主讲人：沈中华教授（台湾政治大学金融学系主任）
评论人：贺京同（南开大学经济研究所 教授）
范小云（南开大学金融学系 副教授）
时间：5月13日14:30-16:30
地点：十二楼经研所会议室
主讲人沈中华Chung-Hua Shen 教授简历
1. 学历：
美国Washington University Ph.D
台湾大学经济研究所硕士
台湾大学经济系学士
2. 当前职位：
政治大学金融系教授兼系主任
金融风险管理季刊主编
政治大学亚太金融中心主任
台湾金融管理学会理事长
3. 经历：
期货交易所纪律委员
荷兰尼德兰银行
香港金融管理局研究
美国旧金山联邦准备银行研究
美国圣路易联邦准备银行研究
4. 荣誉：
2003 Listed in “500 Distinguished Professors” in BWW society, USA
获选政大商学院绩优教师，2003
获选政大杰出研究讲座教授，2002, 2003, 2004
获选政大SSCI 研究优良，2001，2002, 2003, 2004
1996 台湾证券期货会最佳论文奖
1997 CBOT 最佳论文奖,颁奖地点:上海
1997 国际机构ANBAR 颁发本人paper：Citation of Excellence
5. 教学经历与兴趣：
（1） 金融财务类：银行财务管理, 财务管理银行风险管理, 银行合并并购国际金融, 国际财务管理, , 投资学, 金融市场, 全球公司治理, 货币理论与政策, 利率理论与预测, 票券与债券市场财务计量, 时间序列与横剖面计量,
（2） 计量类：
6、历年著作目录
＜1＞、有匿名评审的学术著作
1. 、陈锦村与吴孟纹（2004）更早期预警模型：台湾银行业道德指标的建立及影响,管理学报(TSSCI) , forthcoming
2. _____and H. L. Chih（2004）Investor Protection, Prospect Theory, and Earnings Management: An International Comparison of the Banking Industry, Journal of Banking and Finance (SSCI) , forth coming
3. ____and Chen S.W. (2004), GARCH, jumps and permanent and transitory components of volatility: The case of Taiwan exchange rate, Mathematics and Computers in Simulation (SCI), 67(3), 201-216
4. _____and C. A.Wang (2004) Does bank relationship matter for a firm’s investment and financial constraints? The case of Taiwan, Pacific-Basin Finance Journal, forthcoming
5. 陈建福与_____ (2004) B 股开放政策对中国大陆股票市场效率性有影响吗? 不对称门坎共整合模型的应用,财务金融学刊(TSSCI) , 11, 89-119
6. (2004) 金融改革应全力发展双轨金融中介, 国家政策季刊, 3(4), 1-28
7. _______ (2003) Cost Efficiency and Banking Performances in a Partial Universal Banking System: An Application of the Panel Smooth Threshold Model, Applied Economics (SSCI), forthcoming
8. and A. H. Huang (2003) Are Performances of Banks and Firms Related? and if so? and why? Journal of Policy Modeling (SSCI), 25, 397-414
9. and Chen, S.W. (2003) Price Common Volatility or Volume Common Volatility? Evidence from Taiwan's Exchange Rate and Stock Markets, Asian Economic Journal (JEL), 18(2), 185-211
10. and S.W. Chen（2003）, Long Swing in Appreciation and Short Swing in Depreciation and the Does the Market not Know It--The case of Taiwan, International Economic Journal (JEL), 18(2), 195-213
11. 与张云翔(2002), 金融机构跨业经营及转投资之利润与风险-全球实证分析, 中央研究院, 经济论文, (JEL, TSSCI) 30(3), 275-310
12. 与张元晨(2002) 亚洲金融风暴时期远汇与即期汇率价格不一致程度的探讨：环圜即新台币无本金远汇市场的实证结果, 台湾管理学刊, 2, 39-50
13. (2002), Credit-Rationing for Bad Companies in Bad Years- Evidence from Bank Loan Transaction Data, International Journal of Finance and Economics, (SSCI) 2002,7 (3), 261-278
14. (2002), Seasonal Cointegration and Cross-Equation Restrictions on a Forward Looking Buffer Stock Model of Money Demand, Journal of Econometrics, (SSCI), 11-46
15. 与吴孟纹（2002）银行治理、银行失败与银行绩效：以台湾为例, 亚太经济管理评论, 6 (1), 27-46
16. 与谢孟芬, 资本流入与银行脆弱性—跨国比较, 中国财务学刊
17. 与徐千婷(2000) 台湾货币政策回馈法制：Markov Switching Model Are the Effects of Monetary Policy Asymmetric? The Case of Taiwan, Journal of Policy Modeling (SSCI), 22 (2), 197–218
18. (1999) Do Foreign Investments Affect Foreign Exchange and Stock Markets–the Case of Taiwan, Applied Economics (SSCI),
19. and Chiang, C. N. (1999) Retrieving the Vanishing Liquidity Effect：A Threshold Vector Autoregressive Model, Journal of Economic and Business
20. (1999) Applying Seasonal Error Correction Modelto the demand international reserves in Taiwan, Journal of International Money and Finance (SSCI), 18, 107–131
21. ,D. R. Hakes and K. Brown (1999), Time Varying Monetary Reaction Function, Southern Economic Journal (SSCI), 65 (3), 584-593
22. and T. S. Huang (1999) Money Demand and Seasonal Cointegration, the Case of Taiwan, International Economic Journal (JEL), Vol. 13, No. 3, 197—223
23. and Lee RongWang (1998), Daily Serial Correlation, Trading Volume, and Price Limit, Pacific Basin Finance Journal (JEL), Vol. 6, NOs 3--4, August, 251--274 (The best paper of the year)
24. Lexicographically Order Its Policy Objective? Eastern Economic Journal (JEL), Vol. 24, No 2, pp. 195—206
25. (1998) The Term Structure of Taiwan MoneyMarkets Rates and Rational Expectations. International Economic Journal (JEL),vol.12, no.1-15
26. (1997), An Intra-Day Investigation on Inter-market Futures Price Transmission Between Japan and Singapore, Review of Quantitative Finance and Accounting (SSCI), Vol. 9, 147-163
27. (1997) Testing for Foreign Exchange Market Efficiency A Trivariate Vector Autoregressive Model, Applied Financial Economics (JEL), Vol. 7, 711-719