Faculty
Tse-Shih Wang
Name Tse-Shih Wang
Job title Associate Professor
E-mail wangt@mail.ncku.edu.tw
Office 63315
Extension 53401
Website http://tseshihwang.pixnet.net/blog
Specialist Econometrics Economics
Education
  • Ph.D., Drexel University
Experience
  • Assistant professor, NCKU, 2002 - 2008
  • Associate professor, NCKU, since 2008
Journals

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。