系所成員FACULTY
回首頁 系所成員 專任教師 王澤世
王澤世
姓名 王澤世
職稱 副教授
E-mail wangt@mail.ncku.edu.tw
辦公室 63315
分機 53439
個人網頁 https://alanwang001.pixnet.net/blog
專長領域 國際金融、固定收益型證券、金融機構管理、投資管理、時間序列預測分析
學歷
  • 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
經歷
  • 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, Glassboro, New jersey, USA)
  • 助理教授, 高雄大學金融管理系 
  • 助理教授, 成大會計系財金所
  • 副教授,成大會計系財金所
  • 成大會計系系主任暨財務金融研究所所長
  • 成大會計文教基金會副董事長
  • 證交所, 櫃買中心ETF上市櫃審議委員
  • 資誠教育基金會董事
期刊論文

1.  

  1.  Wang, A.T., C.-C. Liang, 2024. Exchange rates, credit default swaps and market volatility of emerging markets: Panel CS-ARDL approach. Borsa Istanbul Review 24, 176-186. (SSCI)
  2. Wang, A.T., and J.-N. Li, 2024. Do CSR Firms Make Better Acquisitions? - The Case of Taiwan. Review of Pacific Basin Financial Markets and Policies 27, 2450007.
  3. Wang, A.T., C.-C. Liang, and C.-L. Ko, 2024. The market’s reactions to the acquisition of special purchase acquisition companies. Empirical Economics Letters 23, No.6. (EconLit)
  4. Wang, A.T., A.-L. Chen, 2020. The causes and consequences of stock pledging by controlling shareholders: the case of Taiwan. Advances in Pacific Basin Business, Economics and Finance 8, 99–129.
  5. Wang, A.T., Wen-Chung Hsu, and Wen-Cheng Ho, 2019. Loan Loss Provisioning of the U.S. Commercial Banks after the Financial Crisis. Universal Journal of Accounting and Finance 7, 29-42. (EconLit)
  6. Wang, Alan T., 2019. The information transmissions between the European sovereign CDS and the sovereign debt markets of emerging countries. Asia Pacific Management Review 24, 176-189.
  7. Wang, Alan T., Yu-Hong Liu, Yu-Chen Chang, 2018. An Analysis of Gains to US Acquiring REIT Shareholders in Domestic and Cross-Border Mergers before and after the Subprime Mortgage Crisis. Sustainability 10, 4586. (SSCI)
  8. Wang, Alan T., 2018. A reexamination of the effect of bank competition on bank non-performing loans. Applied Economics 50, 6165-6173. (SSCI)
  9. Wang, Alan T., I-Ming Jiang, Horng-Jinh Chang and Johnson T.S. Cheng, 2015. The role of exchange rate fluctuations in the volatility and correlations in emerging markets. International Journal of Information and Management Sciences 26, 219-238.
  10. 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.
  11.  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.
  12.  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.
  13.  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.
  14. 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.  
  15.  Jiang, I-Ming, 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.
  16. 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.
  17.  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.
  18. 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.
  19.  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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24.  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.
  25. 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.
  26. 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.
  27. 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.
研討會論文

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。

其他著作

債券市場: 理論與實務. 雙葉書局