王澤世
| 姓名 | 王澤世 |
|---|---|
| 職稱 | 副教授兼財務長 |
| wangt@mail.ncku.edu.tw | |
| 辦公室 | 63315 |
| 分機 | 53439 |
| 個人網頁 | 個人網頁 |
| 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
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出版年月 著作名稱 作者 收錄出處 2024-06 Market’s Reactions to the Acquisition of Special Purchase Acquisition Companies 王澤世, 梁晉嘉, Chi-Lun Ko Empirical Economics Letters 2024- Exchange rates, credit default swaps and market volatility of emerging markets: Panel CS-ARDLapproach Wang, A.T., C.-C. Liang Borsa Istanbul Review 2024- Do CSR Firms Make Better Acquisitions? - The Case of Taiwan Wang, A.T., and J.-N. Li Review of Pacific Basin Financial Markets andPolicies 2024- The market’s reactions to the acquisition of special purchase acquisition companies Wang, A.T., C.-C. Liang, and C.-L. Ko EmpiricalEconomics Letters 2020-09 The causes and consequences of stock pledging by controlling shareholders: the case of Taiwan Alan T. Wang and Anlin Chen Advances in Pacific Basin Business, Economics and Finance 2019- Loan Loss Provisioning of the U.S. Commercial Banks after the Financial Crisis 王澤世, 許文忠, 何文程(中); Alan Wang, Wen-Chung Hsu, Wen-Cheng Ho Universal Journal of Accounting and Finance 2019- The information transmissions between the European sovereign CDS and the sovereign debt markets of emerging countries 王澤世; Alan T. Wang Asia Pacific Management Review 2018- A reexamination on the effect of bank competition on bank non-performing loans 王澤世; Alan T. Wang Applied Economics 2018- An Analysis of Gains to US Acquiring REIT Shareholders in Domestic and Cross-Border Mergers before and after the Subprime Mortgage Crisis 王澤世, 劉裕宏, 張語臻 ; Alan T. Wang , Yu-Hong Liu , and Yu-Chen Chang Sustainability 2015-09 The Role of Exchange Rate Fluctuations in the Volatility and Correlations in Emerging Markets Alan T. Wang, I-Ming Jiang, Horng-Jinh Chang and Johnson T. S. Cheng International Journal of Information and management sciences 2014-01 Risk of Latin America Sovereign Debts before and after the Financial Crisis 王澤世, 姚澄雪; Alan T. Wang, Chengxue Yao Applied Economics 2013-08 Valuation of double trigger catastrophe options with counterparty risk 姜一銘,楊聲勇,劉裕宏,王澤世;I-Ming Jiang, Sheng-Yung Yangb,Yu-Hong Liu, Alan T. Wang North American Journal of Economics and Finance 2013- The Effect of Target Federal Funds Rate Changes on the Foreign Exchange Markets: An EventStudy Approach Wang, Alan T.
, S.-H. Hung and I.-M. JiangJournal of Applied Finance and Banking 2013- Information transmission between sovereign debt CDS and other financial factors – The case of Latin America 王澤世,楊聲勇,楊念慈;Alan T. Wang, Sheng-Yung Yang and Nien-Tzu Yang North American Journal of Economics and Finance 2013- Is China's equity market a systematic risk for international asset pricing models? 王澤世, 楊聲勇; Alan T. Wang, Sheng-Yung Yang Investment Management and Financial Innovations 2012-12 A Study on Central Government’s Public Construction Investment Portfolio Patterns 羅清達,陳耀光,王澤世;Ching-Ta Lo, Yao-Kuang Chen, Alan T. Wang Architecture Science 2010- The Return Behaviors of ADRs: Price Transmission, Foreign Exchange Rate Risks, andGlobal Diversification Wang, Alan T.
, Ming-Yuan Li, and Ti-Chen ChenApplied Economics 2009-06 Nonlinear Adjustments of ADR Mispricing with Transaction Costs 梁晉嘉, 王澤世;Ching-Chia Liang, Alan T. Wang The Empirical Economics Letters 2008-11 Long-run equilibrium, volatility spillovers and international asset pricing: empirical analysis through ADRs 王澤世 證券市場發展季刊 2008- Price Transmission, Foreign Exchange Rate Risks, and Global Diversification of ADRs 王澤世, 黎明淵, 陳緹珍 Applied Economics 2007-09 A simplified firm-value based risky discount bond pricing model 王澤世, 楊聲勇 Review of Pacific basin financial markets and policies 2007-03 Determinants and impacts of the relative use of depository receipts and Euro convertible bonds by high-tech corporations: an empirical study 黎明淵,王澤世,Y.-C. Lin, H.-H. Cheng Economics Bulletin 2007-02 Does implied volatility of currency futures option imply the volatility of exchange rates 王澤世 Physical A:Statistical mechanics and its applications 2007- An empirical application of Markov model for the term structure of credit risk spreads 王澤世, 李維真 Journal of Chinese Statistical Association 2006-03 Determinants of Dividend Policy: High-tech versus Traditional Companies-An Li, Ming-Yuan Leon*, Ming-Long Wang, Alan T. Wang and Chien-An Wang Empirical Economics Letters 2005-09 The dynamic relationship and pricing of stocks and exchange rates: Empirical evidence from Asian emerging markets 董澍琪,楊聲勇, 王澤世 Journal of American Academy of Business 2005-07 美國存托憑證與其標的股之報酬與波動性的日內動態傳遞研究-以亞洲四小龍為例 楊聲勇、董澍琦、王澤世與張德立 經濟與管理論叢 2004-11 Foreign exchnage risk, world diversification and Taiwanese ADRs 王澤世 Applied economics letters 2000-10 Stock Return and Exchange Rate Risk: Evidence from Asian Stock Markets Based on a Bivariate GARCH Model 王澤世 International Journal of Business
- 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
