| Status | Full-time |
|---|---|
| Name | SHIH-WEI CHAO |
| Office Tel No. | 66360 |
| Job Title | Associate Professor |
| Research Expertise | Monetary Economics, Financial Economics |
| Teaching Field | Monetary Economics, Applied Econometrics, Financial Economics |
| Year | Paper Title |
|---|---|
| 2019 | Chao, Shih-Wei*, 2019.01, 'The Role of US Variables in Long-Run and Short-Run Taiwan Stock Volatility, ' Emerging Markets Finance and Trade, Vol.55, No.5, pp.1153-1170.(SSCI)(*為通訊作者), vol. 418647, Jan. 2019 |
| 2018 | Chao, Shih-Wei*, 2018.12, 'Long-Run Risk, Monetary Policy and Bond Risk Premium, ' Journal of Financial Studies, Vol.26, No.4, pp.131-153.(TSSCI)(*為通訊作者), vol. 418646, Dec. 2018 |
| 2017 | Huang,Tai-Hsin*;Dien-Lin Chiang;Shih-Wei Chao, 2017.08, 'A New Approach to Jointly Estimating the Lerner Index and Cost Efficiency for Multi-Output Banks under a Stochastic Meta-Frontier Framework, ' Quarterly Review of Economics and Finance, Vol.65, pp.212-226.(*為通訊作者), vol. 418645, Aug. 2017 |
| 2016 | Chao, Shih-Wei*, 2016.11, 'Do Economic Variables Improve Bond Return Volatility Forecasts?, ' International Review of Economics and Finance, Vol.46, pp.10-26.(SSCI)(*為通訊作者), vol. 418644, Nov. 2016 |
| Year | Paper Title |
|---|---|
| 2023 | 趙世偉*, 2023.04, 'Monetary Policy Targeting Strategies and Bond Risk Premium, ' 17th International Conference, Western Economic Association International.(*為通訊作者), Apr. 2023 |
| Project Category | Year | Project Title | Participator | Job Title | Period | Unit |
|---|---|---|---|---|---|---|
| MOST Projects | 111 | 氣候變遷，債券利率與風險溢價 | CHAO SHIH-WEI | Principal Investigator | 2022.08 ~ 2023.07 | National Science and Technology Council |
| MOST Projects | 108 | 名目產出目標機制與債券風險溢價 | CHAO SHIH-WEI | Principal Investigator | 2019.08 ~ 2021.07 | National Science and Technology Council |
| MOST Projects | 103 | 習慣性偏好與股債連動 | CHAO SHIH-WEI | Principal Investigator | 2014.08 ~ 2016.07 | National Science and Technology Council |
| MOST Projects | 102 | 內生性長期風險與最適貨幣政策 | CHAO SHIH-WEI | Principal Investigator | 2013.08 ~ 2015.07 | National Science and Technology Council |
| MOST Projects | 101 | 以長期風險模型結合貨幣政策探究利率的期限結構 | CHAO SHIH-WEI | Principal Investigator | 2012.08 ~ 2013.07 | National Science and Technology Council |
| Country | School Name | Department | Degree | Duration |
|---|---|---|---|---|
| U.S.A. | University of California, Davis | Economics | 博士 | 2005.09 ~ 2010.06 |
| Experience Category | Organization Title | Department | Job Title | Duration |
|---|---|---|---|---|
| Current | NATIONAL CHENGCHI UNIVERSITY | Department of Money and Banking | 副教授 | 2018.08 ~ 2024.08 |
| Current | NATIONAL CHENGCHI UNIVERSITY | Department of Money and Banking | 助理教授 | 2013.01 ~ 2018.08 |
| Current | NATIONAL CHENGCHI UNIVERSITY | Department of Money and Banking | 助理教授 | 2010.08 ~ 2013.01 |
