王凱立, 周莉欣, 林于喬 吳安琪, 王美智(2022.12)。時變偏態資訊傳導之研究:以美國債券期限利差與亞洲金融市場為例。證券市場發展季刊,34(4),119-174。
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龔珊瑩(Shan-Ying Kung)、王凱立(Kai-Li Wang)、吳安琪(An-Chi Wu)*、王美智(Mei-Chih Wang)(2021.03)。債券利差與期限利差對於匯率動態影響之研究。證券市場發展季刊,33(1),1-51。
王偉、楊嬌輝、王凱立(2018.07)。不確定性規避、長期導向與中美經常帳户不平衡。管理世界,34(7),70-85。
Jiao-Hui Yang, Wei Wang*, Kai-Li Wang(王凱立), Chung-Ying Yeh (2018.05). Capital intensity, natural resources, and institutional risk preferences in Chinese Outward Foreign Direct Investment. International Review of Economics and Finance, 53(3), 1-41.
王偉, 楊嬌輝, 王凱立(2018.03)。風險敞口、國家異質性與合意外匯儲備規則。世界經濟,41(3),101-126。
王曦*、朱立挺、王凱立(2017.11)。我國貨幣政策是否關注資產價格?——基于馬爾科夫區制轉換 BEKK 多元 GARCH 模型。金融研究,449(11),1-17。
Yi-Heng Tseng,Chia-Ling Chang,Kai-Li Wang(王凱立) (2017.06). Order Choices, Order Performances and Price Discovery during the Closing Call Auction: An Empirical Study of the Taiwan Stock Exchange. Journal of Financial Studies, 25(2), 105-156.
Li-Kai Connie Liao,Peihwang Wei,Kai-Li Wang(王凱立) (2017.06). A Comparison of Overreactions of REITs and non-REITs Using Option Data. Journal of Financial Studies, 25(2), 51-73.
Xi Wang, Jiao-Hui Yang*, Kai-Li Wang(王凱立), Christopher Fawsond (2017.03). Dynamic information spillovers in intraregionally-focused spot and forward currency markets. Journal of International Money and Finance, 71, 78-110.
楊嬌輝、王曦、王凱立(2015.05)。人民幣境內外遠期外匯市場有效性之動態比較分析。中山大學學報(社會科學版) (經濟學報CSSCI轉載),4,184-197。
陳家偉、王凱立*、吳安琪、吳振宇(2015.01)。董事責任險於股權結構廣度及企業價值之研究。管理評論,34(1),23-45。
Chung-Ying Yeh*, Junming Hsu, Kai-Li Wang (王凱立), Che-Hui Lin (2015.01). Explaining the default risk anomaly by the two factor beta model. Journal of Empirical Finance, 30, 16-33.
Kai-Li Wang(王凱立), Christopher Fawson*, Mei-Ling Chen, and An-Chi Wu (2014.04). Characterizing Information Flows Among Spot, Deliverable Forward and Non-Deliverable Forward Exchange Rate Markets: A Cross-Country Comparison. Pacific-Basin Finance Journal, 27(1), 115-137.
Wen-I Chuang*, Bong-Soo Lee, Kai-Li Wang(王凱立) (2014.03). U.S. and domestic market gains and Asian investors’ overconfident trading behavior. Financial Management, 43(1), 113-148.
王凱立,林卓民,王美智(2010.10)。總體經濟因素與資訊傳遞效果於美國與台灣債券市場動態過程之研究。管理與系統,17(4),611-636。
陳明麗, 王凱立, 陳品媗(2010.10)。市場盈餘預測誤差會影響美國銀行業之盈餘管理行為嗎?。管理評論-金融機構特刊,29(4),69-88。
王凱立, 李昭蓉, 蕭孟柔(2010.09)。海外存託憑證與標的股:匯率門檻變動下之日內訊息傳遞研究。財務金融學刊,18(3),93-131。
Chang-Chun Lin,Ya-Yu Wang,Kai-Li Wang,Han-Chung Lien,Ming-Tai Liang,Ting-Ting Yen,Jing-Ping Wang,Shi-An Liu,Chen-Chi Wang (2009.08). Association of heartburn and laryngopharyngeal symptoms with endoscopic reflux esophagitis, smoking, and drinking. Otolaryngology-Head and Neck Surgery, 141(2), 264-271.
I-Doun Kuo,Kai-Li Wang (2009.04). Implied Deterministic Volatility Functions: An Empirical Test for Euribor Options. Journal of Futures Markets, 29(4), 319-347.
王凱立,郭一棟, 李昀薇(2008.10)。選擇權市場與現貨、期貨於基差變動下之日內動態資訊傳遞研究。證券市場發展季刊,20(3),141-178。
Kai-Li Wang,Mei-Ling Chen (2007.11). The Dynamics In The Spot, Futures, and Call Options with Basis Asymmetries: An Intraday Analysis in A Generalized Multivariate GARCH-M MSKST Framework. Review of Quantitative Finance and Accounting, 29(4), 371-394.
M.L. Chen, K.L.Wang, Y.C. Sung, F.L. Lin, W.J. Young (2007.09). The Dynamic Relationship between the Investment Behavior and the Morgan Stanley Taiwan Index: Foreign Institutional Investors' Decision Process. Review of Pacific Basin Financial Markets and Policies, 10(3), 389-413.
Kai-Li Wang, and Christopher B. Barrett (2007.08). Estimating the Effects of Exchange Rate Volatility on Export Volumes. Journal of Agricultural and Resource Economics, 32(2), 225-255.
王凱立,吳軍奉(2006.03)。台灣即期、遠期與無本金交割遠期外匯市場關聯性之研究-NDF市場關閉之政策分析。經濟論文,34(1),93-126。
林卓民, 王凱立, 吳宗保(2005.08)。台灣上市公司購回庫藏股目的決定因素—多元名義分對數模型之應用。台灣管理學刊,5(2),339-360。
陳美玲,王凱立,吳家豪(2004.12)。台灣對外直接投資、出口及匯率動態關聯之研究:多變量時間序列模型之應用。農業經濟半年刊,76,139-172。
王凱立,林嘉慧(2004.03)。條件高階動差於財務金融市場上之應用。財務金融學刊,11(2),1-41。
王凱立,陳美玲(2003.06)。亞洲金融風暴發生前後美國與台灣股市動態關聯之進一步研究。經濟論文叢刊,31(2),191-252。
王凱立,陳美玲(2002.12)。美國和台灣股票期現貨市場之動態關聯:一般化多變量GARCH模型的應用。經濟論文,30(4),363-407。
Kai-Li Wang, Christopher Fawson, Christopher B. Barrett (2002.09). An Assessment of Empirical Model Performance When Financial Market Transactions are Observed at Different Data Frequencies: An Application to East Asian Exchange Rates. Review of Quantitative Finance and Accounting Journal, 19(1), 111-129.
王凱立(2001.12)。匯率波動風險對台灣出口之影響:一般化多變量GARCH-M模型之應用。台灣經濟學會年會論文集(原中國經濟學會年會論文集),,277-315。
Kai-Li Wang,Christopher Fawson (2001.09). Modeling Asian Stock Returns with a More General Parametric GARCH Specification. Journal of Financial Studies, 9(3), 21-52.
Kai-Li Wang, Christopher Fawson, Christopher Barrett, James B. McDonald, (2001.08). A Flexible Parametric GARCH Model with an Application to Exchange Rates. Journal of Applied Econometrics, 16(4), 521-536.