6
H index
5
i10 index
178
Citations
Université Laval | 6 H index 5 i10 index 178 Citations RESEARCH PRODUCTION: 28 Articles 15 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: |
Journals with more than one article published | # docs |
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International Review of Financial Analysis | 4 |
Financial Markets, Institutions & Instruments | 3 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Department of Research, Ipag Business School | 14 |
Year ![]() | Title of citing document ![]() |
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2024 | . 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). Martinez, Eduardo Trigo ; Urea, Antonio Partal ; Fernandez-Aguado, Pilar Gomez. 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 |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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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 | 12 |
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 | 69 |
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: 69 | 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 | 3 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | ||
2019 | Diversification Benefits of Cat Bonds: An In-Depth Examination In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
.() In: . [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 |
In: . [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 | 10 |
1997 | An empirical investigation of asset-liability management of small US commercial banks In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
In: . [Full Text][Citation analysis] | article | 0 | |
In: . [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team