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 1 1 85 0 1 8 1,345
How much did capital forbearance add to the tab for FSLIC mess? 0 0 0 0 0 0 3 21
Total Working Papers 0 1 1 85 0 1 11 1,366


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 1 7 0 0 5 46
Assessing the cost of Taiwan's deposit insurance 0 0 0 32 0 0 1 79
Assessing the cost of Taiwan's deposit insurance 0 0 0 70 0 0 6 188
Book-to-Market Equity, Asset Correlations and the Basel Capital Requirement 0 0 0 6 2 2 3 24
Capital standard, forbearance and deposit insurance pricing under GARCH 0 0 2 40 0 2 8 129
Control of corruption, diversification and asset quality of Islamic and conventional banks 0 0 2 28 2 4 25 142
Does equity market timing have a persistent impact on capital structure? Evidence from China 0 1 1 1 0 4 8 8
Empirical finance of financial institutions and market behavior 0 0 3 21 0 0 8 46
Estimating the cost of deposit insurance with stochastic interest rates: the case of Taiwan 0 0 0 37 0 0 1 119
Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk 0 0 0 43 1 1 4 161
Financial Transaction Tax: Policy Analytics Based on Optimal Trading 0 0 0 4 0 1 7 27
Founders and the decision of Chinese dual-class IPOs in the U.S 0 0 2 2 0 5 12 12
Generalized optimal wavelet decomposing algorithm for big financial data 0 1 2 7 1 3 8 49
Government Deposit Insurance and the Diamond-Dybvig Model 0 0 2 42 0 2 6 140
Guest Editor's Introduction: Institutional Characteristics and Trading Mechanisms of Financial Markets in East Asia 0 0 0 18 0 1 2 60
High frequency trading, liquidity, and execution cost 0 0 1 2 0 1 11 20
Improving model performance with the integrated wavelet denoising method 0 0 2 19 0 2 10 52
Independent Directors and the Long-run Performance of IPOs 0 1 1 2 0 1 2 5
Loan guarantee portfolios and joint loan guarantees with stochastic interest rates 0 0 1 26 0 0 4 128
Margins and Price Limits in Taiwan's Stock Index Futures Market 0 0 1 61 0 1 3 303
Measuring fair capital adequacy holdings for banks: The case of Taiwan 0 0 1 18 1 2 6 61
Measuring the liquidity impact on catastrophe bond spreads 1 2 4 4 1 7 25 25
Measuring the true profile of taxpayer losses in the S & L insurance mess 0 0 0 34 0 0 5 134
Opportunity cost of capital forbearance during the final years of the FSLIC mess 0 0 0 10 0 0 2 78
Premium setting and bank behavior in a voluntary deposit insurance scheme 0 1 3 32 0 1 4 149
Price and Liquidity Effects of Switching Exchange Listings 0 0 0 14 0 0 2 61
Price limits, margin requirements, and default risk 0 0 0 0 0 0 4 16
Pricing Unemployment Insurance – An Unemployment-Duration-Adjusted Approach 0 0 1 2 0 0 1 13
Risk aversion and price limits in futures markets 0 0 0 33 0 0 2 93
Systematic risk and volatility skew 0 1 2 16 1 3 10 60
The effectiveness of coordinating price limits across futures and spot markets 0 0 0 2 0 2 4 15
VIX derivatives: Valuation models and empirical evidence 1 2 5 7 2 6 20 27
Valuation and Hedging of Differential Swaps 0 1 2 6 0 2 8 17
Valuation of Catastrophe Equity Puts With Markov‐Modulated Poisson Processes 0 0 0 0 0 0 0 53
Valuation of catastrophe reinsurance with catastrophe bonds 0 0 1 153 0 0 12 363
Valuation of insurers’ contingent capital with counterparty risk and price endogeneity 0 0 0 12 1 2 9 66
Valuing Vulnerable Mortgage Insurance Under Capital Forbearance 0 0 2 6 2 3 11 43
Total Journal Articles 2 10 42 817 14 58 259 3,012


Statistics updated 2020-09-04