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黃宜侯
專任師資
姓名 黃宜侯
電子郵件 alexhuang@nctu.edu.tw
聯絡電話 03-5712121 Ext. 57081
傳真 03-5729915
辦公室 管理一館M-423室
個人網站 https://sites.google.com/site/ahuang1/
授課領域 財務管理
研究專長 應用計量經濟、財務風險管理、投資學
職稱 副教授兼管理學院國際事務辦公室主任
學歷 美國紐約市立大學經濟學博士
年度 論文名稱
2012 Huang, Alex YiHou, Asymmetric dynamics of stock price continuation , Journal of Banking and Finance, 36, 6, pp1839-1855, (SSCI)
2012 Huang, Alex YiHou, Chung-Hua Shen, and Chih-Chun Chen , Impacts from major events of financial crisis on credit default swaps , Journal of Fixed Income, 21, 3, pp31-43, (Others)
2012 Huang, Alex YiHou and Wen-Cheng Hu , Switching dynamics in credit default swaps: Evidence from smooth transition autoregressive model, Physica A: Statistical Mechanics and Its Applications, 391, 4, pp1497-15088, (SCI)
2012 Huang, Alex YiHou, Volatility forecasting by quantile regression, Applied Economics, 44, 4, pp423-433, (SSCI)
2012 Huang, Alex YiHou and Hui-Ling Shen, The case of split between ASUS and Pegatron, Management Review, (TSSCI)
2012 Huang, Alex YiHou, Chiao-Ming Cheng, Wen-Cheng Hu, and Chih-Chun Chen, Oil price and stock prices of alternative energy companies: Time varying relationship with recent evidence, Journal of Economics and Management
2012 Huang, Alex YiHou and Wen-Cheng Hu, Price dynamics of credit default swaps, Journal of Management and Systems, (TSSCI)
2011 Huang, Alex YiHou, Sheng-Pen Peng, Fangjhy Li, Ching-Jie Ke, Volatility forecasting of real exchange rate by quantile regression, International Review of Economics and Finance, 20, 4, pp591-606, (SSCI)
2011 Huang, Alex YiHou, Volatility modeling by asymmetrical quadratic effect with diminishing marginal impact, Computational Economics, 37, 3, pp301-330, (SSCI)
2011 Li, Nan and Alex YiHou Huang, Price discovery between sovereign credit default swaps and bond yield spreads of emerging markets, Journal of Emerging Market Finance, 10, 2, pp197-225
2011 Huang, Alex YiHou, Volatility forecasting in emerging markets with application of stochastic volatility model, Applied Financial Economics, 21, 9, pp665-681
2011 Chen, Chun-Da, Alex YiHou Huang, and Chih-Chun Chen, The effects of abolishing a foreign institutional investment quota in Taiwan, Emerging Markets Finance and Trade, 47, 2, pp74-98, (SSCI)
2011 Huang, Alex YiHou, Chiao-Ming Cheng, Wen-Cheng Hu, and Chih-Chun Chen, Relationship between crude oil prices and stock prices of alternative energy companies with recent evidence, Economics Bulletin, 31, 3, pp2434-2443
2011 Lee, Wen-Shiung, Alex YiHou Huang, Yong-Yang Chang, and Chiao-Ming Cheng, Analysis of decision making factors for equity investment by DEMATEL and analytic network process, Expert Systems with Applications, 38, 7, pp8375-8383, (SCI)
2011 Huang, Alex YiHou, Fangjhy Li, Wen-Cheng Hu, and Chih-Chun Chen, An alternative volatility forecasting by backtesting optimization process with GARCH model, International Journal of Economics, 5, 2, pp235-242
2010 Huang, Alex YiHou and Yi-Heng Tseng, Is crude oil price affected by the US dollar exchange rate?, International Research Journal of Finance and Economics, 58, pp109-120
2010 Huang, Alex YiHou, An optimization process in value-at-risk estimation, Review of Financial Economics, 19, 3, pp109-116
2009 Huang, Alex YiHou, Nan Li, Wen-Cheng Hu, and Chih-Chun Chen, Is there arbitrage-free equilibrium between sovereign credit default swaps and bonds?, Empirical Economics Letters, 8, 9, pp867-876
2009 Huang, Alex YiHou and Tsung-Wei Tseng, Forecast of value at risk for equity indices: An analysis from developed and emerging markets, Journal of Risk Finance, 10, 4, pp393-409
2009 Huang, Alex YiHou, A value at risk approach with kernel estimator, Applied Financial Economics, 19, 5, pp379-395
年度 論文名稱
2012 Huang, Alex YiHou, VaR estimation by quantile regression and kernel estimator, Asian Finance Association 2012 International Conference, Grand Hotel, Taipei, Taiwan, , 2012-07-06-2012-07-09
2012 Alex YiHou Huang, Chih-Chun Chen, Chung-Hua Shen, and Chiao-Ming Cheng, Characteristics of sovereign credit contagion: Evidence from credit default swaps, 2012 Conference on East Asia Finance: Crisis and Recovery of Financial Markets, Tamkang University, Taipei, Taiwan, , 2012-05-26-2012-05-27
2011 Alex YiHou Huang, Sheng-Pen Peng and Fangjhy Li, The external shock of oil prices and the US quantitative easing program to the volatility of industrial output – Evidence from three Asian economies, The 7th International Conference on Knowledge-Based Economy & Global Management, Southern Taiwan University, Tainan, Taiwan, , 2011-11-02-2011-11-03
2011 Alex YiHou Huang and Wen-Cheng Hu, Determinant of credit default swaps by information-based trading activity, The 2011 Taiwan Econometric Society Annual Meeting, College of Social Sciences, National Chengchi University, Taipei, Taiwan, , 2011-10-29-2011-10-29
2011 Alex YiHou Huang, Chiao-Ming Cheng, Chih-Chun Chen, and Wen-Cheng Hu, Oil prices and stock prices of alternative energy companies: Time varying relationship with recent evidence, The Southwestern Finance Association 50th Annual Meeting, Houston, USA, , 2011-03-09-2011-03-12
2010 Alex YiHou Huang and Wen-Cheng Hu, The credit risk crisis: Evidence from regime switching in credit default swaps, The 18th Conference on the Theories and Practices of Securities and Financial Markets, National Sun Yat-sen University, Kaohsiung, Taiwan, , 2010-12-17-2010-12-18
2010 Alex YiHou Huang and Chung-Hua Shen, Sovereign credit default swaps vs. credit ratings: Evidence from error correction model, The 2010 Taiwan Econometric Society Annual Meeting, Howard International House, Taipei, Taiwan, , 2010-10-30-2010-10-30
2010 Huang, Alex YiHou, Volatility forecasting by asymmetrical quadratic effect with diminishing marginal impact, International Symposium on Financial Engineering and Risk Management, National Taiwan University, Taipei, Taiwan, , 2010-06-10-2010-06-12
2010 Alex YiHou Huang, Wen-Shiung Lee, Chih-Chun Chen, and Chiao-Ming Cheng, Analysis of decision making factors for equity investment by DEMATEL and analytic network process, The Southwestern Finance Association 49th Annual Meeting, Dallas, U.S., , 2010-03-02-2010-03-06
2009 Alex YiHou Huang, Fangjhy Li, Sheng-Pen Peng, and Ching-Jie Ke, Volatility forecasting of real exchange rate by quantile regression, The 22nd Australasian Finance and Banking Conference, Sydney, Australia, , 2009-12-16-2009-12-18
2009 Alex YiHou Huang, Fangjhy Li, Sheng-Pen Peng, and Ching-Jie Ke, Volatility forecasting of real exchange rate by quantile regression, The 5th International Conference on Asian Financial Markets, Nagasaki, Japan, , 2009-12-12-2009-12-13
2009 Huang, Alex YiHou, Volatility forecasting by asymmetrical quadratic effect with diminishing marginal impact, The 17en Conference on the Theories and Practices of Securities and Financial Markets, National Sun Yat-sen University, Kaohsiung, Taiwan, , 2009-12-11-2009-12-12
2009 Alex YiHou Huang, Chun-Da Chen and Chih-Chun Chen, The abolishment of QFII’s investment quota in Taiwan, The Southwestern Finance Association 48th Annual Meeting, Oklahoma City, U.S., , 2009-02-24-2009-02-28
2008 Huang, Alex YiHou, An application to stock indices of emerging markets with stochastic volatility model, The 16th Conference on the Theories and Practices of Securities and Financial Markets, National Sun Yat-sen University, Kaohsiung, Taiwan, , 2008-12-05-2008-12-06
國家 學校名稱 系所 學位 期間
美國 紐約市立大學 （City University of New York） 經濟學 博士 2001.09 ~ 2006.02
美國 紐約市立大學 （City University of New York） 經濟學 碩士 2001.09 ~ 2004.10
美國 紐約市立大學柏魯克學院 （Baruch College, CUNY） 公共行政學 碩士 1997.09 ~ 1999.02
美國 紐約市立大學約克學院 （York College, CUNY） 政治暨經濟學 學士 1994.09 ~ 1997.06