Yi-Chiuan Wang(王翊全), Yi-hao Lai, Jyh-Lin Wu* (2024.04). Asymmetries in Risk Spillovers between Currency and Stock Markets: Evidence from the CoVaR-Copula Approach. Review of Quantitative Finance and Accounting (國科會財金學門ATier-2級期刊), forthcoming., 紙本尚未發行, 00-00.
期刊論文
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Yi-Chiuan Wang(王翊全), Jyh-Lin Wu(吳致寧)* (2024.01). Liquidity Premiums, Interest Rate Differentials and Nominal Exchange Rate Prediction. Journal of Forecasting, 43(1), 138-158.
Yi-Hao Lai(賴奕豪), Yu-Ching Chang(張玉青)*, Yi-Chiuan Wang (王翊全) (2023.09). Forecasting Trading‑Session Return Volatility in Taiwan Futures Market: A Periodic Regime Switching with Jump Approach. Asia-Pacific Financial Markets (國科會財金學門B級期刊), 紙本尚未發行, 1-21.
Yi-Hao Lai(賴奕豪)*, Yi-Chiuan Wang (王翊全) (2023.08). Are Variance and Tail Risk Premiums Informative in Volatility Forecasting for Taiwan Stock Market Returns?. 「期貨與選擇權學刊」 Journal of Futures and Options, 16(2), 1-34.
Yi-Hao Lai(賴奕豪), Yu-Ching Chang(張玉青), Yi-Chiuan Wang (王翊全)* (2023.04). Excessive Speculation and the Optimal Futures Hedge Ratio in Taiwan Stock Index Futures Market. 「期貨與選擇權學刊」 Journal of Futures and Options, 16(1), 1-42.
Yi-Hao Lai*, Yi-Chiuan Wang(王翊全), and Wei-Shih Chung (2018.02). Initial Jump and Recovering Jump in the S&P 500 Index Returns:
A Jump-Recovering-Switching Approach. Journal of Economics and Management, 14(1), 51-66.
Yi-Chiuan Wang(王翊全), Jyh-Lin Wu, Yi-Hao Lai (2018.01). New evidence on asymmetric return–volume dependence and extreme movements. Journal of Empirical Finance, 45, 212-227.
Yi-Hao Lai and Yi-Chiuan Wang(王翊全)* (2016.04). Jump-dependent Model for Optimal Index Futures Hedging in Five Major Asian Stock Markets. Emerging Markets Finance and Trade, 52(4), 786-796.
Yi-Chiuan Wang(王翊全), Jyh-lin Wu* (2015.12). Fundamentals and Exchange Rate Prediction Revisited. Journal of Money, Credit and Banking, 47(8), 1651-1671.
Yi-Chiuan Wang(王翊全), Jyh-lin Wu*, Yi-hao Lai (2013.12). A revisit to the dependence structure between the stock and foreign exchange markets: A dependence-switching copula approach. Journal of Banking and Finance, 37(5), 1706-1719.
Jyh-lin Wu* and Yi-Chiuan Wang(王翊全) (2013.09). Fundamentals, Forecast Combinations and Nominal Exchange-Rate Predictability. International Review of Economics and Finance, 25, 129-145.
研討會論文
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Yi-Chiuan Wang(王翊全)*, Yi-Hao Lai(賴奕豪)（2023.05）。Revisit CoVaRs Currency-Stocks Market。論文發表於中部財金學術聯盟研討會，台中市：中部財金聯盟。
賴奕豪*、王翊全（2022.11）。變異數與尾部風險溢酬是否對台灣股市波動預測具有資訊性?。論文發表於2022 New Futures 期貨學術與實務交流研討會，台北市：台灣期貨交易所。
賴奕豪、張玉青、王翊全*（2021.12）。台股指數期貨市場之過度投機與最適避險比率。論文發表於2021 New Futures期貨學術與實務交流研討會，台北市：台灣期貨交易所。
王翊全、何柏毅* (2019.05). Revisiting the empirical performance of equity premium prediction- a lasso regression approach. Paper presented at 兩岸永續經營創新、變革與挑戰, 台灣台中市: 東海大學管理學院.
Yi-Chiuan Wanga*(王翊全), Yi-Hao Lai (2018.07). Revisiting CoVaR between Stock and Foreign Exchange Markets. Paper presented at Annual Symposium on Management and Social Sciences, Tokyo, Japan: ASMSS.
紀亞潔、王翊全*（2018.04）。銀行放款、道德風險與經營績效之研究-縱橫門檻迴歸模型應用。論文發表於2018永續經營創新變革與挑戰國際學術研討會，東海大學音美館演奏廳及管理學院：東海大學管理學院。
Yi-Chiuan Wang(王翊全)* and Yi-hao Lai(賴奕豪) (2017.07). Revisiting the Dependence between Stock Return and Trading Volume. Paper presented at International Conference on Social Science and Business, Okinawa, Japan.: Higher Education Forum.
Yi-Hao Lai(賴奕豪)* and Yi-Chiuan Wang(王翊全) (2017.02). Initial Jump and Recovering Jump in the S&P 500 Index Returns: A Jump-Recovering-Switching Approach. Paper presented at Applied Financial Modelling Conference, Australia: Deakin University.
Yi-Chiuan Wang(王翊全)* (2016.07). Applying Dependence Switching Copula Approach to Uncovered Interest Parity. Paper presented at Society of Interdisciplinary Business Research, Osaka, Japan.: Nakhon Ratchasima Rajabhat University.
王翊全*（2015.12）。大數據應用於政府景氣指標預測。論文發表於第六屆海峽兩岸區域發展論壇，大陸上海嘉定區：中國科學學與科技政策研究會 臺灣東海大學。
Yi-Chiuan Wang(王翊全)*、Yi-Hao Lai（2015.05）。Revisiting Uncovered Interest Parity: A Dependence Switching
Copula Approach。論文發表於2015 中區財金學術聯盟，台中：嶺東科技大學 財務金融系 & 靜宜大學 財務金融系。
Jyh-Lin Wu, Yi-Chiuan Wang(王翊全) (2015.04). Independent Component Models and Exchange Rate Prediction. Paper presented at International Conference on Economics and Finance Research, 日本京都: International Economics Development Research Center (IEDRC)..
Yi-Hao Lai、Yi-Chiuan Wang*(王翊全) (2014.12). Jump-Dependent Model for Optimal Hedging for Five Major Stock Index Futures in Asia. Paper presented at 臺灣風險與保險國際學術研討會, 台中: 台灣風險與保險學會.
Jyh-Lin Wu*, Yi-Chiuan Wang(王翊全) (2014.06). Component-based Model and Exchange Rate Prediction. Paper presented at 2014 Asian Meeting of the Econometric Society, 台北、中央研究院: Academia Sinica.