Andy Yeh

Brass Ring International Density Enterprise (BRIDE)

Postdoc Co-Chair

6/F, Teda Building, 87 Wing Lok Street

Sheung Wan

Hong Kong

Hong Kong

http://ayafintech.network

SCHOLARLY PAPERS

11

DOWNLOADS

227

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Ideas:
“  Macrofinance, asset return prediction, bank capital regulation, and corporate ownership governance.  ”

Scholarly Papers (11)

1.

Stock Market Alphas Help Predict Macroeconomic Innovations

Macroeconomic Dynamics, April 2023.
Number of pages: 76 Posted: 13 Dec 2021 Last Revised: 08 Apr 2023
Andy Yeh
Brass Ring International Density Enterprise (BRIDE)
Downloads 86 (531,964)

Abstract:

Loading...

fama-french factor models, vector auto-regressions, granger causation tests, dynamic conditional alphas, macroeconomic innovations, and asset return anomalies

Bank Leverage and Capital Bias Adjustment Through the Macroeconomic Cycle

Journal of Risk, 2020
Number of pages: 58 Posted: 11 Sep 2020
Andy Yeh
Brass Ring International Density Enterprise (BRIDE)
Downloads 61 (655,256)
Citation 1

Abstract:

Loading...

Bank Leverage, Capital, Macroeconomic Default Adjustment, Monte Carlo Simulation, Macro-Prudential Stress Test, Loan Portfolio Segmentation, Logit Default Likelihood Analysis

Bank Leverage and Capital Bias Adjustment Through the Macroeconomic Cycle

Journal of Risk, Vol. 23, No. 1, October 2020, Pages: 33-99
Number of pages: 68 Posted: 07 Jan 2021
Andy Yeh
Brass Ring International Density Enterprise (BRIDE)
Downloads 0
  • Add to Cart

Abstract:

Loading...

bank capital, leverage, macroeconomic cycle, default probability, Monte Carlo simulation, Basel capital accord

3.

Permanent Capital Hypothesis

Number of pages: 47 Posted: 21 Dec 2022
Andy Yeh
Brass Ring International Density Enterprise (BRIDE)
Downloads 49 (711,520)

Abstract:

Loading...

Permanent capital hypothesis, DSGE, GMM, Fama-French, Epstein-Zin, intermediary capital, q-theory, intertemporal CAPM, cash payout, debt substitution

4.

Is International Divergence from Wide Stock Ownership Dispersion An Optimal Corporate Outcome?

Number of pages: 36 Posted: 21 Dec 2022
Andy Yeh
Brass Ring International Density Enterprise (BRIDE)
Downloads 31 (841,428)

Abstract:

Loading...

Dynamic convergence of Berle-Means incumbent stock ownership dispersion; law and finance; corporate governance; investor protection; managerial entrenchment; rent protection

5.

The Happy Story of Small Business Finance

Journal of Banking and Finance, Vol. 31, No. 9, 2007
Posted: 25 Jul 2015 Last Revised: 18 Aug 2015
Andy Yeh
Brass Ring International Density Enterprise (BRIDE)

Abstract:

Loading...

corporate finance, privately held enterprise, capital adequacy, financial contentment, long-term sustainability

6.

Credit Default Swap Spreads, Fair Value Spreads, and Interest Rate Dynamics

Journal of Credit Risk, Vol. 8, No. 4, 2012
Posted: 25 Jul 2015 Last Revised: 18 Aug 2015
Andy Yeh
Brass Ring International Density Enterprise (BRIDE)

Abstract:

Loading...

Credit risk, interest rate risk, credit default swap, fair value spread, panel regression

7.

An Empirical Implementation of CreditGrades

Journal of Credit Risk, Vol. 6, No. 1, 2010
Posted: 25 Jul 2015 Last Revised: 18 Aug 2015
Andy Yeh
Brass Ring International Density Enterprise (BRIDE)

Abstract:

Loading...

CreditGrades, credit default swap spreads, credit risk model, default probability, global financial crisis

8.

Key Motifs in the Home-Host Mantra of Operational Risk Management

Journal of Operational Risk, Vol. 3, No. 4, 2008
Posted: 25 Jul 2015 Last Revised: 18 Aug 2015
Andy Yeh
Brass Ring International Density Enterprise (BRIDE)

Abstract:

Loading...

Operational risk, Basel home-host cooperation, corporate governance, risk management, standalone capability, capital allocation, loss distribution approach (LDA), PIllar 2 internal capital adequacy assessment process (ICAAP), inter-jurisdictional diversification, insurance, derivative risk transfer

9.

Path Dependence or Convergence? The Evolution of Corporate Ownership Around the World

Review of Law and Economics, Vol. 3, No. 2, 2007
Posted: 25 Jul 2015 Last Revised: 09 Mar 2016
Andy Yeh
Brass Ring International Density Enterprise (BRIDE)

Abstract:

Loading...

corporate governance, corporate ownership, legal protection, asset specificity, path dependence, convergence, Berle-Means modern corporation

10.

A New Basel Bank Capital Framework

Reserve Bank of New Zealand (RBNZ) Bulletin, Vol. 68, No. 3, 2005
Posted: 25 Jul 2015 Last Revised: 17 Aug 2015
Andy Yeh
Brass Ring International Density Enterprise (BRIDE)

Abstract:

Loading...

Basel capital framework, bank capital adequacy, risk parameter adjustment, macroeconomic cycle, market risk, credit risk, operational risk, procyclicality risk, strategic risk

11.

An Algorithmic Model for Retail Credit Portfolio Segmentation

Journal of Risk Model Validation, Vol. 7, No. 2, 2013
Posted: 25 Jul 2015 Last Revised: 17 Aug 2015
Andy Yeh
Brass Ring International Density Enterprise (BRIDE)

Abstract:

Loading...

Basel model development, Monte Carlo simulation, asymptotic single risk factor model, credit risk, segmentation, retail mortgage segmentation, k-means cluster analysis, risk capital management, asset correlation analysis