| Status | Full-time |
|---|---|
| Name | CHIEN-HSIU LIN |
| Office Tel No. | 81232 |
| Job Title | Associate Professor |
| Research Expertise | International Finance, Asset Pricing, Applied Econometrics |
| Teaching Field | 資產訂價、國際金融 |
| Year | Paper Title |
|---|---|
| 2022 | Yei-Whei Lin*;Chien-Hsiu Lin;Chih-Nan Chen, 2022.12, 'Opportunities for Happiness and Its Determinants Among Children in China: A Study of Three Waves of the China Family Panel Studies Survey, ' Child Indicators Research, pp.N/A.(SSCI)(*為通訊作者), vol. 103743, Dec. 2022 |
| 2022 | Chien-Hsiu Lin;Chih-Nan Chen*, 2022.07, 'Time-varying Transitional Dynamics of Macroeconomic Determinants on Carry Trade, ' 經濟研究, Vol.58, No.2, pp.219-246.(TSSCI)(*為通訊作者), vol. 435214, Jul. 2022 |
| 2022 | Chih-Nan Chen;Chien-Hsiu Lin*, 2022.03, 'Optimal Carry Trade Portfolio Choice under Regime Shifts, ' Review of Quantitative Finance and Accounting, Vol.59, pp.483-506.(*為通訊作者), vol. 434991, Mar. 2022 |
| 2020 | Chih-Nan Chen;Chien-Hsiu Lin*, 2020.08, 'The sources of pricing factors underlying the cross-section of currency returns, ' Quarterly Review of Economics and Finance, pp.250-265.(*為通訊作者), vol. 425271, Aug. 2020 |
| 2017 | Szu-Lang Liao;Chien-Hsiu Lin*;Chia-Wei Lai;Jung-Hsuan Lin, 2017.12, 'Influences of Quantitative Easing Policy on Volatility and Correlation among Asian Financial Markets, ' International Research Journal of Finance and Economics, Vol.165, pp.1-5.(*為通訊作者), vol. 419258, Dec. 2017 |
| 2016 | 程智男;林建秀*;尤保傑, 2016.06, '有效匯率預測模型與避險績效比較, ' 應用經濟論叢, Vol.99, pp.37-82.(TSSCI)(*為通訊作者), vol. 408264, Jun. 2016 |
| 2015 | 郭維裕*;李淯靖;陳致綱;林建秀, 2015.12, '台灣產業指數的外溢效果, ' 經濟論文叢刊, Vol.13, No.4, pp.407-442.(TSSCI)(*為通訊作者), vol. 408298, Dec. 2015 |
| 2015 | Chien-Hsiu Lin*;Shi-kuei Lin;An-Chi Wu, 2015.05, 'Foreign Exchange Option Pricing in the Currency Cycle with Jump Risks, ' Review of Quantitative Finance and Accounting, Vol.44, No.4, pp.755-789.(*為通訊作者), vol. 402923, May. 2015 |
| 2015 | Son-Nan Chen;Hong Ming Chen*;Chien-Hsiu Lin, 2015.03, 'Quanto barrier options, ' International Research Journal of Finance and Economics, Vol.131, pp.91-105.(*為通訊作者), vol. 408265, Mar. 2015 |
| 2014 | T.H Huang*;K.C. Chen;C.H. Lin;M.T. Chung, 2014.04, 'Consistent Estimation of Technical and Allocative Efficiencies for a Semiparametric Stochastic Cost Frontier with Shadow Input Prices, ' Journal of Productivity Analysis, Vol.00, No.00, pp.00.(SSCI)(*為通訊作者), vol. 373036, Apr. 2014 |
| 2014 | Shih-Kuei Lin;Chien-Hsiu Lin*;Ming-Che Chuang;Chia-Yu Chou, 2014.02, 'A RECURSIVE FORMULA FOR A PARTICIPATING CONTRACT EMBEDDING A SURRENDER OPTION UNDER A REGIME- SWITCHING MODEL WITH JUMP RISKS: EVIDENCE FROM THE S&P 500 STOCK INDEX, ' Economic modelling, Vol.38, pp.341-350.(SSCI)(*為通訊作者), vol. 402924, Feb. 2014 |
| 2013 | Chih-Nan Chen;Tai-Hsin Huang;Chien-Hsiu Lin*, 2013.06, 'Financing Decision and Productivity Growth for the Venture Capital Industry in Taiwan, ' Review of pacific basin financial markets and policies, Vol.16, No.2, pp.00.(FLI)(*為通訊作者), vol. 371999, Jun. 2013 |
| 2012 | Chien-Hsiu Lin*, 2012.04, 'The comovement between exchange rates and stock prices in the Asian emerging markets, ' International Review of Economics and Finance, Vol.22, No.1, pp.161-172.(SSCI)(*為通訊作者), vol. 348607, Apr. 2012 |
| 2011 | Chien-Hsiu Lin*, 2011.09, 'Exchange Rate Exposure in the Asian Emerging Markets, ' Journal of Multinational Financial Management, Vol.21, pp.224-238.(*為通訊作者), vol. 336421, Sep. 2011 |
| Year | Paper Title |
|---|---|
| 2012 | C.H. Lin*;A.C. Wu;S.K. Lin, 2012.07, 'Foreign Exchange Option Pricing in Currency Cycle with Jump Risks, ' AsiaFA and TFA 2012 joint international conference.(*為通訊作者), Jul. 2012 |
| 2010 | Chien-Hsiu Lin*;Shin-Juh Lin, 2010.10, 'The dynamic relationship among NTD/WON exchange rates and the stock prices of Taiwan and Korea, ' 臺灣經濟計量學會 2010 年會暨紀念劉大中先生逝世 35 週年論文發表會.(*為通訊作者), Oct. 2010 |
| 2010 | Chien-Hsiu Lin*;Tai-Hsin Huang;Chih-Nan Chen, 2010.07, 'Financing Decision and Dynamic Productivity in the Venture Capital Industry in Taiwan, ' The Asia-pacific Productivity Conference 2010.(*為通訊作者), Jul. 2010 |
| 2010 | Chien-Hsiu Lin*, 2010.05, 'Exchange exposures in the Asian emerging markets, ' 2010台灣財務金融學會暨中區聯盟年會暨學術研討會.(*為通訊作者), May. 2010 |
| 2008 | Chien-Hsiu Lin*, 2008.12, 'Asymmetric exposures in the Asian emerging markets, ' 4th East-Asian Conference on Accounting and Finance, Nagasaki, Japan.(*為通訊作者), Dec. 2008 |
| 2008 | Chien-Hsiu Lin*, 2008.07, 'Risk Exposures in the Asian Emerging Markets, ' 15TH MFS ANNUAL CONFERENCE, ORLANDO, FLORIDA.(*為通訊作者), Jul. 2008 |
| Year | Book Title |
|---|---|
| 2007 | Chien-Hsiu Lin*, 2007.06, 'Asset Pricing in the Asian Emerging Markets, ' PhD dissertation, UCLA, USA.(*為通訊作者), 286548, Jun. 2007 |
| Project Category | Year | Project Title | Participator | Job Title | Period | Unit |
|---|---|---|---|---|---|---|
| MOST Projects | 113 | 總體經濟因子,市場預期及分歧性對匯率表現的影響 | LIN CHIEN-HSIU | Principal Investigator | 2024.08 ~ 2025.07 | National Science and Technology Council |
| Other Projects | 113 | 全球金融衝擊的外溢效果及對台灣總體經濟與金融的影響 | LIN CHIEN-HSIU | Principal Investigator | 2024.02 ~ 2024.10 | |
| MOST Projects | 112 | 在異質投資人假設下之外匯市場高階動差定價 | LIN CHIEN-HSIU | Principal Investigator | 2023.08 ~ 2025.05 | National Science and Technology Council |
| MOST Projects | 110 | 以深度學習提升外匯資產訂價及交易策略之績效研究 | LIN CHIEN-HSIU | Principal Investigator | 2021.08 ~ 2023.07 | National Science and Technology Council |
| Other Projects | 107 | 量化寬鬆貨幣(QE)退場對金融市場的影響 | LIN CHIEN-HSIU,LIAO SZU-LANG | Principal Investigator | 2018.07 ~ 2019.06 | |
| MOST Projects | 106 | 外匯超額報酬之商品，價值及動能效果 | LIN CHIEN-HSIU,LIN CHIEN-HSIU | Principal Investigator | 2017.08 ~ 2019.07 | National Science and Technology Council |
| Other Projects | 106 | 美國歷次QE對亞洲各國股匯市波動性研究 | LIAO SZU-LANG,LIN CHIEN-HSIU | 2017.06 ~ 2017.11 | ||
| MOST Projects | 105 | 外匯市場之風險因子研究:訂價及背後成因探討 | LIN CHIEN-HSIU | Principal Investigator | 2016.08 ~ 2017.12 | National Science and Technology Council |
| MOST Projects | 104 | 國家風險和外匯交易策略之關聯性分析 | LIN CHIEN-HSIU | Principal Investigator | 2015.08 ~ 2016.12 | National Science and Technology Council |
| MOST Projects | 103 | 利差交易報酬之總體經濟因素分析 | LIN CHIEN-HSIU | Principal Investigator | 2014.08 ~ 2015.12 | National Science and Technology Council |
| MOST Projects | 102 | 狀態轉換下之外匯利差交易最適投資組合分配 | LIN CHIEN-HSIU | Principal Investigator | 2013.08 ~ 2014.10 | National Science and Technology Council |
| MOST Projects | 101 | 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 | LIN CHIEN-HSIU | Principal Investigator | 2012.08 ~ 2013.12 | National Science and Technology Council |
| MOST Projects | 98 | 金融機構，國際要素流動和市場進入之相關探討 | LIN CHIEN-HSIU | Principal Investigator | 2009.08 ~ 2010.10 | National Science and Technology Council |
| MOST Projects | 96 | 亞洲新興市場的匯率風險效果 | LIN CHIEN-HSIU | Principal Investigator | 2007.11 ~ 2008.07 | National Science and Technology Council |
| Country | School Name | Department | Degree | Duration |
|---|---|---|---|---|
| U.S.A. | University of California, Los Angeles | Economics | 博士 | 2002.09 ~ 2007.06 |
| TAIWAN, REPUBLIC OF CHINA | 國立政治大學 | 國際貿易(學)系 | 碩士 | 1998.09 ~ 2000.06 |
| Experience Category | Organization Title | Department | Job Title | Duration |
|---|---|---|---|---|
| Part Time | NATIONAL CHENGCHI UNIVERSITY | Department of Money and Banking | 系主任 | 2024.08 ~ 2025.07 |
| Current | NATIONAL CHENGCHI UNIVERSITY | Department of Money and Banking | 副教授 | 2022.02 ~ Up to today |
| Current | NATIONAL CHENGCHI UNIVERSITY | Department of Money and Banking | 副教授 | 2013.08 ~ 2021.08 |
| Current | NATIONAL CHENGCHI UNIVERSITY | Department of Money and Banking | 助理教授 | 2013.01 ~ 2013.08 |
| Current | NATIONAL CHENGCHI UNIVERSITY | Department of Money and Banking | 助理教授 | 2007.08 ~ 2013.01 |
| Honor Category | Year | Award Name | Awarding Unit |
|---|---|---|---|
| Inside School | 106 | 資深優良教師(10年) | 國立政治大學 |
