王澤世
Alan T. Wang
助理教授
成大會計系財金所
電話: (06) 275-7575 ext. 53439
E-mail: wangt@mail.ncku.edu.tw
教學及研究領域
Research: Asset Pricing Theories, Fixed income securities, and International Finance.
Teaching: Fixed income securities, financial engineering, and Econometrics.
學歷
Ph.D. in Finance, Drexel University, August 2001.
M.S. in Finance, Drexel University, 1994-1996.
B.S. in Industrial Management, National Cheng Kung University, 1986-1990.
論文題目
Three Essays on Currency Options and Volatility.
Advisor: Dr. Thomas C. Chiang.
經歷
Teaching Assistant, Risk Management, and Financial Management, Drexel
University, 1990-2000.
Adjunctive professor, Economics and Corporate Finance, 靜宜大學, Fall, 2000-2001.
Assistant professor, Investment, and International Financial management for
undergraduate and MBA classes, Rowan University, U.S.A., 2001-2002.
助理教授, 教授課程: 微積分, 統計學, 高雄大學, 九十一學年度.
助理教授, 教授課程: 固定收益型證券(MBA), 財務工程(MBA), 財務經濟學
(MBA, PhD), 時間序列等, 成功大學, 九十二學年度起.
已發表著作
1. "Stock Return and Exchange Rate Risk: Evidence from Asian Stock Markets
Based on a Bivariate GARCH Model", Thomas C. Chiang, Sheng-Yung Yang,
and Tse-Shih Wang, International Journal of Business (JEL), Vol.5, No.2, Fall
2000.
2. “Foreign Exchange, World Diversification, and Taiwanese ADRs”, with
Sheng-Yung Yang, Applied Economics Letters (SSCI), Vol.11, No.12, 2004.
3. Yang, S. Y., S. C. Doong, and A. T. Wang, “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, 2005.
4. 楊聲勇,董澍淇,王澤世與張德立, “美國存託評證與其標的股之報酬與波動
性的日動態傳遞研究-以亞洲四小龍為例”, 經濟與管理論叢 (Journal of
Economics and Management), Vol.1, No. 2, 2005.
5. 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.
6. Li, Ming-Yuan Leon and Alan T. Wang, "Determinants of the Relative Use
of Depository Receipts and Euro Convertible Bonds by High-tech Corporations:
An Empirical Study," International Journal of Management (ABI/INFORM),
Accepted and Forthcoming.
7. Wang, A.T., “Does implied volatility of currency futures options imply volatility
of exchange rates?”, Physica A: Statistical Mechanics and its Applications (SCI),
Accepted and Forthcoming.
研討會論文及國科會計劃
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.
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)。
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)。
專書
1. 楊聲勇、王澤世與邱良弼合著，“投資規劃”，CFP 認證測驗系列叢書， 證
券暨期貨市場發展基金會，2005。
其他
1. 2005 證券暨期貨市場發展基金會證券分析人員投資規劃試題委員。