Details about Min-Teh Yu

Access statistics for papers by Min-Teh Yu.

Last updated 2024-10-09. Update your information in the RePEc Author Service.

Short-id: pyu90

Working Papers

1994

1. How Much Did Capital Forbearance Add to the Cost of the S&L Insurance Mess
   NBER Working Papers, National Bureau of Economic Research, Inc
2. How much did capital forbearance add to the tab for FSLIC mess?
   Proceedings, Federal Reserve Bank of Chicago View citations (4)

Journal Articles

2024

1. Common institutional ownership and the cost of debt in Taiwan
   Pacific-Basin Finance Journal, 2024, 83, (C) View citations (1)
2. Human rights and value of cash: Evidence from Islamic and non-Islamic countries
   Pacific-Basin Finance Journal, 2024, 86, (C)
3. Less is more: Evidence from firms with low cash and debt
   Research in International Business and Finance, 2024, 69, (C)

2023

4. Does ambiguity matter for corporate debt financing? Theory and evidence
   Journal of Corporate Finance, 2023, 80, (C)
5. Impact of information disclosure ratings on investment efficiency: evidence from China
   Review of Quantitative Finance and Accounting, 2023, 60, (2), 471-500 View citations (5)
6. Sharia compliance, national governance, and value of cash in Organization of Islamic Cooperation countries
   Palgrave Communications, 2023, 10, (1), 1-10

2022

7. Corporate cash and the Firm's life-cycle: Evidence from dual-class firms
   International Review of Economics & Finance, 2022, 80, (C), 27-48 View citations (1)
8. Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness
   European Journal of Operational Research, 2022, 300, (2), 727-742 View citations (6)
9. Pricing Hurricane Bonds Using a Physically Based Option Pricing Approach
   North American Actuarial Journal, 2022, 26, (1), 27-42

2021

10. Catastrophe risk, reinsurance and securitized risk-transfer solutions: a review
    China Finance Review International, 2021, 11, (4), 449-473
11. National Governance and Corporate Liquidity in Organization of Islamic Cooperation Countries: Evidence based on a Sharia-compliant Liquidity Measure
    Emerging Markets Review, 2021, 47, (C) View citations (5)
12. Pricing catastrophe swaps with default risk and stochastic interest rates
    Pacific-Basin Finance Journal, 2021, 68, (C) View citations (2)

2020

13. Behavioral data-driven analysis with Bayesian method for risk management of financial services
    International Journal of Production Economics, 2020, 228, (C) View citations (3)
14. Catastrophe bond spread and hurricane arrival frequency
    The North American Journal of Economics and Finance, 2020, 54, (C) View citations (2)
15. Does equity market timing have a persistent impact on capital structure? Evidence from China
    The British Accounting Review, 2020, 52, (1) View citations (3)
    See also Chapter Does Equity Market Timing have a Persistent Impact on Capital Structure? Evidence from China, World Scientific Book Chapters, 2024, 363-397 (2024) (2024)
16. Portfolio optimization in the catastrophe space
    European Financial Management, 2020, 26, (5), 1414-1448 View citations (3)
17. Predicting catastrophe risk: Evidence from catastrophe bond markets
    Journal of Banking & Finance, 2020, 121, (C) View citations (5)

2019

18. Founders and the decision of Chinese dual-class IPOs in the U.S
    Pacific-Basin Finance Journal, 2019, 57, (C) View citations (3)
19. Measuring the liquidity impact on catastrophe bond spreads
    Pacific-Basin Finance Journal, 2019, 56, (C), 197-210 View citations (9)
20. VIX derivatives: Valuation models and empirical evidence
    Pacific-Basin Finance Journal, 2019, 53, (C), 1-21 View citations (10)

2017

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

2016

22. Control of corruption, diversification and asset quality of Islamic and conventional banks
    Economics Bulletin, 2016, 36, (3), 1280-1286
23. Empirical finance of financial institutions and market behavior
    International Review of Economics & Finance, 2016, 43, (C), 1-2
24. Systematic risk and volatility skew
    International Review of Economics & Finance, 2016, 43, (C), 72-87 View citations (13)

2015

25. Financial Transaction Tax: Policy Analytics Based on Optimal Trading
    Computational Economics, 2015, 46, (1), 103-141 View citations (2)
26. Generalized optimal wavelet decomposing algorithm for big financial data
    International Journal of Production Economics, 2015, 165, (C), 194-214 View citations (26)
27. Improving model performance with the integrated wavelet denoising method
    Studies in Nonlinear Dynamics & Econometrics, 2015, 19, (4), 445-467 View citations (5)

2014

28. High frequency trading, liquidity, and execution cost
    Annals of Operations Research, 2014, 223, (1), 403-432 View citations (11)

2013

29. 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 (4)
30. 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)
31. Guest Editor's Introduction: Institutional Characteristics and Trading Mechanisms of Financial Markets in East Asia
    Emerging Markets Finance and Trade, 2013, 49, (S3), 3-4
32. Price and Liquidity Effects of Switching Exchange Listings
    Emerging Markets Finance and Trade, 2013, 49, (S3), 20-34
33. Valuation of insurers’ contingent capital with counterparty risk and price endogeneity
    Journal of Banking & Finance, 2013, 37, (12), 5025-5035 View citations (18)

2011

34. Independent Directors and the Long-run Performance of IPOs
    Journal of Applied Finance & Banking, 2011, 1, (4), 6 View citations (2)
35. Valuation of Catastrophe Equity Puts With Markov‐Modulated Poisson Processes
    Journal of Risk & Insurance, 2011, 78, (2), 447-473 View citations (19)

2010

36. Pricing Unemployment Insurance – An Unemployment-Duration-Adjusted Approach
    ASTIN Bulletin, 2010, 40, (2), 519-545 View citations (1)

2009

37. Estimating the cost of deposit insurance with stochastic interest rates: the case of Taiwan
    Quantitative Finance, 2009, 9, (1), 1-8 View citations (4)

2007

38. 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)
39. Valuation of catastrophe reinsurance with catastrophe bonds
    Insurance: Mathematics and Economics, 2007, 41, (2), 264-278 View citations (43)

2006

40. Loan guarantee portfolios and joint loan guarantees with stochastic interest rates
    The Quarterly Review of Economics and Finance, 2006, 46, (1), 16-35 View citations (3)
41. Margins and Price Limits in Taiwan's Stock Index Futures Market
    Emerging Markets Finance and Trade, 2006, 42, (1), 62-88 View citations (4)

2005

42. Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk
    Journal of Banking & Finance, 2005, 29, (10), 2435-2454 View citations (19)
43. Risk aversion and price limits in futures markets
    Finance Research Letters, 2005, 2, (3), 173-184 View citations (5)

2003

44. The effectiveness of coordinating price limits across futures and spot markets
    Journal of Futures Markets, 2003, 23, (6), 577-602 View citations (6)

2002

45. Valuation and Hedging of Differential Swaps
    Journal of Futures Markets, 2002, 22, (1), 73-94 View citations (2)

2000

46. Price limits, margin requirements, and default risk
    Journal of Futures Markets, 2000, 20, (6), 573-602 View citations (6)

1999

47. Capital standard, forbearance and deposit insurance pricing under GARCH
    Journal of Banking & Finance, 1999, 23, (11), 1691-1706 View citations (18)

1998

48. Government Deposit Insurance and the Diamond-Dybvig Model
    The Geneva Risk and Insurance Review, 1998, 23, (2), 139-149 View citations (6)

1996

49. Measuring fair capital adequacy holdings for banks: The case of Taiwan
    Global Finance Journal, 1996, 7, (2), 239-252 View citations (1)
50. Opportunity cost of capital forbearance during the final years of the FSLIC mess
    The Quarterly Review of Economics and Finance, 1996, 36, (3), 271-290 View citations (11)

1995

51. Assessing the cost of Taiwan's deposit insurance
    Pacific-Basin Finance Journal, 1995, 3, (1), 139-139 View citations (1)
    Also in Pacific-Basin Finance Journal, 1994, 2, (1), 73-90 (1994) View citations (14)
52. Measuring the true profile of taxpayer losses in the S & L insurance mess
    Journal of Banking & Finance, 1995, 19, (8), 1459-1477 View citations (14)

Chapters

2024

1. Does Equity Market Timing have a Persistent Impact on Capital Structure? Evidence from China
   Chapter 11 in Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, 2024, pp 363-397
   See also Journal Article Does equity market timing have a persistent impact on capital structure? Evidence from China, Elsevier (2020) View citations (3) (2020)