10
H index
10
i10 index
271
Citations
Min-Teh Yu : Citation Profile
National Tsing Hua University | RESEARCH PRODUCTION: 52 Articles 2 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
30 years (1994 - 2024). 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:
| Cites to:
|
Main data
Where Min-Teh Yu has published?
Recent works citing Min-Teh Yu (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Striking 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. Full description at Econpapers || Download paper |
| 2024 | Pricing Catastrophe Bonds -- A Probabilistic Machine Learning Approach. (2024). Zhou, Rui ; Lu, Yufan ; Li, Hong ; Chen, Xiaowei. In: Papers. RePEc:arx:papers:2405.00697. Full description at Econpapers || Download paper |
| 2023 | Striking 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. Full description at Econpapers || Download paper |
| 2023 | Trading 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. Full description at Econpapers || Download paper |
| 2023 | Impacts 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. Full description at Econpapers || Download paper |
| 2024 | A 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. Full description at Econpapers || Download paper |
| 2023 | Health 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | Empirical 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. 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 | The impacts of registration regime implementation on IPO pricing efficiency. (2024). Li, XU ; Peng, Jiaqi ; Zheng, Linhong ; Deng, QI ; Swartz, Mick ; Chen, Dingyi ; Hussein, Monica ; Zhou, Zhong-Guo. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001212. Full description at Econpapers || Download paper |
| 2023 | An 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. Full description at Econpapers || Download paper |
| 2024 | Do economic uncertainty and persistence in housing prices matter on mortgage insurance?. (2024). Chang, Chia-Chien ; Yang, Chih-Yuan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:33-44. Full description at Econpapers || Download paper |
| 2023 | Does 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. Full description at Econpapers || Download paper |
| 2023 | Introducing 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. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2023 | How 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. Full description at Econpapers || Download paper |
| 2023 | Exploring 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. Full description at Econpapers || Download paper |
| 2023 | Another 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. Full description at Econpapers || Download paper |
| 2024 | Public 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. Full description at Econpapers || Download paper |
| 2023 | Do 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. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Drivers 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. Full description at Econpapers || Download paper |
| 2023 | Magnet 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. 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 | 2 |
| 2013 | Book-to-Market Equity, Asset Correlations and the Basel Capital Requirement In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 4 |
| 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 | 1 |
| 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 | 1 |
| 2024 | Does Equity Market Timing have a Persistent Impact on Capital Structure? Evidence from China.(2024) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | chapter | |
| 2023 | Does ambiguity matter for corporate debt financing? Theory and evidence In: Journal of Corporate Finance. [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 | 2 |
| 2022 | Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 5 |
| 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 | 3 |
| 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 | 37 |
| 2020 | Predicting catastrophe risk: Evidence from catastrophe bond markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
| 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 | 13 |
| 2013 | Valuation of insurers’ contingent capital with counterparty risk and price endogeneity In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 14 |
| 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 nother version. Agregated cites: 13 | article | |
| 2019 | VIX derivatives: Valuation models and empirical evidence In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 8 |
| 2019 | Measuring the liquidity impact on catastrophe bond spreads In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 6 |
| 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 | 2 |
| 2024 | Common institutional ownership and the cost of debt in Taiwan In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 1 |
| 2024 | Human rights and value of cash: Evidence from Islamic and non-Islamic countries 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 | 25 |
| 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 | 3 |
| 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 | 10 |
| 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 | 13 |
| 2022 | Corporate cash and the Firms life-cycle: Evidence from dual-class firms In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2024 | Less is more: Evidence from firms with low cash and debt In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
| 2021 | Catastrophe risk, reinsurance and securitized risk-transfer solutions: a review In: China Finance Review International. [Full Text][Citation analysis] | article | 0 |
| 1994 | How much did capital forbearance add to the tab for FSLIC mess? In: Proceedings. [Citation analysis] | paper | 4 |
| 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 | 3 |
| 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 | 4 |
| 2023 | Impact of information disclosure ratings on investment efficiency: evidence from China In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 5 |
| 2006 | Margins and Price Limits in Taiwans Stock Index Futures Market In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 4 |
| 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 |
| 2023 | Sharia compliance, national governance, and value of cash in Organization of Islamic Cooperation countries In: Palgrave Communications. [Full Text][Citation analysis] | article | 0 |
| 2014 | High frequency trading, liquidity, and execution cost In: Annals of Operations Research. [Full Text][Citation analysis] | article | 10 |
| 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 |
| 2022 | Pricing Hurricane Bonds Using a Physically Based Option Pricing Approach In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 0 |
| 2000 | Price limits, margin requirements, and default risk In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 6 |
| 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 | 6 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team