姓名：王耀輝

職稱：助理教授  

到校年月：94年2月  

辦公室：管二館810  

聯絡電話：(03) 4227151 ext. 66255

傳真：(03) 4252961

Current Position

Contact

Education

Research Interests

Teaching

Research

Chung, San-Lin and Wang, Yaw-Huei (2007). "Bounds and Prices of Currency Cross-Rate Options." Journal of Banking and Finance, Forthcoming. (SSCI, EconLit, FLI)

Wang, Yaw-Huei and Hsu, Chih-Chiang (2007). "Short Memory, Long Memory and Jump Dynamics in Global Financial Markets." Journal of Financial Studies, Forthcoming. (TSSCI)

Bartram, Söhnke M.,  Taylor, Stephen J. and Wang, Yaw-Huei (2007). "The Euro and European Financial Market Dependence." Journal of Banking and Finance, Forthcoming. (SSCI, EconLit, FLI)

Wang, Yaw-Huei, Keswani, Aneel and Taylor, Stephen J. (2006). "The Relationships between Sentiment, Returns and Volatility." International Journal of Forecasting 22, 109-123. (SSCI, EconLit)

Bartram, Söhnke M. and Wang, Yaw-Huei (2005).  "Another Look at the Relationship between Cross-market Correlation and Volatility." Finance Research Letters 2, 75-88.

"Option Prices and Risk-neutral Densities for Currency Cross-rates" with Stephen J. Taylor.

"The Impact of Jump Dynamics on Density Prediction".

"Dynamic Hedging with Futures: A Copula-based GARCH Model" with Chih-Chiang Hsu and Chih-Ping Tseng.

"Constructing Hedge Fund Portfolios: An Application of Copula" with Xiaoquan Liu and Eddie Pong.

"The Euro and European Financial Market Integration" with Söhnke M. Bartram and Stephen J. Taylor. The 2nd European Deloitte Risk Management Conference in Antwerp, Belgium. March 2004.

"The Relationships between Sentiment, Returns and Volatility" with Aneel Keswani and Stephen J. Taylor. 2004 European Financial Management Association Annual Meeting in Basel, Switzerland. June 2004.

"Option Prices and Risk-neutral Densities for Currency Cross-rates" with Stephen J. Taylor. 2004 European Finance Association Annual Meeting in Maastricht, Holland. August 2004.

"The Euro and European Financial Market Integration" with Söhnke M. Bartram and Stephen J. Taylor. Money, Macro and Finance Research Group 36th Annual Conference in London, UK. September 2004.

"The Euro and European Financial Market Integration" with Söhnke M. Bartram and Stephen J. Taylor. 2004 Quantitative Methods in Finance in Sydney, Australia. December 2004.

"The Euro and European Financial Market Integration" with Söhnke M. Bartram and Stephen J. Taylor. The 17th Australasian Finance and Banking Conference in Sydney, Australia. December 2004.

"The Euro and European Financial Market Integration" with Söhnke M. Bartram and Stephen J. Taylor. The 12th Conference on the Theories and Practices of Securities and Financial Markets in National Sun Yat-Sen University, Taiwan. December 2004.

"Option Prices and Risk-neutral Densities for Currency Cross-rates" with Stephen J. Taylor. The 12th Conference on the Theories and Practices of Securities and Financial Markets in National Sun Yat-Sen University, Taiwan. December 2004.

"Option Prices and Risk-neutral Densities for Currency Cross-rates" with Stephen J. Taylor. 2004 NTU International Conference on Finance in National Taiwan University, Taiwan. December 2004.

"The Euro and European Financial Market Integration" with Söhnke M. Bartram and Stephen J. Taylor. 2005 Taiwan Finance Association Annual Meeting in National Cheng Kung University, Taiwan. May 2005.

"Option Prices and Risk-neutral Densities for Currency Cross-rates" with Stephen J. Taylor. 2005 Financial Engineering Association of Taiwan Conference on Credit Risk and Financial Engineering in Taipei. May 2005.

"The Euro and European Financial Market Integration" with Söhnke M. Bartram and Stephen J. Taylor. Journal of Applied Econometrics Annual Lecture Series and Conference on Changing Structures in International and Financial Markets and the Effects on Financial Decision Making in Venice, Italy. June 2005.

"The Euro and European Financial Market Integration" with Söhnke M. Bartram and Stephen J. Taylor. 3rd INFINITI Conference: Real and Financial Aspects of Financial Integration in Dublin, Ireland. June 2005.

"The Euro and European Financial Market Integration" with Söhnke M. Bartram and Stephen J. Taylor. 2005 Financial Management Association Annual Meeting in Chicago, US. October 2005.

"Bounds and Prices of Currency Cross-rate Options" with San-Lin Chung. 2006 European Financial Management Association Annual Meeting in Madrid, Spain. June 2006.

"Bounds and Prices of Currency Cross-rate Options" with San-Lin Chung. Forth World Congress Bachelier Finance Society 2006 Conference in Tokyo, Japan. August 2006.

"Bounds and Prices of Currency Cross-rate Options" with San-Lin Chung. 2006 Financial Management Association Annual Meeting in Salt Lake City, US. October 2006.

"Short Memory, Long Memory and Jump Dynamics in Global Financial Markets" with Chih-Chiang Hsu. 2006 Financial Management Association Annual Meeting in Salt Lake City, US. October 2006.

"Short Memory, Long Memory and Jump Dynamics in Global Financial Markets" with Chih-Chiang Hsu. 2006  NTU International Conference on Finance in National Taiwan University, Taiwan. December 2006.

"Bounds and Prices of Currency Cross-rate Options" with San-Lin Chung. 2006  NTU International Conference on Finance in National Taiwan University, Taiwan. December 2006.

"The Euro and European Financial Market Dependence" with Söhnke M. Bartram and Stephen J. Taylor. 2006 American Finance Association Annual Meeting in Chicago, US. January 2007.