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Details about Min-Teh Yu

E-mail:
Phone:Mobile: 886-988320388
Postal address:Dr. Min-Teh Yu University Chair Professor Institue of Finance Management Bldg I, Rm M404 National Chiao Tung University Hsinchu 30010, Taiwan Email:mtyu@nctu.edu.tw

Access statistics for papers by Min-Teh Yu.

Last updated 2020-09-27. Update your information in the RePEc Author Service.

Short-id: pyu90


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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 Downloads
  2. How much did capital forbearance add to the tab for FSLIC mess?
    Proceedings, Federal Reserve Bank of Chicago View citations (3)

Journal Articles

2020

  1. Behavioral data-driven analysis with Bayesian method for risk management of financial services
    International Journal of Production Economics, 2020, 228, (C) Downloads
  2. Does equity market timing have a persistent impact on capital structure? Evidence from China
    The British Accounting Review, 2020, 52, (1) Downloads

2019

  1. Founders and the decision of Chinese dual-class IPOs in the U.S
    Pacific-Basin Finance Journal, 2019, 57, (C) Downloads View citations (1)
  2. Measuring the liquidity impact on catastrophe bond spreads
    Pacific-Basin Finance Journal, 2019, 56, (C), 197-210 Downloads
  3. VIX derivatives: Valuation models and empirical evidence
    Pacific-Basin Finance Journal, 2019, 53, (C), 1-21 Downloads View citations (4)

2017

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

2016

  1. Control of corruption, diversification and asset quality of Islamic and conventional banks
    Economics Bulletin, 2016, 36, (3), 1280-1286 Downloads
  2. Empirical finance of financial institutions and market behavior
    International Review of Economics & Finance, 2016, 43, (C), 1-2 Downloads
  3. Systematic risk and volatility skew
    International Review of Economics & Finance, 2016, 43, (C), 72-87 Downloads View citations (5)

2015

  1. Financial Transaction Tax: Policy Analytics Based on Optimal Trading
    Computational Economics, 2015, 46, (1), 103-141 Downloads View citations (2)
  2. Generalized optimal wavelet decomposing algorithm for big financial data
    International Journal of Production Economics, 2015, 165, (C), 194-214 Downloads View citations (17)
  3. Improving model performance with the integrated wavelet denoising method
    Studies in Nonlinear Dynamics & Econometrics, 2015, 19, (4), 445-467 Downloads View citations (1)

2014

  1. High frequency trading, liquidity, and execution cost
    Annals of Operations Research, 2014, 223, (1), 403-432 Downloads View citations (7)

2013

  1. A fractional cointegration approach to testing the Ohlson accounting based valuation model
    Review of Quantitative Finance and Accounting, 2013, 41, (3), 535-547 Downloads View citations (1)
  2. Book-to-Market Equity, Asset Correlations and the Basel Capital Requirement
    Journal of Business Finance & Accounting, 2013, 40, (7-8), 991-1008 Downloads View citations (3)
  3. 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 Downloads
  4. Price and Liquidity Effects of Switching Exchange Listings
    Emerging Markets Finance and Trade, 2013, 49, (S3), 20-34 Downloads
  5. Valuation of insurers’ contingent capital with counterparty risk and price endogeneity
    Journal of Banking & Finance, 2013, 37, (12), 5025-5035 Downloads View citations (8)

2011

  1. Independent Directors and the Long-run Performance of IPOs
    Journal of Applied Finance & Banking, 2011, 1, (4), 6 Downloads
  2. Valuation of Catastrophe Equity Puts With Markov‐Modulated Poisson Processes
    Journal of Risk & Insurance, 2011, 78, (2), 447-473 View citations (11)

2010

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

2009

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

2007

  1. Premium setting and bank behavior in a voluntary deposit insurance scheme
    Review of Quantitative Finance and Accounting, 2007, 29, (2), 205-222 Downloads View citations (4)
  2. Valuation of catastrophe reinsurance with catastrophe bonds
    Insurance: Mathematics and Economics, 2007, 41, (2), 264-278 Downloads View citations (27)

2006

  1. Loan guarantee portfolios and joint loan guarantees with stochastic interest rates
    The Quarterly Review of Economics and Finance, 2006, 46, (1), 16-35 Downloads View citations (1)
  2. Margins and Price Limits in Taiwan's Stock Index Futures Market
    Emerging Markets Finance and Trade, 2006, 42, (1), 62-88 Downloads View citations (2)

2005

  1. 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 Downloads View citations (10)
  2. Risk aversion and price limits in futures markets
    Finance Research Letters, 2005, 2, (3), 173-184 Downloads View citations (4)

2003

  1. The effectiveness of coordinating price limits across futures and spot markets
    Journal of Futures Markets, 2003, 23, (6), 577-602 Downloads View citations (3)

2002

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

2000

  1. Price limits, margin requirements, and default risk
    Journal of Futures Markets, 2000, 20, (6), 573-602 Downloads View citations (2)

1999

  1. Capital standard, forbearance and deposit insurance pricing under GARCH
    Journal of Banking & Finance, 1999, 23, (11), 1691-1706 Downloads View citations (6)

1998

  1. Government Deposit Insurance and the Diamond-Dybvig Model
    The Geneva Risk and Insurance Review, 1998, 23, (2), 139-149 Downloads View citations (5)

1996

  1. Measuring fair capital adequacy holdings for banks: The case of Taiwan
    Global Finance Journal, 1996, 7, (2), 239-252 Downloads View citations (1)
  2. 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 Downloads View citations (6)

1995

  1. Assessing the cost of Taiwan's deposit insurance
    Pacific-Basin Finance Journal, 1995, 3, (1), 139-139 Downloads View citations (1)
    Also in Pacific-Basin Finance Journal, 1994, 2, (1), 73-90 (1994) Downloads View citations (13)
  2. Measuring the true profile of taxpayer losses in the S & L insurance mess
    Journal of Banking & Finance, 1995, 19, (8), 1459-1477 Downloads View citations (11)
 
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