CHIEN-HSIU LIN
Full-time
Job Title Associate Professor
Name CHIEN-HSIU LIN
Office Tel No. 81232
Email clin@nccu.edu.tw
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
2019 Chih-Nan Chen;Chien-Hsiu Lin*, 2019.10, 'The sources of pricing factors underlying the cross-section of currency returns, ' Quarterly Review of Economics and Finance,.(*為通訊作者)(本論著未刊登但已被接受), 425271
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), 419258
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), 408264
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), 408298
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), 402923
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), 408265
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), 373036
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), 402924
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), 371999
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), 348607
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), 336421
Project Category Year Project Title Participator Job Title Period Unit
Other Projects 107 量化寬鬆貨幣(QE)退場對金融市場的影響 LIAO SZU-LANG,LIN CHIEN-HSIU Principal Investigator 2018.07 ~ 2019.06 財團法人臺北外匯市場發展基金會
MOST Projects 106 外匯超額報酬之商品,價值及動能效果 LIN CHIEN-HSIU Principal Investigator 2017.08 ~ 2019.07 Ministry of Science and Technology
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 共同主持人 2017.06 ~ 2017.11 財團法人台北外匯市場發展基金會
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 Ministry of Science and Technology
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 Ministry of Science and Technology
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 Ministry of Science and Technology
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 Ministry of Science and Technology
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 Ministry of Science and Technology
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 Ministry of Science and Technology
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 Ministry of Science and Technology
Country School Name Department Degree Duration
UNITED STATES University of California, Los Angeles Economics Ph.D. 2002.09 ~ 2007.06
TAIWAN, REPUBLIC OF CHINA Master 1998.09 ~ 2000.06
Experience Category Organization Title Department Job Title Duration
Current NATIONAL CHENGCHI UNIVERSITY 金融學系 副教授 2013.08 ~ Up to today
Current NATIONAL CHENGCHI UNIVERSITY 金融學系 助理教授 2013.01 ~ 2013.08
Current NATIONAL CHENGCHI UNIVERSITY 金融學系 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