidence In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 7 |
2019 | Measuring the liquidity impact on catastrophe bond spreads In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 2 |
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 | 0 |
2015 | Generalized optimal wavelet decomposing algorithm for big financial data In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 21 |
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 | 1 |
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 | 9 |
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 | 2 |
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 | 11 |
1994 | How much did capital forbearance add to the tab for FSLIC mess? In: Proceedings. [Citation analysis] | paper | 3 |
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 | 1 |
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 | 3 |
2006 | Margins and Price Limits in Taiwans Stock Index Futures Market In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 3 |
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 |
2014 | High frequency trading, liquidity, and execution cost In: Annals of Operations Research. [Full Text][Citation analysis] | article | 8 |
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 |
2000 | Price limits, margin requirements, and default risk In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 4 |
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 | 4 |
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