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陳珮芬


陳珮芬
老師 Pei-Fen Chen

職稱

教授

.

E-mail

pfchen@mail.nsysu.edu.tw

分機

( 07 ) 5252000轉5575

學歷

國立中正大學國際經濟研究所博士
國立中山大學經濟學研究所碩士
國立中山大學企業管理學系學士

個人

簡介

陳珮芬教授,任職於國立中山大學中國與亞太區域研究所。研究重點以全球金融市場與總體經濟相關議題為主軸,包括跨國銀行績效、金融市場與經濟成長、各國匯率動態調整,與貨幣政策等國際經濟議題。2006年取得國際經濟學博士學位後擔任教學與研究工作,在國際學術期刊發表論文30餘篇,研討會論文20餘篇,專注於金融業與總體經濟相關議題。

經歷

國立中山大學中國與亞太區域研究所專任教授 (2017迄今)
美國德州大學聖安東尼奧分校訪問學者 (2017 - 2018)
國立暨南國際大學國際企業學系系主任 (2014 - 2017)
國立暨南國際大學國際企業學系專任助理教授、副教授、教授 (2007 -2017)
泰國清邁大學經濟學院兼任教授 (2007 - 2014, 2022~)
國立中山大學國際經營管理碩士學程IBMBA兼任副教授 (2013 - 2014)

現職

國立中山大學中國與亞太區域研究所教授

研究

專長

金融創新、銀行業分析、國際金融市場、匯率動態分析、貨幣政策傳遞效果

主授

課程

國際經濟趨勢分析、金融時事分析、亞太區域經濟、中國與世界經濟、應用計量分析

學術

榮譽

2022 國立中山大學教學績優奬
2022 國立中山大學全校優良導師
2017- 2018傅爾布萊特資深學者赴美研究奬助
2017-2019國立中山大學新進教師奬勵
2007 - 2022科技部及教育部專題研究計劃奬勵10餘件
2014 -2015科技部奬勵特殊優秀人才
2016國立暨南國際大學傑出研究奬
2015國立暨南國際大學教學績優奬
2009 -2016國立暨南國際大學學術研究奬勵

研究

表現

發表國際知名學術期刊論文30餘篇,歷年獲得科技部與教育部專題研究計劃奬助10餘件。在RePEc發布的全球經濟學家排名中,於亞洲地區居前12% (20227)。擔任科技部專題研究計劃初審審查委員、科技部大專生研究計劃審查委員、教育部計劃審查委員。為二十餘種中英文國際期刊擔任審稿人。曾任國際經濟學術期刊之共同主編(co-editor)

研究成果

學術期刊論文

1. Luo, K., Liu, Y., Chen*, P.F., Zeng, M. (2022), Assessing the impact of digital economy on green development efficiency in the Yangtze River Economic Belt. Energy Economics, 112, Article 106127. (SSCI, IF: 7.042). Ranking: 12/376 (Economics). https://doi.org/10.1016/j.eneco.2022.106127
2. Chen*, P.F., Lo, S., Tang, H.Y. (2022), What if borrowers stop paying their loans? Investors’ rates of return on a peer-to-peer lending platform. International Review of Economics and Finance, 77, 359-377. (SSCI, IF: 2.522). Ranking: 52/110 (Business, Finance); 126/376 (Economics). https://doi.org/10.1016/j.iref.2021.10.011
3. Lee, C.C., Chen*, P.F., Zeng, J.H. (2020), Bank income diversification, asset correlation and systemic risk. South African Journal of Economics, 88(1), 71-89. (SSCI, IF: 2.136, MOST 105-2410-H-260-003). Ranking: 166/376 (Economics). http://doi.org/10.1111/saje.12235
4. Chen, P.F., Lin, C.W., Lee, C.C. (2019), Financial crises, globalization, and insurer performance: Some international evidence. North American Journal of Economics and Finance, 48, 835-856. (SSCI. IF: 2.772, MOST 105-2410 -H-260 -003). Ranking: 46/110 (Business, Finance); 106/376 (Economics). http://doi.org/10.1016/j.najef.2018.08.015
5. Chen, P.F., Lee, C.C., Zeng, J.H. (2019), Economic policy uncertainty and firm investment: evidence from the U.S. market. Applied Economics, 51(31), 3423-3435. (SSCI. IF: 1.835, NSC 102-2410-H-260-002). Ranking: 198/376 (Economics). http://doi.org/10.1080/00036846.2019.1581909
6. Chen, P.F., Zeng, J.H., Lee, C.C. (2018), Renminbi exchange rate assessment and competitors' exports: New perspective. China Economic Review, 50, 187-205. (SSCI, 科技部經濟學門B+級期刊, MOST 103-2410-H-260-001, IF:4.227). Ranking: 57/376 (Economics). http://doi.org/10.1016/j.chieco.2018.03.009
7. Yu, C.M., Chen*, P.F. (2018), House Prices, Mortgage Rate, and Policy: Megadata Analysis in Taipei. Sustainability, 10, 926. (SSCI, MOST 107-2410-H-110-063, IF: 3.251). Ranking: 124/274 (Environmental Sciences); 59/125 (Environmental Studies). https://doi.org/10.3390/su10040926
8. Chen, P.F., Lee, C.C., Lee, C.C., Huang, J.X. (2016), A Dynamic Analysis of Exchange Rate Exposure: The Impact of China’s Renminbi. The World Economy, 39(1), 132-157. (SSCI, 科技部經濟學門B+級期刊, NSC 101-2410-H-260-008, IF: 1.450). Ranking: 83/110 (Business, Finance); 250/376 (Economics); 63/95 (International Relations). http://doi.org/10.1111/twec.12365
9. Chen, P.F. (2016), U.S. Fiscal Sustainability and the Causality Relationship between Government Expenditures and Revenues: A New Approach Based on Quantile Cointegration. Fiscal Studies, 37(2), 301-320. (SSCI, 科技部經濟學門B+級期刊, IF: 1.261, NSC 98-2410-H- 260-021). Ranking: 86/110 (Business, Finance); 268/376 (Economics). http://doi.org/10.1111/j.1475-5890.2015.12053
10. Chen, P.F., Zeng, J.H. (2015), The wealth effect and consumers’ sentiment: Evidence from theoretical and empirical analyses. 管理學報 (in Mandarin), 32(1), 69-84. [TSSCI]. http://doi.org/10.6504/JOM.2015.32.01.04
11. Chien, M.S., Chen P.F., Hu, T.C. (2015). House Price Diffusion and Cross-Border House Price Dynamics in the Greater China Economic Area. Journal of Housing Studies 住宅學報 (in Mandarin), 24(2), 1-26. [TSSCI]
12. Chen, P.F., Zeng, J.H., Lee, C.C. (2015), Monetary policy and the diversification – profitability linkage in banking: evidences from emerging market economies. South African Journal of Economics, 83(4), 576-597. (SSCI. IF: 2.136). Ranking: 166/376 (Economics). http://doi.org/10.1111/saje.12070
13. Chen, P.F., Zeng, J.H. (2014), Asymmetric effects of households’ financial participation on banking diversification. Journal of Financial Stability, 13, 18-29. (SSCI. IF: 3.727, NSC 102-2410-H-260-002). Ranking: 24/110 (Business, Finance); 73/376 (Economics). http://doi.org/10.1016/j.jfs.2014.02.001
14. Chen, P.F., Zeng, J.H. (2014), The impact of noise trader sentiment on the housing market. 管理學報 (in Mandarin), 31(3), 245-262. [TSSCI]. http://doi.org/10.6504/JOM.2014.31.03.04
15. Chen, M.P., Chen, P.F., Lee, C.C. (2014), Frontier stock market integration and the global financial crisis. North American Journal of Economics and Finance, 29, 84-103. (SSCI. IF: 2.772). Ranking: 46/110 (Business, Finance); 106/376 (Economics). http://doi.org/10.1016/j.najef.2014.05.004
16. Chen, P.F., Zeng, J.H., Lee, C.C. (2014), The relationship between spot and futures oil prices: Do structural breaks matter? Energy Economics, 43, 206-217. (SSCI, 科技部經濟學門B級期刊, IF: 7.042). Ranking: 12/376 (Economics). http://doi.org/10.1016/j.eneco.2014.03.006
17. Chen, P.F., Lee, C.C., Chiu, Y.B. (2013), The nexus between defense expenditure and economic growth: New global evidence. Economic Modelling, 36(1), 474-483. (SSCI. IF: 3.127, NSC 96-2415-H-260-006). Ranking: 89/376 (Economics). http://doi.org/10.1016/j.econmod.2013.10.019
18. Hsieh, M.F., Chen, P.F., Lee, C.C., Yang, S.J. (2013), How does diversification impact bank stability? The role of globalization, regulations, and governance environments.  Asia-Pacific Journal of Financial Studies, 42(5), 813-844. (SSCI, 科技部一般財務學門領域B+級期刊, IF: 1.113, NSC100-2410 -H-260-027). Ranking: 93/110 (Business, Finance). http://doi.org/10.1111/ajfs.12032
19. Chen, M.P., Chen, P.F. (2013), Asymmetric effects of investor sentiment on industry stock returns: Panel data evidence. Emerging Markets Review, 14, 35-54. (SSCI. IF: 4.073, NSC 99-2410-H -260 -021). Ranking: 18/110 (Business, Finance); 63/376 (Economics). http://doi.org/10.1016/j.ememar.2012.11.001
20. Chen, P.F., Liu, P.C. (2013), Bank ownership, performance, and the politics: Evidence from Taiwan. Economic Modelling, 37, 578-585. (SSCI, MOST 100-2410-H-260-027, IF: 3.127). Ranking: 89/376 (Economics). http://doi.org/10.1016/j.econmod.2012.12.006
21. Chen, P.F., Lee, C.C., Lee, C.F. (2012), How does the development of the life insurance market affect economic growth? Some international evidence. Journal of International Development, 24, 865-893. (SSCI, MOST 97-2410-H-260-003, IF: 1.821). Ranking: 29/42 (Development Studies). http://doi.org/10.1002/jid.1765
22. Lee, C.C., Chang, C.P., Chen, P.F. (2012), Further evidence on property–casualty insurance premiums: Do multiple breaks and country characteristics matter? Japan and the World Economy, 24, 215-226. (SSCI, 科技部經濟學門B級期刊, IF: 1.206). Ranking: 276/376 (Economics). http://doi.org/10.1016/j.japwor.2012.01.007
23. Chen, P.F., Chien, M.S., Lee, C. C. (2011), Dynamic modelling of regional house price diffusion in Taiwan. Journal of Housing Economics, 20, 315-332. (SSCI, IF: 1.705). Ranking: 219/376 (Economics); 35/43 (Urban Studies). http://doi.org/10.1016/j.jhe.2011.09.002
24. Welle-Strand, A., Chen, P.F. and Ball, Graeme (2011), The Taiwanese economic “Miracle” continuing? East Asia, 28 (4), 329-350. https://doi.org/10.1007/s12140-011-9151-2
25. Wu, J.L., Chen, P.F. and Lee, C.N. (2009), Purchasing power parity, productivity differentials and non-linearity. The Manchester School, 77:3, 271-287. (SSCI, IF: 1.200). Ranking: 277/376 (Economics). https://doi.org/10.1111/j.1467-9957.2009.02097.x
26. Chen, P.F. and Lee, C.C. (2008), Nonlinear adjustments in deviations from the law of one price for wholesale hog prices. Agricultural Economics, 39, 123-134. (SSCI, IF: 2.585). Ranking: 9/21(Agricultural Economics & Policy); 123/376 (Economics). https://doi.org/10.1111/j.1574-0862.2008.00320.x
27. Lee, C.C., Chang, C. P. and Chen, P.F. (2008), Energy-income causality in OECD countries revisited: The key role of capital stock. Energy Economics, 30:5, 2359-2373. (SSCI, IF: 7.042). Ranking: 12/376 (Economics). https://doi.org/10.1016/j.eneco.2008.01.005
28. Lee, C.C., Chang, C. P. and Chen, P.F. (2008), Money demand function vs. monetary integration: Revisiting panel cointegration among GCC countries. Mathematics and Computers in Simulation, 79:1, 85-93. (SCI, IF: 2.463). Ranking: 66/111 (Computer Science, Interdisciplinary Applications); 42/108 (Computer Science, Software Engineering); 45/265 (Mathematics, Applied). https://doi.org/10.1016/j.matcom.2007.10.003
29. Lee, C.C., Chang, C.P. and Chen, P.F. (2008), Do CO2 emission levels converge among 21 OECD countries? New evidence from unit root structural break tests. Applied Economics Letters, 15(7), 551-556. (SSCI, IF: 1.157). Ranking: 282/376 (Economics). https://doi.org/10.1080/13504850500426236
30. Lee, C.C., Chen, P.F. and Wong, S.Y. (2008), Asymmetry in Stock Returns and Output Growth. International Research Journal of Finance and Economics, 14, 34-50.
31. Wu, J.L. and Chen, P.F. (2008), A revisit on dissecting the PPP puzzle: Evidence from a nonlinear approach. Economic Modelling, 25:4, 684-695. (SSCI, IF: 3.127). Ranking: 89/376 (Economics). https://doi.org/10.1016/j.econmod.2007.10.011
32. Lee, C.C., Chen, P.F. and Chang, C.P. (2007), Testing linearity in a cointegrating STR model for the money demand function: International evidence from G-7 countries. Mathematics and Computers in Simulation, 76, 293-302. (SCI, IF: 2.463). Ranking: 66/111 (Computer Science, Interdisciplinary Applications); 42/108 (Computer Science, Software Engineering); 45/265 (Mathematics, Applied).
33. Chen, P.F. and Lee, C.C. (2007), Is energy consumption per capita broken stationary? New evidence from regional-based panels. Energy Policy, 35:6, 3526-3540. (SSCI, IF: 6.142). Ranking: 18/376 (Economics); 32/114 (Energy & Fuels); 41/274 (Environmental Sciences); 14/125 (Environmental Studies). https://doi.org/10.1016/j.enpol.2006.12.027
34. 李建強, 張佩鈴, 陳珮芬, (2006), 台灣毛豬市場批發價格的非線性模型分析. 農業經濟半年刊, 80, 59-95. [TSSCI]
35. Wu, J.L. and Chen, P.F. (2006), Price indices and non-linear mean-reversion of real exchange rates. Southern Economic Journal, 73 (2), 461-471. (SSCI, IF: 1.596). Ranking: 228/376 (Economics). https://doi.org/10.2307/20111901

專題研究計劃

1. 2022, 發展中國家電子支付、普惠金融,與創業之實證研究, Mobil Payment, Financial Inclusion, and Entrepreneurship: Evidence from Emerging Economies (MOST 111-2410-H-110-051)
2. 2019, 中國貨幣政策的國際傳遞效果-Google趨勢搜尋引擎之應用, International transmissions of China's monetary policy – What does Google search tell us? (MOST 108-2410-H-110-048)
3. 2018, 台北市住宅房價之影響因素-逐筆成交資料分析, Assessing Residential House Prices in Taipei: Evidence from Mega Data Set. (MOST -107-2410-H-110-063).
4. 2016, 銀行相似性、多角化,與系統風險, Banks Connectedness, Diversification, and Systemic Risk: Global Evidence (MOST 105-2410 -H-260 -003)
5. 2016, Participatory cross-cultural education toward East Asia. (Co-principal Investigator and Corresponding Person). Feb. 2016 ~ Jan. 2017. Project granted by Ministry of Education (MOE).
6. 2015, The establishment project of financial investment decision center. Sub-program of NCNU Principal Development Plans (Co-principal Investigator). Dec. 2015 ~ Sep. 2016. Project granted by MOE.
7. 2014, 人民幣實質匯率與中國貿易, Renminbi real exchange rate and China’s Trade Flows. (MOST 103-2410-H-260 -001)
8. 2013, 公司投資、銀行競爭力,與利率轉嫁效果, Firm Investment, Bank Competition, and Monetary Policy Transmission Mechanism. (NSC 102 – 2410 – H - 260 - 002)
9. 2012, 人民幣及其他亞洲貨幣之失衡--時序變動共積模型之應用, The Misalignments of Renminbi and Other Asian Currencies: The Application of Time Varying Cointegration. (NSC 101 - 2410 - H - 260 - 008)
10. 2011, 銀行多角化、績效、風險及其影響因素之探討:全球銀行業之實證研究, The effects of diversification on bank performance and risk: International evidence. (NSC 100 - 2410 - H - 260 - 027)
11. 2010, 電子交易系統與原油現貨及期貨價格之非線性動態, Electronic Trading System and the Dynamics of Crude Oil Spot and Futures Prices. (NSC 99 – 2410 – H – 260 -061)
12. 2009, 財政赤字之非線性模型研究--跨國的實證分析, Nonlinear Adjustments of Government Budget Deficits: A Smooth Transition Approach and Multinational Evidence. (NSC 98 – 2410 – H – 260 -021)
13. 2008, 保險市場發展與經濟成長-全球資料的實證研究, Insurance market and economic growth: An international analysis. (NSC 97-2410-H-260-003)
14. 2007, 所得水準,國防支出與經濟成長之因果關係分析, Causal Relationship among Income, Defense Expenditures and Economic Growth. (NSC 96-2415-H-260-006)

科普文章

  1. 陳珮芬觀點:蓄勢待發─以商業模式思考大學全英語授課規畫,風傳媒。(2021-08-27) https://www.storm.mg/article/3904314?page=1
  2. 落實大學雙語教育從高中選才開始:如何透過招收IB/AP實驗教育學生來增進全英語授課成效? 關鍵評論 (2022-08-28) 
    https://www.thenewslens.com/amparticle/172278

學術審查人或評論人

  1. The World Economy, North American Journal of Economics and Finance, Journal of Risk and Insurance, China and World Economy, Economic Modelling, Emerging Markets Finance and Trade, Applied Economics, The Energy Journal, Empirical Economics, Letters in spatial and resource sciences, Risk Management and Insurance Review, Ecological Economics, Lecturas de Economía, …etc.
  2. Business and Economics Journal, special issue, 共同主編(Co-editor) 2014.
  3. 科技部專題研究計畫初審。
  4. 科技部大專生研究計畫初審。
論文指導
一、博士論文 (Doctoral Dissertation)
國立中山大學 (National Sun Yat-sen University, Kaohsiung, Taiwan)
畢業年
Graduation year
學生姓名
Student Name
論文題目
Thesis title
備註
Note
2022
林靜惠
臺灣地區治安環境之綜合評價及耦合協調性分析
Comprehensive Evaluation and Coupling Coordination Analysis of Public Security Environment in Taiwan
國立暨南國際大學 (National Chi-Nan University, Puli, Taiwan)
畢業年
Graduation year
學生姓名
Student Name
論文題目
Thesis title
備註
Note
2018
余建明
Yu, Chien-Ming
台北市房價變動關鍵因素之實證分析
An Empirical Study on the Key Factors of Housing Price Fluctuations in Taipei City
與王銘杰教授聯合指導 (Co-advised with Prof. Wang, Ming-Chieh)
2015
黃俊傑
Huang, Chun-Chieh
人民幣匯率動態與波動外溢效果
Renminbi Exchange Rate dynamics and the Volatility Spillover Effects
https://hdl.handle.net/11296/7bu483
2013
劉炳欽
Liu, Ping-Chin
銀行多角化、政治效應與銀行績效之關係
Diversification, Politics and Performance in Banking Industry
https://hdl.handle.net/11296/mpupw8
2013
連兆龍
Lien, Chao-Lung
海外上市,治理環境與股市產業聚集之跨國研究
Two Essay on Cross Listing: Applications of Bonding Hypothesis and the Industry Cluster in Stock Market
與王健安教授聯合指導 (Co-advised with Prof. Wang, Chien-An)
二、碩士論文 (Masters Dissertation)
國立中山大學 (National Sun Yat-sen University, Kaohsiung, Taiwan)
畢業年
Graduation year
學生姓名
Student Name
論文題目
Thesis title
備註
Note
2022
林泯旭
Lin, Min-Syu
中國貨幣政策對亞太各國匯率之影響
The Impact of China’s Monetary Policy to the Exchange Rate of Asia-Pacific Economies
2022
葉赫
Yeh, Ho
台灣經濟不確定性指數之建構與總體分析-以Google Trends搜尋為例
Construction and Analysis of Economic Uncertainty Index from Google Trends Search Volume for Taiwan
2021
高維傑
Kao, Wei-Chieh
機器學習對於自動化產業商業模式之影響與變革
The Influences and Perspectives of Machine Learning on the Business Model of Automation Industries
2021
朱品潔
Chu, Pin-Jie
行動支付與普惠金融–亞洲中低所得國家之研究
Mobile Payment and Financial Inclusion in Low- and Middle- Income Asian Countries
2021
朱翔遠
Chu, Shiang-Yuan
中國大陸經濟外交戰略之研究:以中東歐17+1合作倡議模式為例
A Study on the China's Economic DiplomacyCase of the 17+1 Initiative
2020
廖紹恩
Liao, Shao-En
人民幣匯率對出口影響-跨國分析
The Impact of Renminbi Exchange Rate on ExportA Cross-Country Analysis
2020
郭婷瑜
Kuo, Ting-Yu
軟實力與來台旅客之關係
The Relationship between Soft Power and Visitors to Taiwan
https://hdl.handle.net/11296/kugprt
2020
郭家華
Guo, Jia-Hua
人口結構變動對房價之影響:高雄市房屋買賣逐筆資料之應用
The Effects of Population Structure Change on Housing PricesTransaction of Kaohsiung
2020
李詩黎
Li, Shih-Li
電子支付發展對信用卡市場之影響
The Impact of Electronic Payment Development on The Credit Card Market
2020
林宗廷
Lin, Tsung-Ting
探討房屋特徵與總體經濟對房價影響-以台北市為例
The Impact of Housing Characteristics and Macroeconomics on Housing Prices in Taipei
2019
唐海緣
Tang, Hai-Yuan
線上借貸平台的投資報酬率
Investment Returns of Online Lending Platforms
2019
尤信發
Yu, Hsin-Fa
人民幣變動對國際貨幣之影響
The impact of RMB Changes on Main Currencies
國立暨南國際大學 (National Chi-Nan University, Puli, Taiwan)
畢業年
Graduation year
學生姓名
Student Name
論文題目
Thesis title
備註
Note
2017
劉慧青
Liu, Hui-Chin
P2P貸款成功與否因素之探討—以Lending Club為例
The Effect of Success in P2P Lending—The Case of Lending Club
2016
曾亭薇
Zeng, Ting-Wei
匯率對台灣進出口的影響以中國大陸為例
The Impact of Exchange Rates on Taiwan's Trade Flows to China
2016
張珮
Supaporn Chokchaiwong
伊斯蘭銀行、商業銀行與經濟成長:以馬來西亞為例
Islamic, Commercial Banking and Economic GrowthAnalysis of Malaysia
2015
尤郁勛
Yu, Yu-Hsun
多邊匯率變動對各國出口之影響-以台灣製造業為例
The Effect of Multilateral Exchange Rate to The Exports of Taiwan’s Manufacturing Industries
https://hdl.handle.net/11296/6pe4yu
2014
吳建達
Wu, Chien-Ta
應用財務比率分析本國銀行購併前後營運績效之研究
Using Financial Ratios Study on Taiwan Commercial Banks' Business Performances, between Prior-merger and Post-merger
https://hdl.handle.net/11296/fwsre5
2014
王健一
Wang, Jian-Yi
投資人情緒、總體經濟變數與台股報酬的關聯性
The Relevance of Investor Sentiment, Macroeconomic Variables and The Returns of Taiwan Stock Market.
https://hdl.handle.net/11296/d85gt9
2014
謝佳佑
Hsieh, Chia-Yu
投資、貨幣政策與銀行競爭力之關係-以亞洲國家為例
Investment, Monetary Policy and Bank Competition in Asian Countries
https://hdl.handle.net/11296/4s2taa
2014
石濟豪
Shih, Chi-Hao  
技術分析指標複合的搭配及預測:以台灣加權股價指數為例
Combined Indicators and Forecasts of Technical Analysis: An Empirical Investigation in the Taiwan Capitalization Weighted Stock Index
https://hdl.handle.net/11296/fu897f
2012
吳依蒨
Wu, Yi-Chien
人民幣匯率之動態預測
The Dynamic Relationship of Renminbi and Other 11 Currencies – The Application of Cointegration Approach
https://hdl.handle.net/11296/8xraag
2012
陳奕卲
Chen, Yi-Shao
歐盟國家債務與總體變數之動態關係
The Impact of Macroeconomic Factors to Government Debts in European Union Countries
https://hdl.handle.net/11296/76j6ah
2012
黃億文
Huang, Yi-Wen
人民幣均衡匯率與匯率失衡之實證研究:動態追蹤資料模型之應用
China’s Equilibrium Exchange Rate and Misalignment with Dynamic Panel GMM Estimators
https://hdl.handle.net/11296/kh8fvy
2011
林益麟
Lin, Yi-Lin
銀行所有權、績效,與選舉間關係之探討--台灣金融機構之追蹤資料
Ownership, Performance, and Election of Financial Institutions in Taiwan
與李建強教授聯合指導 (Co-advised with Prof. Lee, Chien-Chiang)
2011
高安邦
Gau, An-Bang
台灣期貨市場的從眾行為
Herding Behavior in Taiwan Futures Market
與高櫻芬教授聯合指導 (Co-advised with Prof. Gau, Yin-Feng)
2011
蕭敬桓
Hsiao, Ching-Huan
石油現貨與期貨價格具多重結構改變點的時間趨勢與單根性質
The Time Trend and Unit Root Properties of Crude Oil Spot and Futures Prices with Multiple Structural Breaks.
https://hdl.handle.net/11296/zu83e5
2010
陳俊詠
Chen, Chun-Yung

修正投機性攻擊壓力指數之跨國分析:平滑轉換自我迴歸模型之應用

Modification of the ERW Index of Cross-Country Analysis: Application of Vector Autoregressive Extension of the STR

https://hdl.handle.net/11296/egpj87
2010
蔡富仁
Tsai, Fu-Jen

新聞宣告對外匯市場買賣價差的影響

Impacts of Macroeconomic Announcements on Spreads in the Foreign Exchange Market

https://hdl.handle.net/11296/jvkftu

與高櫻芬教授聯合指導 (Co-advised with Prof. Gau, Yin-Feng)

2010
吳震星
Wu, Zhen-Xing
外匯市場買賣單的資訊內涵
Information Content of Orders in the Foreign Exchange Market

https://hdl.handle.net/11296/5my644

與高櫻芬教授聯合指導 (Co-advised with Prof. Gau, Yin-Feng)

2010
倪世颺
Ni, Shih-Yang
電子交易系統對股市價格效率性之影響-非線性動態調整之應用
The Effect of Electronic Trading System on Price Efficiency in Stock Markets Based on Nonlinear Dynamic Adjustment
https://hdl.handle.net/11296/2tqr8f
2009
許玴豪
Hsu, Yi-Hao
外匯市場效率之再檢驗-考慮結構變動追蹤資料單根檢定之應用
A Reexamination of Foreign Exchange Market Efficiency - Application of Panel Unit Root Test with Structural Breaks
https://hdl.handle.net/11296/pe46kx
2009
蘇姵璇
Sue, Pei-Shuan
股價指數與股價指數期貨之動態關係-平滑轉換自我迴歸模型的應用
The Dynamic Relationship between Stock Index and Index Futures - The Applications of Smooth Transitional Autoregressive Model

 

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