SHIH-WEI CHAO
Status Full-time
Name SHIH-WEI CHAO
Email swchao@nccu.edu.tw
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 2025.02 ~ Up to today
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