國立暨南國際大學財務金融學系 > Teacher presentation > Jung-Hsien Chang

Department Introduction

Founded History

Aims and Objectives

Teacher Presentation

Associate Professor

Jung-Hsien Chang

Education (highest degree)

Ph.D., Department of International Business (Finance), National Taiwan University

Specialty

Derivative Financial Producst, Risk Management, Financial Measurement, Statistics

  • +886-49-2910960 ext. 4693
  • jschang@ncnu.edu.tw
  • 413-1, College of Management
  • 12:00-14:00, Tue. (By Appointment)
  • Google Scholar Profile

Education

  • Ph.D., Department of International Business (Finance), National Taiwan University (2002-2009)

     

  • Master of Statistics, National Tsing Hua University (1999-2001)

     

  • Bachelor of Applied Mathematics, Cultural University (1993-1997)

Research Areas

  • Derivative Financial Product
  • Risk Management
  • Financial Measurement
  • Statistics

著作目錄

(* Corresponding author)

A.期刊論文： 
  1. Chia-Fen Tsai, Jung-Hsien Chang and Feng-Tse Tsai “Lottery preferences and retail short selling” Pacific-Basin Finance Journal, 2021, 68 (In progress). (SSCI) 
  2. Hui-Chu Shu, and Jung-Hsien Chang “Spillovers of Volatility Index: Evidence from U.S., European, and Asian Stock Markets” Applied Economics, 2019, 51(19), 2070-2083. (SSCI, corresponding author, MOST 102-2410-H-260 -009 -)
  3. Hui-Chu Shu, Jung-Hsien Chang, and Ting-Ya Lo, “Forecasting the Term Structure of South African Government Bond Yields” Emerging Markets Finance & Trade, 2018, 54(1), 41-53. (SSCI, corresponding author)
  4. Jung-Hsien Chang, Mao-Wei Hung, and Feng-Tse Tsai, “Credit Contagion and Competitive Effects of Bond Rating Downgrades along the Supply Chain” Finance Research Letters, 2015, 15, 232-238. (SSCI)
  5. Hui-Chu Shu, and Jung-Hsien Chang, “Investor Sentiment and Financial Market Volatility,” Journal of Behavioral Finance, 2015, 16(3), 206-219. (SSCI, corresponding author)
  6. Hsiang-Hui Chu, Jung-Hsien Chang and Yu-Sen Lin, “Hedging and Value at Risk with a Heavy Tailed Distribution”, Taipei Economic Inquiry, 2014, 50(2)，141-173. (TSSCI, in Chinese)
  7. Jung-Hsien Chang, Feng-Tse Tsai and Wen-Tau Chung, “Pricing VIX Futures: Evidences from S&P 500 and VIX indexes,” International Research Journal of Finance and Economics, 2014, 124, 48-58. (EconLit, corresponding author)
  8. Ko, Kuan-Cheng, Huei-Jyun Jiang, Shinn-Juh Lin and Jung-Hsien Chang “Asset Growth and Stock Returns: Evidence from Taiwan Stock Market”, Journal of Management and Business Research, 2012, 29(5), 465-487. (TSSCI, in Chinese, corresponding author)
  9. Jung-Hsien Chang, and Mao-Wei Hung, “Estimating Time-varying Hedging in the Futures Market with the Non-Parametric Approach,” The Empirical Economics Letters, 2010, 9(9), 841-848. (EconLit, corresponding author)
  10. Jung-Hsien Chang, and Mao-Wei Hung, “Liquidity Spreads in the Corporate Bond Market: Estimation Using a Semi-parametric Model,” Journal of Applied Statistics, 2010, 37(3), 359-374. (SCI, Lead article, corresponding author)