Access Statistics for Min-Teh Yu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
How Much Did Capital Forbearance Add to the Cost of the S&L Insurance Mess 0 0 0 86 0 0 2 1,357
How much did capital forbearance add to the tab for FSLIC mess? 0 0 0 0 1 1 1 30
Total Working Papers 0 0 0 86 1 1 3 1,387


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A fractional cointegration approach to testing the Ohlson accounting based valuation model 0 0 0 10 0 0 2 56
Assessing the cost of Taiwan's deposit insurance 0 0 0 33 0 0 0 84
Assessing the cost of Taiwan's deposit insurance 0 0 0 79 0 0 1 208
Behavioral data-driven analysis with Bayesian method for risk management of financial services 1 1 3 9 2 3 8 42
Book-to-Market Equity, Asset Correlations and the Basel Capital Requirement 0 0 0 6 0 0 1 28
Capital standard, forbearance and deposit insurance pricing under GARCH 0 0 0 41 0 1 2 140
Catastrophe bond spread and hurricane arrival frequency 0 1 1 4 0 2 3 18
Catastrophe risk, reinsurance and securitized risk-transfer solutions: a review 1 1 7 8 2 7 16 19
Common institutional ownership and the cost of debt in Taiwan 0 1 4 4 1 5 12 12
Control of corruption, diversification and asset quality of Islamic and conventional banks 0 0 0 35 3 5 6 198
Corporate cash and the Firm's life-cycle: Evidence from dual-class firms 0 1 3 9 0 3 10 32
Does ambiguity matter for corporate debt financing? Theory and evidence 0 0 1 3 1 2 8 12
Does equity market timing have a persistent impact on capital structure? Evidence from China 0 0 0 10 0 0 1 47
Empirical finance of financial institutions and market behavior 0 0 0 21 0 0 0 49
Estimating the cost of deposit insurance with stochastic interest rates: the case of Taiwan 0 0 0 37 0 0 3 124
Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk 1 1 1 48 1 2 3 174
Financial Transaction Tax: Policy Analytics Based on Optimal Trading 0 0 0 7 1 1 1 37
Founders and the decision of Chinese dual-class IPOs in the U.S 0 0 5 20 1 1 13 96
Generalized optimal wavelet decomposing algorithm for big financial data 0 1 1 16 0 1 2 80
Government Deposit Insurance and the Diamond-Dybvig Model 1 2 3 49 1 4 6 178
Guest Editor's Introduction: Institutional Characteristics and Trading Mechanisms of Financial Markets in East Asia 0 0 0 18 0 0 0 62
High frequency trading, liquidity, and execution cost 0 0 2 5 0 0 3 32
Human rights and value of cash: Evidence from Islamic and non-Islamic countries 0 0 0 0 2 2 2 2
Impact of information disclosure ratings on investment efficiency: evidence from China 0 0 3 4 1 3 16 30
Improving model performance with the integrated wavelet denoising method 0 0 0 21 1 1 3 62
Independent Directors and the Long-run Performance of IPOs 1 1 1 3 1 1 1 9
Less is more: Evidence from firms with low cash and debt 0 0 0 0 0 0 5 5
Loan guarantee portfolios and joint loan guarantees with stochastic interest rates 0 0 0 27 0 0 1 131
Margins and Price Limits in Taiwan's Stock Index Futures Market 0 0 0 61 1 1 3 307
Measuring fair capital adequacy holdings for banks: The case of Taiwan 0 0 0 22 0 0 0 68
Measuring the liquidity impact on catastrophe bond spreads 0 1 5 23 0 5 18 84
Measuring the true profile of taxpayer losses in the S & L insurance mess 0 0 0 37 0 0 1 145
National Governance and Corporate Liquidity in Organization of Islamic Cooperation Countries: Evidence based on a Sharia-compliant Liquidity Measure 0 0 1 11 0 1 5 42
Opportunity cost of capital forbearance during the final years of the FSLIC mess 0 0 0 12 0 0 0 92
Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness 0 0 0 2 1 1 2 11
Portfolio optimization in the catastrophe space 0 0 2 17 0 0 2 41
Predicting catastrophe risk: Evidence from catastrophe bond markets 0 0 1 26 0 2 7 73
Premium setting and bank behavior in a voluntary deposit insurance scheme 0 0 0 32 0 0 0 158
Price and Liquidity Effects of Switching Exchange Listings 0 0 0 14 0 0 0 65
Price limits, margin requirements, and default risk 0 0 0 0 0 0 0 20
Pricing Hurricane Bonds Using a Physically Based Option Pricing Approach 0 0 1 3 0 0 2 16
Pricing Unemployment Insurance – An Unemployment-Duration-Adjusted Approach 0 0 0 3 1 1 3 23
Pricing catastrophe swaps with default risk and stochastic interest rates 0 0 1 11 0 1 6 32
Risk aversion and price limits in futures markets 0 0 0 33 0 0 1 97
Sharia compliance, national governance, and value of cash in Organization of Islamic Cooperation countries 0 0 0 1 0 0 6 10
Systematic risk and volatility skew 0 0 0 22 0 0 6 93
The effectiveness of coordinating price limits across futures and spot markets 0 0 0 2 0 0 0 18
VIX derivatives: Valuation models and empirical evidence 0 1 1 10 1 2 3 49
Valuation and Hedging of Differential Swaps 0 0 1 7 0 0 2 30
Valuation of Catastrophe Equity Puts With Markov‐Modulated Poisson Processes 0 0 0 0 0 0 1 60
Valuation of catastrophe reinsurance with catastrophe bonds 0 0 1 160 0 0 4 391
Valuation of insurers’ contingent capital with counterparty risk and price endogeneity 0 0 0 12 1 1 3 82
Valuing Vulnerable Mortgage Insurance Under Capital Forbearance 0 0 1 7 0 0 1 54
Total Journal Articles 5 12 50 1,055 23 59 205 4,028


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Does Equity Market Timing have a Persistent Impact on Capital Structure? Evidence from China 0 0 0 0 0 0 1 1
Total Chapters 0 0 0 0 0 0 1 1


Statistics updated 2025-03-03