國立成功大學 會計學系暨財務金融研究所

• 美國卓克索大學(Drexel University)財務博士
• 美國卓克索大學財務碩士
• 國立成功大學工業管理系

• 講師, 靜宜大學財務金融系
• 助理教授, 美國紐澤西羅文大學(Rowan University)
• 助理教授, 高雄大學金融管理系

1. Wang, Alan T. and Chengxue Yao, 2014. “Risk of Latin America Sovereign Debts before and after the Financial Crisis”, Applied Economics (SSCI), Vol.46, pp.1665-1676.
2. Wang, Alan T. and S.-Y. Yang, 2013. “Is China's Equity Market a Systematic Risk for International Asset Pricing Models?” Investment Management and Financial Innovations, Vol.10, pp.174-183.
3. Lo, C.-T., Y.-K. Chen and A.T. Wang， 2013. “A Study on Central Government’s Public Construction Investment Portfolio Patterns”, Architecture Science, Vol. 6, pp. 045-063.
4. Wang, Alan T., S.-Y. Yang and N.-T. Yang, 2013. “Information Transmission between Sovereign Debt CDS and Other Financial Factors-The Case of Latin America”, North American Journal of Economics and Finance (SSCI), Vol.26, pp.586-601.
5. Wang, Alan T., S.-H. Hung and I.-M. Jiang, 2013. “The Effect of Target Federal Funds Rate Changes on the Foreign Exchange Markets: An Event Study Approach”, Journal of Applied Finance and Banking, Vol.3, No.3, pp. 117-132.  
6. I-Ming Jiang, S.-Y. Yang, Y.-H. Liu, and Alan T. Wang, 2012. "Valuation 
   of Double Trigger Catastrophe Options with Counterparty Risk", North American Journal of Economics and Finance (SSCI), Vol.25, August, pp.226-242..
7. Wang, Alan T., Ming-Yuan Li, and Ti-Chen Chen, 2010. “The Return Behaviors of ADRs: Price Transmission, Foreign Exchange rate Risks, and Global Diversification”, Applied Economics (SSCI), Vol.42, no. 13-15, pp.1811-1823.
8. Liang, C.-C. and Alan T. Wang, 2009. “Nonlinear Adjustments of ADR Mispricing with Transaction costs”, The Empirical Economics Letters, Vol. 8(6), pp.563-572.
9. Wang, Alan T., 2008. “Long-run Equilibrium, Volatility Spillovers and International Asset Pricing: Empirical Analysis through ADRs”, Review of Securities and Futures Markets (Taiwan SSCI), Vol.11, No.3, pp.33-70.
10. Wang, Alan T., and W.-C. Lee, 2007. "An Empirical Application of Markov Model for the Term Structure of Credit Risk Spreads", Journal of Chinese Statistical Association (JEL, EconLit), Vol.45, pp.55-73.
11. Wang, Alan T. and S.-Y. Yang, 2007. “A Simplified Firm-value Based Risky Discount Bond Pricing Model”, Review of Pacific Basin Financial Markets and Policies (FLI, JEL, EconLit), Vol.10, No.3, 445-468.
12. Ming-Yuan Li, A.T. Wang, Y.-C. Lin and H.-H. Cheng, 2007. “Determinants and Impacts of the Relative Use of Depository Receipts and Euro Convertible Bonds by High-tech Corporations: An Empirical Study”, Economics Bulletin (e-JEL, EconLit), Vol.3, No.10, pp.1-13.
13. Wang, Alan T., 2007. “Does implied volatility of currency futures options imply volatility of exchange rates?”, Physica A: Statistical Mechanics and its Applications (SCI), 374(2), February, pp.773-782.
14. Li, Ming-Yuan Leon, Ming-Long Wang, Alan T. Wang and Chien-An Wang, 
    "Determinants of Dividend Policy: High-tech versus Traditional Companies-An 
    Empirical Study of Taiwan Listed Companies," Empirical Economics Letters (EconLit) 5(2), March, 2006.
15. Yang, S. Y., S. C. Doong, A. T. Wang, and D. L. Chang, 2005. “Intra-day analysis of the dynamics of returns and conditional volatilities of ADRs and underlying assets- The case of Asian Tigers”, Journal of Economics and Management (EconLit), Vol.1, No. 2, pp.119-141.
16. Yang, S. Y., S. C. Doong, and A. T. Wang, 2005. “The Dynamic Relationship and Pricing of Stocks and Exchange Rates: Empirical Evidence from Asian Emerging Markets” , The Journal of American Academy of Business, (ABI) Vol. 7, No. 1, September, pp.118-123.
17. Wang, Alan T. and S.-Y. Yang, 2004. “Foreign Exchange, World Diversification, and Taiwanese ADRs”, Applied Economics Letters (SSCI), Vol.11, No.12, pp.755-758.
18. Chiang, Thomas C., S.-Y. Yang and T.-S. Wang, 2000. "Stock Return and Exchange Rate Risk: Evidence from Asian Stock Markets Based on a Bivariate GARCH Model", International Journal of Business (JEL), Vol.5, No.2, Fall 2000.

1. “Stock Returns and Conditional Variance-Covariance: Evidence from Asian Stock Markets”, with Thomas C. Chiang and Sheng-Yung Yang, Presented in Southern Economic Association Annual Meeting, (Baltimore, Maryland), 1998.

2. “Stock Return and Exchange Rate Risk: Evidence from Asian Stock Markets Based on a Bivariate GARCH Model”, with Thomas C. Chiang and Sheng-Yung Yang, presented in Financial Management Association Annual Meeting, (Orlando, Florida), 1999.

3. “The One-factor stochastic volatility implied by Currency Options”, presented in Financial Management Association Annual Meeting, (Seattle , Washiongton), 2000.

4. “Rational Expectations and Implied Volatility on Currency Options: A Stochastic Approach presented in Financial Management Association Annual Meeting, (Toronto), 2001.

5. Wang, A. T., and S. Y. Yang, “Foreign Exchange Risk, World Diversification and Taiwanese ADRs”, 2004, 中區財經論壇，台中。

6. 公司債評價與違約風險(91-2416-H-390-004- ) (與楊聲勇合著): 國科會計畫執行期間 2002/12/1 至 2003/7/31。s中山大學2004年的證券暨金融市場理論與實務研討會(12th Conference on the theories and practices of securities and financial markets, SFM) ，高雄。

7. 外匯期貨選擇權之隱含波動函數(92-2416-H-006-048- ):計畫執行期間 2003/8/1 至 2005/7/31。

8. 影響美國存託憑證報酬的主要因素 (94-2815-C-006-115-H): 大專學生參與專題研究計劃-郭純若，國科會計畫執行期間 2005/7/1 至 2006/2/28。

9. Wang, A.T., and W.-C. Li, 2006. “An Empirical Application of Markov Model for the Term Structure of Credit Risk Spreads”, Eastern Finance Association Annual Meeting (EFA), Philadelphia, U.S.A.

10. Wang, A.T., 2006. “International asset pricing and equity market risk: empirical evidence through ADRs”, 中山大學證券暨金融市場理論與實務研討會(14th Conference on the theories and practices of securities and financial markets, SFM)，高雄。

11. Wang, Alan T. and J. Goh, 2007. “Long-run Equilibrium, Volatility Spillovers and International Asset Pricing: Empirical Analysis through ADRs”, 台灣財務金融學會年會(TFA Annual Meeting) ， 台中。