6
H index
5
i10 index
170
Citations
Van Son Lai : Citation Profile
Université Laval | RESEARCH PRODUCTION: 24 Articles 15 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1994 - 2020). 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 |
| 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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Where are the economies of scale in Canadian banking?. (2017). McKeown, Robert . In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274706. Full description at Econpapers || Download paper |
| 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 |
| 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 |
| 2023 | Randomization and the valuation of guaranteed minimum death benefits. (2023). Hieber, Peter ; Deelstra, Griselda. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1218-1236. Full description at Econpapers || Download paper |
| 2023 | Catastrophe 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. 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 |
| 2023 | The effects of the financial crisis and Basel III on banks’ risk disclosure: A textual analysis. (2023). Raviv, Alon ; Blum, Avinoam. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000545. Full description at Econpapers || Download paper |
| 2023 | European option pricing with market frictions, regime switches and model uncertainty. (2023). Siu, Tak Kuen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:233-250. Full description at Econpapers || Download paper |
| 2023 | Persistence and long run co-movements across stock market prices. (2023). Martin-Valmayor, Miguel Angel ; Infante, Juan ; Gil-Alana, Luis A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:347-357. Full description at Econpapers || Download paper |
| 2023 | International banking facilities and bank value. (2023). Wingender, John R ; Braymen, Charles. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:4:d:10.1007_s11408-023-00436-z. Full description at Econpapers || Download paper |
| 2023 | Taxation of Public Franchises with Persistent Demand Shocks. (2023). Toh, Ying Lei ; Madio, Leonardo ; Lefouili, Yassine. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0306. Full description at Econpapers || Download paper |
| 2023 | Does government support affect private partners’ profitability in public–private partnerships? Evidence from China. (2023). Xu, Han. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01723-w. Full description at Econpapers || Download paper |
| 2023 | Systemically important banks - emerging risk and policy responses: An agent-based investigation. (2023). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: LEM Papers Series. RePEc:ssa:lemwps:2023/30. 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 | 12 |
| 2010 | Credit insurance and investment: A contingent claims analysis approach In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 5 |
| 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 | 19 |
| 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: 19 | 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 | 63 |
| 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: 63 | 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 |
| 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 |
| 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 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team