姓名:黃鴻明

職稱:助理教授

到校年月:968

辦公室:管二館833

傳真:(034252961

聯絡電話:(03422715166253

Emailhongming@ncu.edu.tw

【學  歷】

Ph.D., Finance, Syracuse University

【研究領域與專長】
Asset Pricing, Econometrics 

【論文著作】 

(A) 期刊論文

1.          Hongming Huang, Yildiray Yildirim, 2008, “Valuing TIPS Bond Futures in Jarrow-Yildirim Model”, Risk, June. (pdf)

2.          Hongming Huang, Chihwa Kao., and Giovanni Urga, 2008, “Copula-Based Tests for Cross-Sectional Independence in Panel Data” , Economics Letters, forthcoming (pdf)

3.          林文昌、黃鴻明,2002巨災風險下產險公司之盈餘價值風險管理學報Volume 4, No. 1, 1-18

(B) 研討會論文

1.      Hongming Huang, Yildiray Yildirim, April 2006, “Lease Financing, Credit Risk, and the Optimal Capital Structure”, FDIC Analytic Meeting, USA.

2.       Hongming Huang, Yildiray Yildirim, April 2007, “Leverage, Option Liabilities, and Corporate Bond Pricing”, Third International Conference on Credit and Operational Risks, HEC, Montreal, CANADA.

3.       Hongming Huang, Yildiray Yildirim, October 2007, “Leverage, Option Liabilities, and Corporate Bond Pricing”, Financial Management Association Annual Meeting, Orlando, Florida, USA.

4.      Hongming Huang, Yildiray Yildirim, October 2007, “Leverage, Option Liabilities, and Corporate Bond Pricing”, INFORMS annual meeting, Seattle, Washington, USA.