IDEAS home Printed from https://ideas.repec.org/e/pyu90.html
   My authors  Follow this author

Min-Teh Yu

Personal Details

First Name:Min-Teh
Middle Name:
Last Name:Yu
Suffix:
RePEc Short-ID:pyu90
Dr. Min-Teh Yu Distinguished Professor Quantitative Finance College Technology Management, Rm 710 National Tsing Tua University Hsinchu 30013, Taiwan Email:mtyu@mx.nthu.edu.tw
Mobile: 886-98832038
Terminal Degree:1991 Department of Economics; Ohio State University (from RePEc Genealogy)

Affiliation

Department of Quantitative Finance
National Tsing Hua University

Hsin-Chu, Taiwan
http://www.qf.nthu.edu.tw/
RePEc:edi:dqnthtw (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

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 33, Federal Reserve Bank of Chicago.

Articles

  1. Chen, Naiwei & Yu, Min-Teh, 2024. "Human rights and value of cash: Evidence from Islamic and non-Islamic countries," Pacific-Basin Finance Journal, Elsevier, vol. 86(C).
  2. Chen, Naiwei & Yu, Min-Teh, 2024. "Less is more: Evidence from firms with low cash and debt," Research in International Business and Finance, Elsevier, vol. 69(C).
  3. Shi, Wei-Zhong & Hsiao, Ming-Chun & Huang, Tsun-Yi & Yu, Min-Teh, 2024. "Common institutional ownership and the cost of debt in Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 83(C).
  4. Chen, Chang-Chih & Ho, Kung-Cheng & Yan, Cheng & Yeh, Chung-Ying & Yu, Min-Teh, 2023. "Does ambiguity matter for corporate debt financing? Theory and evidence," Journal of Corporate Finance, Elsevier, vol. 80(C).
  5. Naiwei Chen & Min-Teh Yu, 2023. "Sharia compliance, national governance, and value of cash in Organization of Islamic Cooperation countries," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-10, December.
  6. Chang-Chih Chen & Kung-Cheng Ho & Hui-Min Li & Min-Teh Yu, 2023. "Impact of information disclosure ratings on investment efficiency: evidence from China," Review of Quantitative Finance and Accounting, Springer, vol. 60(2), pages 471-500, February.
  7. Lin, James Juichia & Shi, Wei-Zhong & Tsai, Li-Fang & Yu, Min-Teh, 2022. "Corporate cash and the Firm's life-cycle: Evidence from dual-class firms," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 27-48.
  8. Carolyn W. Chang & Jack S. K. Chang & Min-Teh Yu, 2022. "Pricing Hurricane Bonds Using a Physically Based Option Pricing Approach," North American Actuarial Journal, Taylor & Francis Journals, vol. 26(1), pages 27-42, January.
  9. Chen, Chang-Chih & Chang, Chia-Chien & Sun, Edward W. & Yu, Min-Teh, 2022. "Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness," European Journal of Operational Research, Elsevier, vol. 300(2), pages 727-742.
  10. Chen, Naiwei & Yu, Min-Teh, 2021. "National Governance and Corporate Liquidity in Organization of Islamic Cooperation Countries: Evidence based on a Sharia-compliant Liquidity Measure," Emerging Markets Review, Elsevier, vol. 47(C).
  11. Lo, Chien-Ling & Chang, Carolyn W. & Lee, Jin-Ping & Yu, Min-Teh, 2021. "Pricing catastrophe swaps with default risk and stochastic interest rates," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
  12. Yang Zhao & Jin-Ping Lee & Min-Teh Yu, 2021. "Catastrophe risk, reinsurance and securitized risk-transfer solutions: a review," China Finance Review International, Emerald Group Publishing Limited, vol. 11(4), pages 449-473, August.
  13. Zhao, Yang & Lee, Cheng-Few & Yu, Min-Teh, 2020. "Does equity market timing have a persistent impact on capital structure? Evidence from China," The British Accounting Review, Elsevier, vol. 52(1).
  14. Chang, Carolyn W. & Wang, Yu-Jen & Yu, Min-Teh, 2020. "Catastrophe bond spread and hurricane arrival frequency," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
  15. Zhao, Yang & Yu, Min-Teh, 2020. "Predicting catastrophe risk: Evidence from catastrophe bond markets," Journal of Banking & Finance, Elsevier, vol. 121(C).
  16. Lin, Edward M.H. & Sun, Edward W. & Yu, Min-Teh, 2020. "Behavioral data-driven analysis with Bayesian method for risk management of financial services," International Journal of Production Economics, Elsevier, vol. 228(C).
  17. Carolyn W. Chang & Jack S. K. Chang & Min‐Teh Yu & Yang Zhao, 2020. "Portfolio optimization in the catastrophe space," European Financial Management, European Financial Management Association, vol. 26(5), pages 1414-1448, November.
  18. Lo, Chien-Ling & Shih, Pai-Ta & Wang, Yaw-Huei & Yu, Min-Teh, 2019. "VIX derivatives: Valuation models and empirical evidence," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 1-21.
  19. Zhao, Yang & Yu, Min-Teh, 2019. "Measuring the liquidity impact on catastrophe bond spreads," Pacific-Basin Finance Journal, Elsevier, vol. 56(C), pages 197-210.
  20. Li, Xiaodan & Jiao, Yang & Yu, Min-Teh & Zhao, Yang, 2019. "Founders and the decision of Chinese dual-class IPOs in the U.S," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
  21. Chia-Chien Chang & Min-Teh Yu, 2017. "Valuing Vulnerable Mortgage Insurance Under Capital Forbearance," The Journal of Real Estate Finance and Economics, Springer, vol. 54(4), pages 558-578, May.
  22. Naiwei Chen & Hsin-yu Liang & Min-teh Yu, 2016. "Control of corruption, diversification and asset quality of Islamic and conventional banks," Economics Bulletin, AccessEcon, vol. 36(3), pages 1280-1286.
  23. Tzang, Shyh-Weir & Wang, Chou-Wen & Yu, Min-Teh, 2016. "Systematic risk and volatility skew," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 72-87.
  24. Chiang, Thomas C. & Yu, Min-Teh, 2016. "Empirical finance of financial institutions and market behavior," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 1-2.
  25. 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.
  26. Chen Yi-Ting & Sun Edward W. & Yu Min-Teh, 2015. "Improving model performance with the integrated wavelet denoising method," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(4), pages 445-467, September.
  27. Edward Sun & Timm Kruse & Min-Teh Yu, 2015. "Financial Transaction Tax: Policy Analytics Based on Optimal Trading," Computational Economics, Springer;Society for Computational Economics, vol. 46(1), pages 103-141, June.
  28. Edward Sun & Timm Kruse & Min-Teh Yu, 2014. "High frequency trading, liquidity, and execution cost," Annals of Operations Research, Springer, vol. 223(1), pages 403-432, December.
  29. 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, September.
  30. Tsai-Ling Liao & Min-Teh Yu, 2013. "Price and Liquidity Effects of Switching Exchange Listings," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 49(S3), pages 20-34, July.
  31. Min-Teh Yu, 2013. "Guest Editor's Introduction: Institutional Characteristics and Trading Mechanisms of Financial Markets in East Asia," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 49(S3), pages 3-4, July.
  32. 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.
  33. 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.
  34. Tsai-Ling Liao & Min-Teh Yu & Chih-Jen Huang, 2011. "Independent Directors and the Long-run Performance of IPOs," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 1(4), pages 1-6.
  35. 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, June.
  36. Chuang, Hwei-Lin & Yu, Min-Teh, 2010. "Pricing Unemployment Insurance – An Unemployment-Duration-Adjusted Approach," ASTIN Bulletin, Cambridge University Press, vol. 40(2), pages 519-545, November.
  37. 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.
  38. 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.
  39. 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.
  40. 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.
  41. 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, Taylor & Francis Journals, vol. 42(1), pages 62-88, February.
  42. 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.
  43. 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.
  44. 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, June.
  45. 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, January.
  46. 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, July.
  47. 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.
  48. J. Huston McCulloch & Min-Teh Yu, 1998. "Government Deposit Insurance and the Diamond-Dybvig Model," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 23(2), pages 139-149, December.
  49. 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.
  50. 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.
  51. 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.
  52. 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.

Chapters

  1. Yang Zhao & Cheng Few Lee & Min-Teh Yu, 2024. "Does Equity Market Timing have a Persistent Impact on Capital Structure? Evidence from China," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 11, pages 363-397, World Scientific Publishing Co. Pte. Ltd..

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Min-Teh Yu should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.