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Min-Teh Yu

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Personal Details

First Name:Min-Teh
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Last Name:Yu
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RePEc Short-ID:pyu90
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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
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  1. Edward J. Kane & Min-Teh Yu, 1994. "How much did capital forbearance add to the tab for FSLIC mess?," Proceedings 33, Federal Reserve Bank of Chicago.
  2. 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.
  1. Sun, Edward W. & Chen, Yi-Ting & Yu, Min-Teh, 2015. "Generalized optimal wavelet decomposing algorithm for big financial data," International Journal of Production Economics, Elsevier, vol. 165(C), pages 194-214.
  2. 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, vol. 41(3), pages 535-547, October.
  3. 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, vol. 37(12), pages 5025-5035.
  4. 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., vol. 49(S3), pages 3-4, July.
  5. Tsai-Ling Liao & Min-Teh Yu, 2013. "Price and Liquidity Effects of Switching Exchange Listings," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 49(S3), pages 20-34, July.
  6. 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, vol. 40(7-8), pages 991-1008, 09.
  7. 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, vol. 78(2), pages 447-473, 06.
  8. 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, vol. 9(1), pages 1-8.
  9. 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, vol. 29(2), pages 205-222, August.
  10. Lee, Jin-Ping & Yu, Min-Teh, 2007. "Valuation of catastrophe reinsurance with catastrophe bonds," Insurance: Mathematics and Economics, Elsevier, vol. 41(2), pages 264-278, September.
  11. 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., vol. 42(1), pages 62-88, February.
  12. 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, vol. 46(1), pages 16-35, February.
  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, vol. 29(10), pages 2435-2454, October.
  14. Chou, Pin-Huang & Lin, Mei-Chen & Yu, Min-Teh, 2005. "Risk aversion and price limits in futures markets," Finance Research Letters, Elsevier, vol. 2(3), pages 173-184, September.
  15. Pin‐Huang Chou & Mei‐Chen Lin & Min‐Teh Yu, 2003. "The effectiveness of coordinating price limits across futures and spot markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(6), pages 577-602, 06.
  16. Chuang‐Chang Chang & San‐Lin Chung & Min‐Teh Yu, 2002. "Valuation and Hedging of Differential Swaps," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 22(1), pages 73-94, 01.
  17. Pin‐Huang Chou & Mei‐Chen Lin & Min‐Teh Yu, 2000. "Price limits, margin requirements, and default risk," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 20(6), pages 573-602, 07.
  18. Duan, Jin-Chuan & Yu, Min-Teh, 1999. "Capital standard, forbearance and deposit insurance pricing under GARCH," Journal of Banking & Finance, Elsevier, vol. 23(11), pages 1691-1706, November.
  19. J. Huston McCulloch & Min-Teh Yu, 1998. "Government Deposit Insurance and the Diamond-Dybvig Model," The Geneva Risk and Insurance Review, Palgrave Macmillan, vol. 23(2), pages 139-149, December.
  20. 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, vol. 36(3), pages 271-290.
  21. Yu, Min-Teh, 1996. "Measuring fair capital adequacy holdings for banks: The case of Taiwan," Global Finance Journal, Elsevier, vol. 7(2), pages 239-252.
  22. 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, vol. 19(8), pages 1459-1477, November.
  23. Duan, Jin-Chuan & Yu, Min-Teh, 1994. "Assessing the cost of Taiwan's deposit insurance," Pacific-Basin Finance Journal, Elsevier, vol. 2(1), pages 73-90, March.

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