6
H index
5
i10 index
183
Citations
Van Son Lai : Citation Profile
Université Laval | RESEARCH PRODUCTION: 28 Articles 15 Papers 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 Van Son Lai. | Is cited by:
| Cites to:
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Main data
Where Van Son Lai has published?
| Journals with more than one article published | # docs |
|---|---|
| International Review of Financial Analysis | 4 |
| Financial Markets, Institutions & Instruments | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Department of Research, Ipag Business School | 14 |
Recent works citing Van Son Lai (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | How vulnerable is the Canadian banking system to fire-sales?. (2017). McKeown, Robert . In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274707. Full description at Econpapers || Download paper |
| 2025 | Higher moments under dependence uncertainty with applications in insurance. (2025). Vanduffel, Steven ; Bernard, Carole ; Chen, Jinghui. In: Papers. RePEc:arx:papers:2508.16600. Full description at Econpapers || Download paper |
| 2024 | Bank capital, lending, and regulation: A meta‐analysis. (2024). Malovana, Simona ; Hodula, Martin ; Bajzik, Josef ; Gric, Zuzana ; Bajzk, Josef. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:823-851. Full description at Econpapers || Download paper |
| 2024 | Reining in the riskiest? Evidence of non-linear impacts of macroprudential regulations on bank systemic risk in China. (2024). Jeon, Bang ; Kang, Qiaoling ; Chen, Minghua ; Wu, JI. In: Journal of Asian Economics. RePEc:eee:asieco:v:94:y:2024:i:c:s1049007824000605. Full description at Econpapers || Download paper |
| 2024 | Risk contribution to deposit insurance: Evidence from commercial and cooperative banks in the Eurozone. (2024). Fernandez-Aguado, Pilar Gomez ; Martinez, Eduardo Trigo ; Urea, Antonio Partal. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:341-355. Full description at Econpapers || Download paper |
| 2024 | The impact of revenue diversification on profitability, capital, and risk in US banks by size. (2024). Schreiber, Ben Z. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001237. Full description at Econpapers || Download paper |
| 2024 | Financial intermediation around national elections: Evidence of state-owned banks as credit smoothers. (2024). Sun, Wei ; Teclezion, Mussie ; Marcelin, Isaac ; Lo, Gaye-Del ; Sene, Babacar. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s156601412400061x. Full description at Econpapers || Download paper |
| 2024 | A pricing model system for small and micro loan insurance considering limited claims. (2024). Hu, Yan-Ping. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001443. Full description at Econpapers || Download paper |
| 2024 | Pricing models for small and micro loan portfolio insurance. (2024). Hu, Yan-Ping. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004848. Full description at Econpapers || Download paper |
| 2024 | Regulatory profiling and endogenous benchmarking. (2024). Philippas, Dionisis ; Tziogkidis, Panagiotis. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005076. Full description at Econpapers || Download paper |
| 2025 | Market reactions to the Basel reforms: Implications for shareholders, creditors, and taxpayers. (2025). Krettek, Jonas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:101:y:2025:i:c:s1062976925000316. 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 | Risk, Capital, And Inefficiency: A Study of Public Sector, Private, and Foreign Banks in India. (2024). Padhi, Puja ; Patra, Biswajit. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:27:y:2024:i:2f:p:327-350. Full description at Econpapers || Download paper |
| 2024 | The spatial spillover effect of financial growth on high-quality development: Evidence from Yellow River Basin in China. (2024). Zhang, Zhenhua ; Jiang, Marshall S ; Miao, Jianjun ; Hua, Chao. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03358-x. Full description at Econpapers || Download paper |
| 2024 | Investment analysis of the private firm under different financial arrangements in infrastructure projects. (2024). Fu, Guohua ; Huang, Shanshan ; Ding, Qianxing ; Wang, Bing. In: PLOS ONE. RePEc:plo:pone00:0287418. Full description at Econpapers || Download paper |
| 2024 | Examining the Impact of Idiosyncratic Risk on Corporate Cash Holdings: Evidence from China. (2024). Zhang, Zongyi ; Xian, Xiaohong ; Sindakis, Stavros ; Aggarwal, Sakshi. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:2:d:10.1007_s13132-023-01375-w. Full description at Econpapers || Download paper |
| 2024 | Financial stability and sustainable development. (2024). Ozili, Peterson ; Iorember, Paul Terhemba. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:2620-2646. Full description at Econpapers || Download paper |
| 2025 | Bank leverage and systemic risk: Impact of bank risk‐taking and inter‐bank business. (2025). Zhang, Wenzhe ; Lee, Chienchiang. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1450-1474. Full description at Econpapers || Download paper |
Works by Van Son Lai:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1996 | The Effects of Variations in Laxity (or Strictness) of Closure Rules on the Valuation of Deposit Insurance. In: The Financial Review. [Citation analysis] | article | 1 |
| 2015 | Hedging Flood Losses Using Cat Bonds In: Asia-Pacific Journal of Risk and Insurance. [Full Text][Citation analysis] | article | 1 |
| 2016 | An analysis of government loan guarantees and direct investment through public-private partnerships In: Economic Modelling. [Full Text][Citation analysis] | article | 13 |
| 2010 | Credit insurance and investment: A contingent claims analysis approach In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 6 |
| 2011 | Synthetizing a debt guarantee: Super-replication versus utility approach In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2014 | The valuation of catastrophe bonds with exposure to currency exchange risk In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
| 2018 | Basel III capital buffers and Canadian credit unions lending: Impact of the credit cycle and the business cycle In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 9 |
| 2017 | Basel III Capital Buffers and Canadian Credit Unions Lending: Impact of The Credit Cycle and The Business Cycle.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2019 | A characterization of CAT bond performance indices In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
| 2020 | A Characterization of CAT Bond Performance Indices.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2017 | Basel III capital buffer requirements and credit union prudential regulation: Canadian evidence In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 20 |
| 2017 | Basel III Capital Buffer Requirements and Credit Union Prudential Regulation: Canadian Evidence.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2019 | Option pricing under regime-switching models: Novel approaches removing path-dependence In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 5 |
| 2019 | Option Pricing Under Regime-Switching Models: Novel Approaches Removing Path-Dependence.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2013 | Banks’ capital buffer, risk and performance in the Canadian banking system: Impact of business cycles and regulatory changes In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 70 |
| 2013 | Banks’ Capital Buffer, Risk and Performance in the Canadian Banking System: Impact of Business Cycles and Regulatory Changes.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
| 2019 | Are market views on banking industry useful for forecasting economic growth? In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 1 |
| 2018 | Are Market Views on Banking Industry Useful for Forecasting Economic Growth?.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2008 | Project risk choices under privately guaranteed debt financing In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2003 | Bank moral hazard and the introduction of official deposit insurance in Canada In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 13 |
| 2006 | Effects of maturity choices on loan‐guarantee portfolios1 In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Revisiting Interest Rate Swap Valuation with Counterparty Risk, Wrong-Way Risk and OIS Discount In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | CAT Bond Spreads Via HARA Utility and Nonparametric Tests In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Reinsurance or CAT Bond? How to Optimally Combine Both In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2018 | Banks? Non-Traditional Activities Under Regulatory Changes: Impact on Risk, Performance and Capital Adequacy In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2019 | Banks’ non-traditional activities under regulatory changes: impact on risk, performance and capital adequacy.(2019) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2018 | Discretionary Idiosyncratic Risk, Firm Cash Holdings and Investment In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | A General Class of Distortion Operators for Pricing Contingent Claims with Applications to CAT Bonds In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2019 | A general class of distortion operators for pricing contingent claims with applications to CAT bonds.(2019) In: Scandinavian Actuarial Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2019 | Diversification Benefits of Cat Bonds: An In-Depth Examination In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Diversification benefits of cat bonds: An in‐depth examination.(2020) In: Financial Markets, Institutions & Instruments. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2019 | How Does the Stock Market View Bank Regulatory Capital Forbearance Policies? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | How Does the Stock Market View Bank Regulatory Capital Forbearance Policies?.(2020) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2020 | Analyse d?impact du Moment de Décaissement d?un Produit avec Garantie de Rachat Viager In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Thrifty Viability and Traditional Mortgage Lending: A Simultaneous Equations Analysis of the Risk-Return Trade-Off In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 1 |
| 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 |
| 1994 | On Financial Guarantee Insurance under Stochastic Interest Rates In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] | article | 4 |
| 2016 | From Oil to Stock Markets In: Journal of Economic Integration. [Full Text][Citation analysis] | article | 3 |
| Hedging portfolios of financial guarantees In: Journal of Risk. [Full Text][Citation analysis] | article | 0 | |
| 2004 | The impact of the Gramm-Leach-Bliley act on the financial services industry In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 11 |
| 1997 | An empirical investigation of asset-liability management of small US commercial banks In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 2010 | Risk‐Based Capital and Credit Insurance Portfolios In: Financial Markets, Institutions & Instruments. [Full Text][Citation analysis] | article | 0 |
| 2013 | On the Value of Municipal Bond Insurance: An Empirical Analysis In: Financial Markets, Institutions & Instruments. [Full Text][Citation analysis] | article | 0 |
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