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Têtu, Alexandre; Lai, Van Son; Soumaré, Issouf; … - In: Asia-Pacific journal of risk and insurance : APJRI 9 (2015) 2, pp. 149-184

Persistent link: https://www.econbiz.de/10011407695

Effects of maturity choices on loan-guarantee portfolios1

Gendron, Michel; Lai, Van Son; Soumaré, Issouf - In: Journal of Risk Finance 7 (2006) May, pp. 237-254

Purpose – The purpose of this paper is to analyse the effects of the maturities of credit-enhanced debt contracts on the value of an insurer's loan-guarantee portfolios. Design/methodology/approach – The paper proposes a contingent-claims model and uses as measure of credit insurance risk,...

Persistent link: https://www.econbiz.de/10005002428

Effects of maturity choices on loan‐guarantee portfolios1

Gendron, Michel; Son Lai, Van; Soumaré, Issouf - In: The Journal of Risk Finance 7 (2006) 3, pp. 237-254

Purpose – The purpose of this paper is to analyse the effects of the maturities of credit‐enhanced debt contracts on the value of an insurer's loan‐guarantee portfolios. Design/methodology/approach – The paper proposes a contingent‐claims model and uses as measure of credit insurance...

Persistent link: https://www.econbiz.de/10014901391

From oil to stock markets

Guesmi, Khaled; Boubaker, Heni; Lai, Van Son - In: Journal of economic integration 31 (2016) 1, pp. 103-133

Persistent link: https://www.econbiz.de/10011451684

Discretionary idiosyncratic risk, firm cash holdings, and investment

Lai, Van Son; Nguyen, Duc Khuong; Sodjahin, William; … - In: Advances in Pacific Basin business, economics, and finance 6 (2018), pp. 51-75

Persistent link: https://www.econbiz.de/10012582190

A characterization of CAT bond performance indices

Trottier, Denis-Alexandre; Lai, Van Son; Godin, Frédéric - In: Finance research letters 28 (2019), pp. 431-437

Persistent link: https://www.econbiz.de/10012388359

An analysis of government loan guarantees and direct investment through public-private partnerships

Soumaré, Issouf; Lai, Van Son - In: Economic modelling 59 (2016), pp. 508-519

Persistent link: https://www.econbiz.de/10011647920

Option pricing under regime-switching models : novel approaches removing path-dependence

Godin, Frédéric; Lai, Van Son; Trottier, Denis-Alexandre - In: Insurance / Mathematics & economics 87 (2019), pp. 130-142

Persistent link: https://www.econbiz.de/10012058933

Basel III capital buffers and Canadian credit unions lending : impact of the credit cycle and the business cycle

Hessou, Helyoth; Lai, Van Son - In: International review of financial analysis 57 (2018), pp. 23-39

Persistent link: https://www.econbiz.de/10012006305

Basel III capital buffer requirements and credit union prudential regulation : Canadian evidence

Hessou, Helyoth; Lai, Van Son - In: Journal of financial stability 30 (2017), pp. 92-110

Persistent link: https://www.econbiz.de/10011825598