Details about Van Son Lai

Access statistics for papers by Van Son Lai.

Last updated 2022-06-16. Update your information in the RePEc Author Service.

Short-id: pla784

Working Papers

2013

1. Banks’ Capital Buffer, Risk and Performance in the Canadian Banking System: Impact of Business Cycles and Regulatory Changes
   MPRA Paper, University Library of Munich, Germany View citations (61)
   See also Journal Article in Journal of Banking & Finance (2013)

Journal Articles

2020

1. How Does the Stock Market View Bank Regulatory Capital Forbearance Policies?
   Journal of Money, Credit and Banking, 2020, 52, (8), 1873-1907

2019

2. A characterization of CAT bond performance indices
   Finance Research Letters, 2019, 28, (C), 431-437 View citations (3)
3. Are market views on banking industry useful for forecasting economic growth?
   Pacific-Basin Finance Journal, 2019, 57, (C) View citations (2)
4. Banks’ non-traditional activities under regulatory changes: impact on risk, performance and capital adequacy
   Applied Economics, 2019, 51, (29), 3184-3197
5. Option pricing under regime-switching models: Novel approaches removing path-dependence
   Insurance: Mathematics and Economics, 2019, 87, (C), 130-142 View citations (3)

2018

6. Basel III capital buffers and Canadian credit unions lending: Impact of the credit cycle and the business cycle
   International Review of Financial Analysis, 2018, 57, (C), 23-39 View citations (6)

2017

7. Basel III capital buffer requirements and credit union prudential regulation: Canadian evidence
   Journal of Financial Stability, 2017, 30, (C), 92-110 View citations (17)

2016

8. An analysis of government loan guarantees and direct investment through public-private partnerships
   Economic Modelling, 2016, 59, (C), 508-519 View citations (9)
9. From Oil to Stock Markets
   Journal of Economic Integration, 2016, 31, (1), 103-133 View citations (2)

2015

10. Hedging Flood Losses Using Cat Bonds
    Asia-Pacific Journal of Risk and Insurance, 2015, 9, (2), 149-184 View citations (3)

2014

11. The valuation of catastrophe bonds with exposure to currency exchange risk
    International Review of Financial Analysis, 2014, 33, (C), 243-252 View citations (5)

2013

12. Banks’ capital buffer, risk and performance in the Canadian banking system: Impact of business cycles and regulatory changes
    Journal of Banking & Finance, 2013, 37, (9), 3373-3387 View citations (47)
    See also Working Paper (2013)

2011

13. Synthetizing a debt guarantee: Super-replication versus utility approach
    International Review of Financial Analysis, 2011, 20, (1), 27-40

2010

14. Credit insurance and investment: A contingent claims analysis approach
    International Review of Financial Analysis, 2010, 19, (2), 98-107 View citations (5)

2008

15. Project risk choices under privately guaranteed debt financing
    The Quarterly Review of Economics and Finance, 2008, 48, (1), 123-152

2004

16. The impact of the Gramm-Leach-Bliley act on the financial services industry
    Journal of Economics and Finance, 2004, 28, (3), 333-347 View citations (9)

2003

17. Bank moral hazard and the introduction of official deposit insurance in Canada
    International Review of Economics & Finance, 2003, 12, (2), 247-273 View citations (17)

1997

18. Thrifty Viability and Traditional Mortgage Lending: A Simultaneous Equations Analysis of the Risk-Return Trade-Off
    Journal of Real Estate Research, 1997, 13, (2), 155-176 View citations (1)

1996

19. The Effects of Variations in Laxity (or Strictness) of Closure Rules on the Valuation of Deposit Insurance
    The Financial Review, 1996, 31, (4), 721-46 View citations (4)

1994

20. On Financial Guarantee Insurance under Stochastic Interest Rates
    The Geneva Risk and Insurance Review, 1994, 19, (2), 119-137 View citations (6)