Details about Min-Teh Yu

Access statistics for papers by Min-Teh Yu.

Last updated 2025-10-10. Update your information in the RePEc Author Service.

Short-id: pyu388

Working Papers

1994

1. How much did capital forbearance add to the tab for FSLIC mess?
   Proceedings, Federal Reserve Bank of Chicago View citations (4)

Journal Articles

2021

1. Catastrophe risk, reinsurance and securitized risk-transfer solutions: a review
   China Finance Review International, 2021, 11, (4), 449-473 View citations (1)

2018

2. Bank Contingent Capital: Valuation and the Role of Market Discipline
   Journal of Financial Services Research, 2018, 54, (1), 49-80 View citations (2)
3. Integrated Portfolio Risk Measure: Estimation and Asymptotics of Multivariate Geometric Quantiles
   Computational Economics, 2018, 52, (2), 627-652 View citations (5)
4. Risk Assessment with Wavelet Feature Engineering for High-Frequency Portfolio Trading
   Computational Economics, 2018, 52, (2), 653-684 View citations (7)

2017

5. Valuing Vulnerable Mortgage Insurance Under Capital Forbearance
   The Journal of Real Estate Finance and Economics, 2017, 54, (4), 558-578 View citations (3)

2016

6. Control of corruption, diversification and asset quality of Islamic and conventional banks
   Economics Bulletin, 2016, 36, (3), 1280-1286

2015

7. Financial Transaction Tax: Policy Analytics Based on Optimal Trading
   Computational Economics, 2015, 46, (1), 103-141 View citations (2)
8. Improving model performance with the integrated wavelet denoising method
   Studies in Nonlinear Dynamics & Econometrics, 2015, 19, (4), 445-467 View citations (5)

2014

9. High frequency trading, liquidity, and execution cost
   Annals of Operations Research, 2014, 223, (1), 403-432 View citations (13)

2013

10. A fractional cointegration approach to testing the Ohlson accounting based valuation model
    Review of Quantitative Finance and Accounting, 2013, 41, (3), 535-547 View citations (5)
11. Book-to-Market Equity, Asset Correlations and the Basel Capital Requirement
    Journal of Business Finance & Accounting, 2013, 40, (7-8), 991-1008 View citations (4)

2007

12. Premium setting and bank behavior in a voluntary deposit insurance scheme
    Review of Quantitative Finance and Accounting, 2007, 29, (2), 205-222 View citations (5)

1995

13. Measuring the true profile of taxpayer losses in the S & L insurance mess
    Journal of Banking & Finance, 1995, 19, (8), 1459-1477 View citations (15)