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 0 0 0 29
Total Working Papers 0 0 0 86 0 0 2 1,386


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 1 2 56
Assessing the cost of Taiwan's deposit insurance 0 0 1 33 0 0 1 84
Assessing the cost of Taiwan's deposit insurance 0 0 3 79 0 1 4 208
Behavioral data-driven analysis with Bayesian method for risk management of financial services 0 0 2 8 0 1 7 39
Book-to-Market Equity, Asset Correlations and the Basel Capital Requirement 0 0 0 6 0 1 1 28
Capital standard, forbearance and deposit insurance pricing under GARCH 0 0 0 41 0 1 1 139
Catastrophe bond spread and hurricane arrival frequency 0 0 0 3 1 1 2 16
Catastrophe risk, reinsurance and securitized risk-transfer solutions: a review 2 4 7 7 2 6 10 12
Common institutional ownership and the cost of debt in Taiwan 0 1 3 3 1 2 7 7
Control of corruption, diversification and asset quality of Islamic and conventional banks 0 0 0 35 0 1 2 193
Corporate cash and the Firm's life-cycle: Evidence from dual-class firms 0 0 2 8 1 2 7 29
Does ambiguity matter for corporate debt financing? Theory and evidence 0 0 2 3 0 1 7 10
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 1 3 124
Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk 0 0 0 47 0 1 1 172
Financial Transaction Tax: Policy Analytics Based on Optimal Trading 0 0 0 7 0 0 0 36
Founders and the decision of Chinese dual-class IPOs in the U.S 0 0 6 20 0 1 16 95
Generalized optimal wavelet decomposing algorithm for big financial data 0 0 0 15 0 0 2 79
Government Deposit Insurance and the Diamond-Dybvig Model 0 0 1 47 1 1 2 174
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 1 2 5 0 1 3 32
Human rights and value of cash: Evidence from Islamic and non-Islamic countries 0 0 0 0 0 0 0 0
Impact of information disclosure ratings on investment efficiency: evidence from China 0 0 3 4 0 5 15 27
Improving model performance with the integrated wavelet denoising method 0 0 0 21 0 0 2 61
Independent Directors and the Long-run Performance of IPOs 0 0 0 2 0 0 0 8
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 0 1 2 306
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 2 4 22 2 6 14 79
Measuring the true profile of taxpayer losses in the S & L insurance mess 0 0 0 37 0 1 1 145
National Governance and Corporate Liquidity in Organization of Islamic Cooperation Countries: Evidence based on a Sharia-compliant Liquidity Measure 1 1 1 11 1 1 5 41
Opportunity cost of capital forbearance during the final years of the FSLIC mess 0 0 1 12 0 0 1 92
Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness 0 0 0 2 0 1 2 10
Portfolio optimization in the catastrophe space 1 1 2 17 1 1 2 41
Predicting catastrophe risk: Evidence from catastrophe bond markets 0 0 1 26 0 0 8 71
Premium setting and bank behavior in a voluntary deposit insurance scheme 0 0 0 32 0 0 1 158
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 0 0 2 22
Pricing catastrophe swaps with default risk and stochastic interest rates 0 0 1 11 0 3 5 31
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 1 1 0 2 8 10
Systematic risk and volatility skew 0 0 0 22 1 2 7 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 0 0 9 0 0 2 47
Valuation and Hedging of Differential Swaps 0 1 1 7 0 1 2 30
Valuation of Catastrophe Equity Puts With Markov‐Modulated Poisson Processes 0 0 0 0 1 1 3 60
Valuation of catastrophe reinsurance with catastrophe bonds 1 1 1 160 1 3 4 391
Valuation of insurers’ contingent capital with counterparty risk and price endogeneity 0 0 0 12 1 2 3 81
Valuing Vulnerable Mortgage Insurance Under Capital Forbearance 0 0 1 7 0 0 1 54
Total Journal Articles 5 12 47 1,043 14 53 178 3,969


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 1 1 1
Total Chapters 0 0 0 0 0 1 1 1


Statistics updated 2024-12-04