Publications- All

Showing 1-25 of 25
Date Title Type Full Text
2025-10 Should economic theories guide the machine learning model in forecasting exchange rate? article web page(102)
2025-08 在異質投資人假設下之外匯市場高階動差定價 report web page(16)
2025-05 Application of a Dual‑Stream Hybrid Network for Exchange Rate Prediction article web page(111)
2023-09 以深度學習提升外匯資產訂價及交易策略之績效研究 report web page(19)
2022-12 Opportunities for Happiness and Its Determinants Among Children in China: A Study of Three Waves of the China Family Panel Studies Survey article web page(571)
2022-07 Time-varying Transitional Dynamics of Macroeconomic Determinants on the Carry Trade article web page(604)
2022-03 Optimal Carry Trade Portfolio Choice under Regime Shifts article web page(659)
2019-10 The sources of pricing factors underlying the cross-section of currency returns article pdf(527)
2019-09 外匯超額報酬之商品,價值及動能效果 report web page(20)
2018-03 外匯市場之風險因子研究:訂價及背後成因探討 report web page(16)
2017-03 國家風險和外匯交易策略之關聯性分析 report web page(17)
2015-12 台灣產業指數的外溢效果 article pdf(1091)
2015-01 狀態轉換下之外匯利差交易最適投資組合分配 report web page(1124)
2014-04 Consistent Estimation of Technical and Allocative Efficiencies for a Semiparametric Stochastic Cost Frontier with Shadow Input Prices article pdf(1522)
2014 利差交易報酬之總體經濟因素分析 report pdf(313)
2013-06 Financing Decision and Productivity Growth for the Venture Capital Industry in Taiwan article pdf(1237)
2012-04 The comovement between exchange rates and stock prices in the Asian emerging markets article pdf(1429)
2012 使用品質向量自我迴歸進行特色反轉投資策略在歐洲區規模及價值風險溢酬的研究 report
2012 使用狀態轉換模型進行特色反轉投資策略在歐洲區規模及價值風險溢酬的研究 report pdf(513)
2011-09 Exchange Rate Exposure in the Asian Emerging Markets article pdf(1325)
2009 金融機構,國際要素流動和市場進入之相關探討 report pdf(917)
2008-12 Asymmetric exposures in the Asian emerging markets conference
2008-07 Risk Exposures in the Asian Emerging Markets conference
2007 亞洲新興市場的匯率風險效果 report pdf(893)
2000 公司規模效果之涉險值研究 thesis pdf(670)pdf(629)pdf(762)
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