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Min-Teh Yu

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This is information that was supplied by Min-Teh Yu in registering through RePEc. If you are Min-Teh Yu , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Min-Teh
Middle Name:
Last Name: Yu
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RePEc Short-ID: pyu90

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Homepage:
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
Phone: Mobile: 886-988320388

Affiliation

Works

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Working papers

  1. Edward J. Kane & Min-Teh Yu, 1994. "How Much Did Capital Forbearance Add to the Cost of the S&L Insurance Mess," NBER Working Papers 4701, National Bureau of Economic Research, Inc.
  2. Edward J. Kane & Min-Teh Yu, 1994. "How much did capital forbearance add to the tab for FSLIC mess?," Proceedings, Federal Reserve Bank of Chicago 33, Federal Reserve Bank of Chicago.

Articles

  1. Shih-Cheng Lee & Chien-Ting Lin & Min-Teh Yu, 2013. "Book-to-Market Equity, Asset Correlations and the Basel Capital Requirement," Journal of Business Finance & Accounting, Wiley Blackwell, Wiley Blackwell, vol. 40(7-8), pages 991-1008, 09.
  2. Lo, Chien-Ling & Lee, Jin-Ping & Yu, Min-Teh, 2013. "Valuation of insurers’ contingent capital with counterparty risk and price endogeneity," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(12), pages 5025-5035.
  3. Shih-Cheng Lee & Chien-Ting Lin & Min-Teh Yu, 2013. "A fractional cointegration approach to testing the Ohlson accounting based valuation model," Review of Quantitative Finance and Accounting, Springer, Springer, vol. 41(3), pages 535-547, October.
  4. Tsai-Ling Liao & Min-Teh Yu, 2013. "Price and Liquidity Effects of Switching Exchange Listings," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., M.E. Sharpe, Inc., vol. 49(S3), pages 20-34, July.
  5. Min-Teh Yu, 2013. "Guest Editor's Introduction: Institutional Characteristics and Trading Mechanisms of Financial Markets in East Asia," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., M.E. Sharpe, Inc., vol. 49(S3), pages 3-4, July.
  6. Chia‐Chien Chang & Shih‐Kuei Lin & Min‐Teh Yu, 2011. "Valuation of Catastrophe Equity Puts With Markov‐Modulated Poisson Processes," Journal of Risk & Insurance, The American Risk and Insurance Association, The American Risk and Insurance Association, vol. 78(2), pages 447-473, 06.
  7. Hwei-Lin Chuang & Shih-Cheng Lee & Yi-Chun Lin & Min-Teh Yu, 2009. "Estimating the cost of deposit insurance with stochastic interest rates: the case of Taiwan," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 9(1), pages 1-8.
  8. Ting-Fang Chiang & E-Ching Wu & Min-Teh Yu, 2007. "Premium setting and bank behavior in a voluntary deposit insurance scheme," Review of Quantitative Finance and Accounting, Springer, Springer, vol. 29(2), pages 205-222, August.
  9. Lee, Jin-Ping & Yu, Min-Teh, 2007. "Valuation of catastrophe reinsurance with catastrophe bonds," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 41(2), pages 264-278, September.
  10. Pin-Huang Chou & Mei-Chen Lin & Min-Teh Yu, 2006. "Margins and Price Limits in Taiwan's Stock Index Futures Market," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., M.E. Sharpe, Inc., vol. 42(1), pages 62-88, February.
  11. Chang, Chuang-Chang & Chung, San-Lin & Yu, Min-Teh, 2006. "Loan guarantee portfolios and joint loan guarantees with stochastic interest rates," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 46(1), pages 16-35, February.
  12. Chou, Pin-Huang & Lin, Mei-Chen & Yu, Min-Teh, 2005. "Risk aversion and price limits in futures markets," Finance Research Letters, Elsevier, Elsevier, vol. 2(3), pages 173-184, September.
  13. Duan, Jin-Chuan & Yu, Min-Teh, 2005. "Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk," Journal of Banking & Finance, Elsevier, Elsevier, vol. 29(10), pages 2435-2454, October.
  14. Duan, Jin-Chuan & Yu, Min-Teh, 1999. "Capital standard, forbearance and deposit insurance pricing under GARCH," Journal of Banking & Finance, Elsevier, Elsevier, vol. 23(11), pages 1691-1706, November.
  15. J. Huston McCulloch & Min-Teh Yu, 1998. "Government Deposit Insurance and the Diamond-Dybvig Model," The Geneva Risk and Insurance Review, Palgrave Macmillan, Palgrave Macmillan, vol. 23(2), pages 139-149, December.
  16. Yu, Min-Teh, 1996. "Measuring fair capital adequacy holdings for banks: The case of Taiwan," Global Finance Journal, Elsevier, Elsevier, vol. 7(2), pages 239-252.
  17. Kane, Edward J. & Yu, Min-Teh, 1996. "Opportunity cost of capital forbearance during the final years of the FSLIC mess," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 36(3), pages 271-290.
  18. Kane, Edward J. & Min-Teh Yu, 1995. "Measuring the true profile of taxpayer losses in the S & L insurance mess," Journal of Banking & Finance, Elsevier, Elsevier, vol. 19(8), pages 1459-1477, November.
  19. Duan, Jin-Chuan & Yu, Min-Teh, 1994. "Assessing the cost of Taiwan's deposit insurance," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 2(1), pages 73-90, March.

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