Min-Teh Yu: search on Z-Library

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1

High frequency trading, liquidity, and execution cost

Sun, Edward W., Kruse, Timm, Yu, Min-Teh

Journal:

Annals of Operations Research

Year:

2014

Language:

english

File:

PDF, 1.94 MB

english, 2014

2

VIX derivatives: Valuation models and empirical evidence

Lo, Chien-Ling, Shih, Pai-Ta, Wang, Yaw-Huei, Yu, Min-Teh

Journal:

Pacific-Basin Finance Journal

Year:

2019

Language:

english

File:

PDF, 1.34 MB

english, 2019

3

Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk

Jin-Chuan Duan, Min-Teh Yu

Journal:

Journal of Banking & Finance

Year:

2005

Language:

english

File:

PDF, 208 KB

english, 2005

4

Moment-Matching Approximations for Asian Options

Lo, Chien-Ling, Palmer, Kenneth J, Yu, Min-Teh

Journal:

The Journal of Derivatives

Year:

2014

Language:

english

File:

PDF, 2.96 MB

english, 2014

5

Corporate Financial Decisions, Capital Markets, and Employment in Asia-Pacific Economies

Doong, Shuh-Chyi, Yang, Sheng-Yung, Yu, Min-Teh

Journal:

Emerging Markets Finance and Trade

Year:

2016

Language:

english

File:

PDF, 361 KB

english, 2016

6

Measuring the true profile of taxpayer losses in the S & L insurance mess

Edward J. Kane, Min-Teh Yu

Journal:

Journal of Banking & Finance

Year:

1995

Language:

english

File:

PDF, 1018 KB

english, 1995

7

Capital standard, forbearance and deposit insurance pricing under GARCH

Jin-Chuan Duan, Min-Teh Yu

Journal:

Journal of Banking & Finance

Year:

1999

Language:

english

File:

PDF, 138 KB

english, 1999

8

Valuation of insurers’ contingent capital with counterparty risk and price endogeneity

Lo, Chien-Ling, Lee, Jin-Ping, Yu, Min-Teh

Journal:

Journal of Banking & Finance

Year:

2013

Language:

english

File:

PDF, 866 KB

english, 2013

9

Book-to-Market Equity, Asset Correlations and the Basel Capital Requirement

Lee, Shih-Cheng, Lin, Chien-Ting, Yu, Min-Teh

Journal:

Journal of Business Finance & Accounting

Year:

2013

Language:

english

File:

PDF, 174 KB

english, 2013

10

Government Deposit Insurance and the Diamond-Dybvig Model

J. HUSTON McCULLOCH and MIN-TEH YU

Journal:

The GENEVA Papers on Risk and Insurance - Theory

Year:

1998

Language:

english

File:

PDF, 1011 KB

english, 1998

11

Valuing Vulnerable Mortgage Insurance Under Capital Forbearance

Chang, Chia-Chien, Yu, Min-Teh

Journal:

The Journal of Real Estate Finance and Economics

Year:

2017

Language:

english

File:

PDF, 418 KB

english, 2017

12

Risk Assessment with Wavelet Feature Engineering for High-Frequency Portfolio Trading

Chen, Yi-Ting, Sun, Edward W., Yu, Min-Teh

Journal:

Computational Economics

Year:

2017

Language:

english

File:

PDF, 2.55 MB

english, 2017

13

Behavioral data-driven analysis with Bayesian method for risk management of financial services

Lin, Edward M.H., Sun, Edward W., Yu, Min-Teh

Journal:

International Journal of Production Economics

Year:

2020

Language:

english

File:

PDF, 1.17 MB

english, 2020

14

Price limits, margin requirements, and default risk

Pin-Huang Chou, Mei-Chen Lin, Min-Teh Yu

Journal:

Journal of Futures Markets

Year:

2000

Language:

english

File:

PDF, 195 KB

english, 2000

15

Valuation and Hedging of Differential Swaps

Chuang-Chang Chang, San-Lin Chung, Min-Teh Yu

Journal:

Journal of Futures Markets

Year:

2002

Language:

english

File:

PDF, 158 KB

english, 2002

16

Valuation of Catastrophe Equity Puts With Markov-Modulated Poisson Processes

Chia-Chien Chang, Shih-Kuei Lin, Min-Teh Yu

Journal:

Journal of Risk and Insurance

Year:

2011

Language:

english

File:

PDF, 318 KB

english, 2011

17

Government Deposit Insurance and the Diamond-Dybvig Model

J. Huston McCulloch, Min-Teh Yu

Journal:

The GENEVA Risk and Insurance Review

Year:

1998

Language:

english

File:

PDF, 51 KB

english, 1998

18

Measuring fair capital adequacy holdings for banks: The case of Taiwan

Journal:

Global Finance Journal

Year:

1996

Language:

english

File:

PDF, 1000 KB

english, 1996

19

Bank Capital Forbearance and Valuation of Deposit Insurance

Shih-Cheng Lee, Jin-Ping Lee, Min-Teh Yu

Journal:

Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration

Year:

2005

Language:

english

File:

PDF, 788 KB

english, 2005

20

Symposium on Catastrophic Risk || Pricing Catastrophe Insurance Futures Call Spreads: A Randomized Operational Time Approach

Carolyn W. Chang, Jack S. K. Chang and Min-Teh Yu

Journal:

Journal of Risk and Insurance

Year:

1996

Language:

english

File:

PDF, 1.95 MB

english, 1996

21

Estimating the cost of deposit insurance with stochastic interest rates: the case of Taiwan

Chuang, Hwei-Lin, Lee, Shih-Cheng, Lin, Yi-Chun, Yu, Min-Teh

Journal:

Quantitative Finance

Year:

2009

Language:

english

File:

PDF, 391 KB

english, 2009

22

Advertising and Investor Recognition of Banking Firms: Evidence from Taiwan

Liao, Tsai-Ling, Sung, Hao-Chang, Yu, Min-Teh

Journal:

Emerging Markets Finance and Trade

Year:

2016

Language:

english

File:

PDF, 354 KB

english, 2016

23

Systemic risk, financial markets, and performance of financial institutions

Lin, Edward M. H., Sun, Edward W., Yu, Min-Teh

Journal:

Annals of Operations Research

Year:

2016

Language:

english

File:

PDF, 1.07 MB

english, 2016

24

Do Bank Runs Exist in the Diamond-Dybvig Model?

Teh-Ming Huo and Min-Teh Yu

Journal:

Journal of Institutional and Theoretical Economics JITE

Year:

1994

Language:

english

File:

PDF, 482 KB

english, 1994

25

[Advances in Pacific Basin Business, Economics and Finance] Advances in Pacific Basin Business, Economics and Finance Volume 6 || The Choice of Industrial Diversification Strategy for Public Listed Firms in the Hotel Industry

Lee, Cheng Few, Yu, Min-Teh

Year:

2018

Language:

english

File:

PDF, 326 KB

english, 2018

26

Measuring the liquidity impact on catastrophe bond spreads

Zhao, Yang, Yu, Min-Teh

Journal:

Pacific-Basin Finance Journal

Year:

2019

Language:

english

File:

PDF, 954 KB

english, 2019

27

[Advances in Pacific Basin Business, Economics and Finance] Advances in Pacific Basin Business, Economics and Finance || Firm Characteristics and Capital Structure: Evidence from ASEAN-4 Economies

Lee, Cheng Few, Yu, Min-Teh

Year:

2020

File:

PDF, 131 KB

2020

28

[Advances in Pacific Basin Business, Economics and Finance] Advances in Pacific Basin Business, Economics and Finance || The Spillover Effect of the USâChina Trade War on Taiwan's Economy*

Lee, Cheng Few, Yu, Min-Teh

Year:

2020

File:

PDF, 467 KB

2020

29

[Advances in Pacific Basin Business, Economics and Finance] Advances in Pacific Basin Business, Economics and Finance ||

Lee, Cheng Few, Yu, Min-Teh

Year:

2020

File:

PDF, 38 KB

2020

30

[Advances in Pacific Basin Business, Economics and Finance] Advances in Pacific Basin Business, Economics and Finance || Further Evidence of Momentum in Corporate Bond Returns

Lee, Cheng Few, Yu, Min-Teh

Year:

2020

File:

PDF, 159 KB

2020

31

The effectiveness of coordinating price limits across futures and spot markets

Pin-Huang Chou, Mei-Chen Lin, Min-Teh Yu

Journal:

Journal of Futures Markets

Year:

2003

Language:

english

File:

PDF, 170 KB

english, 2003

32

Premium setting and bank behavior in a voluntary deposit insurance scheme

Ting-Fang Chiang, E-Ching Wu, Min-Teh Yu

Journal:

Review of Quantitative Finance and Accounting

Year:

2007

Language:

english

File:

PDF, 241 KB

english, 2007

33

Valuation of catastrophe reinsurance with catastrophe bonds

Jin-Ping Lee, Min-Teh Yu

Journal:

Insurance: Mathematics and Economics

Year:

2007

Language:

english

File:

PDF, 428 KB

english, 2007

34

Pricing Default-Risky CAT Bonds With Moral Hazard and Basis Risk

Jin-Ping Lee, Min-Teh Yu

Journal:

Journal of Risk and Insurance

Year:

2002

Language:

english

File:

PDF, 347 KB

english, 2002

35

Loan guarantee portfolios and joint loan guarantees with stochastic interest rates

Chuang-Chang Chang, San-Lin Chung, Min-Teh Yu

Journal:

The Quarterly Review of Economics and Finance

Year:

2006

Language:

english

File:

PDF, 679 KB

english, 2006

36

Assessing the cost of Taiwan's deposit insurance

Jin-Chuan Duan, Min-Teh Yu

Journal:

Pacific-Basin Finance Journal

Year:

1994

Language:

english

File:

PDF, 1020 KB

english, 1994

37

Assessing the cost of Taiwan's deposit insurance

Jin-Chuan Duan, Min-Teh Yu

Journal:

Pacific-Basin Finance Journal

Year:

1995

Language:

english

File:

PDF, 46 KB

english, 1995

38

Risk aversion and price limits in futures markets

Pin-Huang Chou, Mei-Chen Lin, Min-Teh Yu

Journal:

Finance Research Letters

Year:

2005

Language:

english

File:

PDF, 138 KB

english, 2005

39

Opportunity cost of capital forbearance during the final years of the FSLIC mess

Edward J. Kane, Min-Teh Yu

Journal:

The Quarterly Review of Economics and Finance

Year:

1996

Language:

english

File:

PDF, 1.53 MB

english, 1996

40

Credit Enhancement and Loan Default Risk Premiums

Chuang-Chang Chang, Van Son Lai, Min-Teh Yu

Journal:

Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration

Year:

2002

Language:

english

File:

PDF, 863 KB

english, 2002

41

A fractional cointegration approach to testing the Ohlson accounting based valuation model

Shih-Cheng Lee, Chien-Ting Lin, Min-Teh Yu

Journal:

Review of Quantitative Finance and Accounting

Year:

2013

Language:

english

File:

PDF, 311 KB

english, 2013

42

THE TREATMENT OF "BORDER-LINE" PENSIONERS.

Lo, Chien-Ling, Lee, Jin-Ping, Yu, Min-Teh

Journal:

Year:

1919

Language:

english

File:

PDF, 188 KB

english, 1919

43

Pricing Default-Risky CAT Bonds with Moral Hazard and Basis Risk

Jin-Ping Lee and Min-Teh Yu

Journal:

Journal of Risk and Insurance

Year:

2002

Language:

english

File:

PDF, 2.20 MB

english, 2002

44

Forbearance and Pricing Deposit Insurance in a Multiperiod Framework

Jin-Chuan Duan and Min-Teh Yu

Journal:

Journal of Risk and Insurance

Year:

1994

Language:

english

File:

PDF, 1.85 MB

english, 1994

45

Market Discipline of Canadian Banks' Letters of Credit Activities: An Empirical Examination

Hassan, Kabir M., Lai, Van Son, Yu, Min-Teh

Journal:

Service Industries Journal

Year:

2002

Language:

english

File:

PDF, 108 KB

english, 2002

46

Generalized optimal wavelet decomposing algorithm for big financial data

Sun, Edward W., Chen, Yi-Ting, Yu, Min-Teh

Journal:

International Journal of Production Economics

Year:

2015

Language:

english

File:

PDF, 2.01 MB

english, 2015

47

Financial Transaction Tax: Policy Analytics Based on Optimal Trading

Sun, Edward W., Kruse, Timm, Yu, Min-Teh

Journal:

Computational Economics

Year:

2015

Language:

english

File:

PDF, 1.42 MB

english, 2015

48

Price and Liquidity Effects of Switching Exchange Listings

Liao, Tsai-Ling, Yu, Min-Teh

Journal:

Emerging Markets Finance and Trade

Year:

2013

Language:

english

File:

PDF, 181 KB

english, 2013

49

Improving model performance with the integrated wavelet denoising method

Chen, Yi-Ting, Sun, Edward W., Yu, Min-Teh

Journal:

Studies in Nonlinear Dynamics and Econometrics

Year:

2015

Language:

english

File:

PDF, 1.84 MB

english, 2015

50

Empirical Finance of Financial Institutions and Market Behavior

Chiang, Thomas C., Yu, Min-Teh

Journal:

International Review of Economics & Finance

Year:

2015

Language:

english

File:

PDF, 136 KB

english, 2015