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國立中山大學財務管理學系 Department of Finance National Sun Yat-sen University
 
 
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王志瑋助理教授
發佈日期 : 2015-07-21

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 王志瑋
CHIH-WEI WANG

助理教授

西班牙卡洛斯三世大學財務博士

研究室:管CM3021

電話:(07)525-2000 EXT 4820

redrum3690@gmail.com

 

EMPLOYMENT AND AFFILIATIONS

EDUCATION

RESEARCH INTERESTS 

PUBLICATIONS 

BOOK (CHAPTERS)

TEACHING EXPERIENCE 

SCHOLARSHIPS AND AWARDS

RESEARCH ABILITY

 

˙EMPLOYMENT AND AFFILIATIONS  

 

2015/8-now             Assistant Professor in Finance

                                       Department of Finance, National Sun Yat-sen University

 

2014-2015              Assistant Professor in Finance

                                       Chinese Academy of Finance and Development, Central University of Finance and Economics, Beijing, China


˙EDUCATION 

 

 

 
 
2012-June/2014             PhD in Finance.

                                      Universidad Carlos III de Madrid, Spain


2010-2012
             MSc. in Business Administration and Quantitative Methods.

                                      Universidad Carlos III de Madrid, Spain

            


˙RESEARCH INTERESTS

 

Risk Management, Financial Risk Spillover, Systemic Risk, Financing Structure and Credit Risk


˙PUBLICATIONS

 

1. C.-W. Wang* (with J. I. Peña and W.-C. Chiu) (2017), “Does the Source of Debt Financing Affect Default Risk?” Review of Financial Economics (Forthcoming, MOST: B+).
2. C.-W. Wang* (with W.-C. Chiu and Tao-Hsien Dolly King) (2017), “Debt Maturity and the Cost of Bank Loans” Journal of Banking & Finance (Minor Revision, SSCI).
3. C.-W. Wang* (with W.-N. Wu and Y.-B. Chang) (2017), “Public Service Users’ Behavior, Service Satisfaction, and Citizens’ Attitudes toward Budgets Cuts” International Review of Management and Business Research.
4. C.-W. Wang* (with J. I. Peña and W.-C. Chiu) (2017), “The Effect of Rollover Risk on Default Risk: Evidence from Bank Financing.” International Review of Financial Analysis (SSCI).
5. C.-W. Wang* (with J. I. Peña and W.-C. Chiu) (2016), “Tail Risk Spillovers and Corporate Cash Holdings.” Journal of Multinational Financial Management (MOST: B+).
6. C.-W. Wang* (with W.-C. Chiu, W.-N. Wu, and C.-J. Lin) (2016), “The Impact of Rollover Risk and Firm’s Policy on Extreme Risk in the Taiwan Manufacturing Industry.” Review of Pacific Basin Financial Markets and Policy (MOST: B).
7. C.-W. Wang (with Sofia B. Ramos, Helena Veiga, and Abderrahim Taamouti) (2016), “Do Investors Price Industry Risk? Evidence form Commodity Dependent Industry.” Journal of Energy Markets (Forthcoming)
8. C.-W. Wang* (with J. I. Peña and W.-C. Chiu) (2015), “Industry Characteristics and Financial Risk Contagion.” Journal of Banking & Finance Vol. 50, pp. 411–427. (SSCI)
9. C.-W. Wang (with J. I. Peña and W.-C. Chiu) (2015) “Measuring Systemic Risk: Common Factor Exposures and Tail Dependence Effects.” European Financial Management Vol. 21, pp. 833–866. (SSCI) 
10. C.-W. Wang (with H.-H. Lee and W.-C. Chiu) (2014) “Have Domestic Institutional Investors Become as Market Savvy as Foreign Investors? Evidence from Taiwan Options Market.” Journal of Derivatives Vol. 21, No. 4: pp. 63–81. (SSCI)
11. C.-W. Wang* (with J. I. Peña and W.-C. Chiu) (2013) “Do Structural Constraints of the Industry Matter for Corporate Failure Prediction?” Investment Analysts Journal Vol. 78, pp. 65–81. (SSCI)
12. C.-W. Wang (with Y.-J. Jou and W.-C. Chiu) (2013) “Is the Realized Volatility Good for Option Pricing during the Recent Financial Crisis?” Review of Quantitative Finance and Accounting Vol. 40, pp. 171–188.
13. C.-W. Wang (with Y.-J. Jou and W.-C. Chiu) (2010) “Pricing SPX and DIX by HAR Models.” International Journal of Computational Science and Engineering Vol. 5, pp. 10–20. (EI)


˙BOOK (CHAPTERS)

 

Ramos, Sofia B., Helena Veiga and Chih-Wei Wang, 2014, “Risk Factors in the oil industry: an upstream and downstream analysis” in The Interrelationship Between Financial and Energy Markets (Springer), Edited by Sofia B. Ramos and Helena Veiga.

 

˙TEACHING EXPERIENCE

 

2017 (Feb.)    Instructor of Intermediate Financial Management in NSYSU (Undergraduate Level)
2017 (Feb.)    Instructor of Financial Management (II) in NSYSU (Undergraduate Level)
2017 (Feb.)    Instructor of Independent Studies (Graduate Level)
2016 (Sept.)   Instructor of Independent Studies (Graduate Level)
2016 (Sept.)   Instructor of Financial Engineering in NSYSU (Undergraduate Level)
2016 (Sept.)   Instructor of Financial Risk Management in NSYSU (Undergraduate Level)
2016 (Feb.)    Instructor of Intermediate Financial Management in NSYSU (Undergraduate Level)
2016 (Feb.)    Instructor of Financial Management (II) in NSYSU (Undergraduate Level)
2015 (Sept.)   Instructor of Full Dimensional Personal Finance Planning in NSYSU (Graduate Level)
2015 (Sept.)   Instructor of Empirical Research Method in Finance in NSYSU (PhD level)
2014-2015    Instructor of Introduction to Finance in CUFE (Undergraduate level taught in English)
2014-2015    Instructor of Financial Risk Management in CUFE (Graduate level taught in English)
2012-2014
    Instructor of Financial Economics in Universidad Carlos III de Madrid (Undergraduate level taught in English)

 


˙SCHOLARSHIPS AND AWARDS

 

2015 (Dec.)      Best Research Paper Award in SFM conference
2014            Best PhD dissertation in Universidad Carlos III de Madrid
2012-2014        Full scholarship for PhD students of Universidad Carlos III de Madrid
2010-2012        Full scholarship for Master students of Universidad Carlos III de Madrid
2007         Lee Jack Chao-Sheng’s Scholarship (NCTU)
-This scholarship was awarded only to the top two performing students among Finance Graduate Institute and Statistics Graduate Institute


˙RESEARCH ABILITY

 

Programming : SAS, MATLAB, STATA, EVIEWS

Database:  Compustat, OptionMetrics, Bloomberg, CRSP, TickData, DataStream, DealScan, Capital

  IQ, ExecuComp

 
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