Min-Teh Yu : Citation Profile


Are you Min-Teh Yu?

National Tsing Hua University (80% share)
Providence University (20% share)

10

H index

10

i10 index

277

Citations

RESEARCH PRODUCTION:

51

Articles

2

Papers

RESEARCH ACTIVITY:

   30 years (1994 - 2024). See details.
   Cites by year: 9
   Journals where Min-Teh Yu has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 20 (6.73 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pyu90
   Updated: 2024-07-05    RAS profile: 2024-03-07    
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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)

Perrakis, Stylianos (4)

Platen, Eckhard (4)

Laeven, Luc (4)

Tran, Dung (3)

Hassan, M. Kabir (3)

Gorton, Gary (2)

Lehar, Alfred (2)

Cites to:

Stulz, René (28)

Cummins, John (19)

Sun, Edward (16)

Shleifer, Andrei (12)

merton, robert (11)

Fabozzi, Frank (8)

Leland, Hayne (8)

Pennacchi, George (8)

Simonato, Jean-Guy (7)

Lopez-de-Silanes, Florencio (7)

La Porta, Rafael (7)

Main data


Where Min-Teh Yu has published?


Journals with more than one article published# docs
Pacific-Basin Finance Journal7
Journal of Banking & Finance5
Emerging Markets Finance and Trade3
Journal of Futures Markets3
Review of Quantitative Finance and Accounting3
International Review of Economics & Finance3
International Journal of Production Economics2
The Quarterly Review of Economics and Finance2

Recent works citing Min-Teh Yu (2024 and 2023)


YearTitle of citing document
2023Striking the Balance: Life Insurance Timing and Asset Allocation in Financial Planning. (2023). Ferrari, Giorgio ; Chen, AN ; Zhu, Shihao. In: Papers. RePEc:arx:papers:2312.02943.

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2024Pricing Catastrophe Bonds -- A Probabilistic Machine Learning Approach. (2024). Zhou, Rui ; Lu, Yufan ; Li, Hong ; Chen, Xiaowei. In: Papers. RePEc:arx:papers:2405.00697.

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2023Striking the Balance: Life Insurance Timing and Asset Allocation in Financial Planning. (2023). Ferrari, Giorgio ; Chen, AN ; Zhu, Shihao. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:684.

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2023Trading and liquidity in the catastrophe bond market. (2023). Hibbeln, Martin ; Herrmann, Markus. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:2:p:283-328.

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2023Impacts of trading restrictions on price volatilities and speculative activities: Evidence from CSI 300 futures. (2023). Zhang, QI ; Chang, Chiu-Lan ; Fang, Ming. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:184-204.

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2024A hybrid approach of wavelet transform, ARIMA and LSTM model for the share price index futures forecasting. (2024). Bai, Wei ; Liu, Haifei ; Zhang, Junting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001456.

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2023Health insurance, portfolio choice, and retirement incentives. (2023). Marazzina, Daniele ; Biffis, Enrico ; Barucci, Emilio. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:2:p:910-921.

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2023The impact of proximity within elite corporate networks on the Shariah governance-firm performance nexus: Evidence from the global Shariah elite. (2023). Shahgholian, Azar ; Kok, Seng Kiong. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000031.

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2023Empirical performance of component GARCH models in pricing VIX term structure and VIX futures. (2023). Tsai, Jeffrey Tzuhao ; Lo, Chien-Ling ; Chang, Li-Han ; Cheng, Hung-Wen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:122-142.

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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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2023An efficient algorithm for pricing reinsurance contract under the regime-switching model. (2023). Azhdari, Parvin ; Vajargah, Kianoush Fathi ; Abbaspour, Manijeh. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:211:y:2023:i:c:p:278-300.

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2023Does smile help detect the UKs price leadership change after MiFID?. (2023). Li, Xiaoxi ; Guo, Qian ; Chen, Jing ; Buckle, Mike. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:756-769.

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2023Introducing ethical theory to the triple helix model: Supererogatory acts in crisis innovation. (2023). Samuel, Anthony ; Liu, Zheng ; James, Steffan. In: Technovation. RePEc:eee:techno:v:126:y:2023:i:c:s0166497223001438.

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2023.

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2023.

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2024.

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2023How to Price Catastrophe Bonds for Sustainable Earthquake Funding? A Systematic Review of the Pricing Framework. (2023). Ibrahim, Rose Irnawaty ; Napitupulu, Herlina. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:9:p:7705-:d:1141888.

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2023Exploring and Expanding Supererogatory Acts: Beyond Duty for a Sustainable Future. (2023). Thomas, Robert J ; Samuel, Anthony. In: Journal of Business Ethics. RePEc:kap:jbuset:v:185:y:2023:i:3:d:10.1007_s10551-022-05144-8.

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2023Another look at the dividend-price relationship in the accounting valuation framework. (2023). Sen, Pradyot K ; Easterday, Kathryn E. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:3:d:10.1007_s11156-023-01167-y.

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2024Public access to in-house meeting reports and stock liquidity: evidence from China. (2024). Zhang, Hanyu ; Ding, Rong ; 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.

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2023Do Sovereign Catastrophe Bonds Improve Fiscal Resilience? An Application of Synthetic Control Method to Mexico. (2023). Maran, Raluca. In: Economics of Disasters and Climate Change. RePEc:spr:ediscc:v:7:y:2023:i:3:d:10.1007_s41885-023-00135-z.

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2023.

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2023Drivers of sovereign catastrophe bond issuance: an empirical analysis. (2023). Maran, Raluca. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:6:d:10.1007_s43546-023-00479-4.

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2023Magnet effects of circuit breakers in electronic order?driven markets: Evidence from China. (2023). Lu, Jing ; Xiang, Cheng. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1450-1469.

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Works by Min-Teh Yu:


YearTitleTypeCited
2020Portfolio optimization in the catastrophe space In: European Financial Management.
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article2
2013Book-to-Market Equity, Asset Correlations and the Basel Capital Requirement In: Journal of Business Finance & Accounting.
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article4
2011Valuation of Catastrophe Equity Puts With Markov?Modulated Poisson Processes In: Journal of Risk & Insurance.
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article17
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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article1
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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article1
2023Does ambiguity matter for corporate debt financing? Theory and evidence In: Journal of Corporate Finance.
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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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article2
2022Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness In: European Journal of Operational Research.
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article3
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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article3
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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article37
2020Predicting catastrophe risk: Evidence from catastrophe bond markets In: Journal of Banking & Finance.
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article5
1995Measuring the true profile of taxpayer losses in the S & L insurance mess In: Journal of Banking & Finance.
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article10
1999Capital standard, forbearance and deposit insurance pricing under GARCH In: Journal of Banking & Finance.
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article16
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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article13
2013Valuation of insurers’ contingent capital with counterparty risk and price endogeneity In: Journal of Banking & Finance.
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article14
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 nother version. Agregated cites: 13
article
2019VIX derivatives: Valuation models and empirical evidence In: Pacific-Basin Finance Journal.
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article8
2019Measuring the liquidity impact on catastrophe bond spreads In: Pacific-Basin Finance Journal.
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article6
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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article2
2024Common institutional ownership and the cost of debt in Taiwan 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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article25
2020Behavioral data-driven analysis with Bayesian method for risk management of financial services In: International Journal of Production Economics.
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article2
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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article3
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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article13
2022Corporate cash and the Firms life-cycle: Evidence from dual-class firms In: International Review of Economics & Finance.
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article0
2021Catastrophe risk, reinsurance and securitized risk-transfer solutions: a review In: China Finance Review International.
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article0
1994How much did capital forbearance add to the tab for FSLIC mess? In: Proceedings.
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paper4
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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article3
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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article4
2023Impact of information disclosure ratings on investment efficiency: evidence from China In: Review of Quantitative Finance and Accounting.
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article2
2006Margins and Price Limits in Taiwans Stock Index Futures Market In: Emerging Markets Finance and Trade.
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article4
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
2023Sharia compliance, national governance, and value of cash in Organization of Islamic Cooperation countries In: Palgrave Communications.
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article0
2014High frequency trading, liquidity, and execution cost In: Annals of Operations Research.
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article10
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
2022Pricing Hurricane Bonds Using a Physically Based Option Pricing Approach In: North American Actuarial Journal.
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article0
2000Price limits, margin requirements, and default risk In: Journal of Futures Markets.
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article5
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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article5

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