9
H index
9
i10 index
233
Citations
Min-Teh Yu : Citation Profile
Providence University | RESEARCH PRODUCTION: 43 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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27 years (1994 - 2021). 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:
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Main data
Where Min-Teh Yu has published?
Recent works citing Min-Teh Yu (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 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 |
| 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 |
| 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 |
| 2022 | The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing. (2022). Kimura, Herbert ; Sobreiro, Vinicius Amorim ; Belitsky, Vladimir ; Arismendi-Zambrano, Juan. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921001261. 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 |
| 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 |
| 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 |
| 2022 | Book-to-market equity and asset correlations—An international study. (2022). Chen, Jiun-Lin ; Lee, Shih-Cheng ; Ho, Kung-Cheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:258-274. Full description at Econpapers || Download paper |
| 2022 | Has the technological investment been worth it? Assessing the aggregate efficiency of non-homogeneous bank holding companies in the digital age. (2022). Kristal, Murat M ; Cook, Wade D ; Cao, Ting. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:178:y:2022:i:c:s0040162522001081. Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2022 | Dependence structure of CAT bonds and portfolio diversification: a copula-GARCH approach. (2022). Lefur, Eric ; Haffar, Adlane ; le Fur, Eric. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:4:d:10.1057_s41260-022-00271-3. 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 |
| 2022 | Learning?by?lending and learning?by?repaying: A two?sided learning model for defaults on Small Business Administration loans. (2022). Tsionas, Mike G ; Patel, Pankaj C. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:43:y:2022:i:4:p:906-919. 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 | 1 |
| 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 | 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 | 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 | 12 |
| 2013 | Valuation of insurers’ contingent capital with counterparty risk and price endogeneity In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
| 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 | 3 |
| 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 | 2 |
| 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 | 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 | 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team