高友笙

发布者:金融学院发布时间:2021-04-29浏览次数:3933

姓名:高友笙性别:男


籍贯:台湾台南职称:副教授
系:投资系

课程组:

E-mail:cia60kimo@yahoo.com.tw            

现任职务:
社会兼职:
讲授课程:《计量经济学》、《时间序列》           
研究方向:应用计量经济、宏观经济、金融市场

教育经

2006-2011台湾台北淡江大学财务金融研究所,获财务金融学博士学位

2004-2006台湾嘉义南华大学经济学研究所,获经济学硕士学位

1998-2002台湾台北实践大学财务金融学系,获财务金融学学士学位



工作经

2020, 9-目前武汉湖北经济学院金融学院副教授

2017, 9-2020, 7济南齐鲁工业大学金融学院副教授

2014, 4-2017, 6 厦门华侨大学统计学院暨数量经济研究院讲师

2013, 2-2014, 1 台湾新竹交通大学财务金融研究所博士后研究员

2007, 9-2011, 6 台湾台北淡江大学财务金融学系兼任讲师




个人荣誉


学术成果:论文

[1] Chien-Chung Nieh, Chao-Hsiang Yang and Yu-Sheng Kao (2012), “Who has more influence on Asian Stock Markets around the Subprime Mortgage Crisis-the U.S. or China?” Applied Economics Letters, 19(4), March, 329-335. (SSCI 收录). (通讯作者)

[2] Chao-Hsiang Yang, Chi-Tai Lin and Yu-Sheng Kao (2012), “Exploring stationarity and structural breaks in commodity prices by the panel data model,” Applied Economics Letters, 19(4), March, 353-361. (SSCI 收录). (通讯作者)

[3] Chien-Chung Nieh, Yu-Sheng Kao and Kuang-Cheng Cheng (2013), “The Study on the Asymmetric Contagion Effect among the U.S. and Asian Stock Markets at the Beginning of Twenty-first Century,” Journal of Data Analysis, 8(3), June, 1-26. (EconLit 收录). (通讯作者)

[4] Yu-Sheng Kao, Yu-Cheng Ku and Min-Teh Yu (2015), “Trading Volumes of Stocks and Market Implied Volatilities: Evidence from VIX and VXN,” Taiwan Journal of International Business Studies, 9(1), March, 63-89. (通讯作者)

[5] Yu-Sheng Kao, Hao-YangSun, Chien-Chung Nieh and KaiZhao (2018), “Does Microtherm Boost Pharmaceutical Companies’ Market Capitalization Returns?” Applied Economics, 50(14), February, 1522-1535. (SSCI 收录). (通讯作者)

[6] Yu-Sheng Kao, KaiZhao, Yu-ChengKu and Chien-Chung Nieh (2019), “The Asymmetric Contagion Effect from the U.S. Stock Market around the Subprime Crisis between 2007 and 2010,” Economic Research-Ekonomska Istraživanja, 32(1), September, 2422-2454. (SSCI 收录,JCR检索SSCI二区期刊). (通讯作者)

[7] Yu-Sheng Kao, Hwei-LinChuang and Yu-ChengKu (2021), “The empirical linkages among market returns, return volatility, and trading volume: Evidence from the S&P 500 VIX Futures,” The North American Journal of Economics and Finance, (online on February 20, 2019). (SSCI 收录,JCR检索SSCI经济类二区期刊). (通讯作者)

[8] Jung-Bin Su and Yu-Sheng Kao (2022), “How does the crisis of the COVID-19 pandemic affect the interactions between the oil, gold, currency, and cryptocurrency markets?” Frontiers in Public Health, Volume 10 - 2022(1), 1-31. (SCI, SSCI 收录,JCR检索SCI, SSCI二区期刊). (通讯作者)

[8] 聂建中、高友笙、杨超翔 (2011),「次级房贷危机前后美股对亚股的不对称性蔓延




学术成果:著作、教材


[1] Chien-Chung Nieh, Yu-Sheng Kao and Chao-Hsiang Yang (2011), “The Asymmetric Contagion from the U.S. Stock Market around the Subprime Crisis,” Studies on Financial Markets in East Asia, Kyushu University Press, Chapter 2, 19-39. (通讯作者)

[2] 高友笙、赵凯、黄志国 (2015), 「近十年中国与东盟国家金融连动性的变化以及对华商发展的意义」,华侨华人蓝皮书:华侨华人研究报告(2015),169-216. (通讯作者)

[3] 赵凯、高友笙、黄志国 (2016), 「海上丝绸之路沿线各国间汇率关系与汇率变动对华商企业的影响及对策研究」,华侨华人蓝皮书:华侨华人研究报告(2016),175-227.


学术成果:课题


学术成果:获奖

中原企管评论2011(台湾中原大学)年度最佳论文奖




































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