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个人信息科学研究论文成果荣誉奖励科研团队课程教学招生信息English
沈中华教授的个人主页

Welcome to my website!
基本信息職稱：讲座教授

姓名：沈中華

办公室：0616

電話:02-3366-1087

傳真:02-8369-5817

个人主页:http://www.fin.ntu.edu.tw/~chshen/

E-mail：chshen01@ntu.edu.tw

研究領域

1. 銀行政策管理與預測

2. 國際金融與跨國銀行

3. 公司財務與公司治理

4. 金融市場

5. 計量經濟學

6. 貨幣理論與政策

个人简历台湾大学经济学学士、台湾大学经济研究所硕士，美国华盛顿大学博士，博士生导师。现任台湾大学财务金融学系教授，《金融风险管理季刊》主编、台湾金融管理学会理事长、逢甲大学讲座教授、南开大学****特聘教授、西南交通大学讲座教授。曾到荷兰尼德兰银行、香港金融管理局、美国旧金山联邦准备银行、新加坡国立大学东亚研究所、美国圣路易联邦准备银行等各地进行研究与教授访问。曾任台湾政治大学金融系教授兼系主任、台湾政治大学金融系教授、亚太金融中心主任、台湾中央大学经济系系主任。为台湾2006艾森豪威尔奖得主、傅尔布莱德学者。受聘为国家教育部第七批“****奖励计划讲座教授”。
研究方向银行管理、国际金融、金融市场与计量


Copyright ? 2011 http://inc.swjtu.edu.cn 西南交通大学信息网络中心


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登录帮助返回首页交大主页

个人信息科学研究论文成果荣誉奖励科研团队课程教学招生信息English
沈中华教授的个人主页

科学研究國科會計劃

1.台商回台上市委屈說及群聚說,2009年8月~2010年7月

2.盈餘管理對金融產業的債權成本具有中立性嗎?以信評的觀點(II),2009年8月~2010年7月

3.盈餘管理對金融產業的債權成本具有中立性嗎?以信評的觀點(I),2008年8月~2009年7月

4.1000銀行海外擴張的策略對當地銀行的影響及金融中心的吸引力(Ⅲ),2008年8月~2009年7月

5.1000銀行海外擴張的策略對當地銀行的影響及金融中心的吸引力(II),2007年8月~2008年7月

6.台灣銀行業擴張策略之探討,2007年8月~2008年7月

7.銀行跨國購併與換股溢酬的決定因素,2007年8月~2008年7月

8.1,000銀行海外擴張的策略對當地銀行的影響及金融中心的吸引力(I),2006年8月~2007年7月

9.投資銀行推薦股票之利益衝突及其決定因素(2/2),2006年8月~2007年7月

10.投資銀行推薦股票之利益衝突及其決定因素(1/2),2005年8月~2006年7月

11.銀行監理制度對銀行績效的影響：以101個國家為例(2/2),2005年8月~2006年7月

12.銀行監理制度對銀行績效的影響：以101個國家為例(1/2),2004年8月~2005年12月

13.外國銀行進駐對本國銀行經營績效及金融穩定之影響,2003年8月~2004年7月

14.銀行集中度與金融安定─台灣與國際比較(2/2),2003年8月~2004年7月

15.銀行集中度與金融安定─台灣與國際比較(1/2),2002年8月~2003年7月(NSC91-2416-H-004-025)

16.不好的年代，不好的公司的信用分配：由銀行逐筆放款資料分析,2001年8月~2002年7月(NSC90-2416-H-004-013)

17.金融風暴後，亞洲國家貨幣需求函數長期係數穩定性的檢定,1999年8月~2000年7月(NSC89-2415-H-004-012)

18.金融危機整合型研究─通貨危機之預警指標,1999年10月~2000年9月(NSC89-2415-H-004-043)

19.部份綜合銀行體系的效率估計：APANELSIMULTANEOUSTHRESHOLD

MODEL,2000年8月~2001年7月(NSC89-2415-H-004-044)

20.亞太區域金融市場之比較、互動與整合(II)--各國金融風暴之成因與對策─亞洲金融風暴為何台灣受傷最輕？好的基本面？好的銀行？好的貨幣政策？還是只是好運氣？1998年9月~1999年11月(NSC88-2416-H-004-043)

21.亞太地區金融市場之比較、互動與整合─銀行最適資本與資產風險:亞太地區銀行的比較,1997年8月~1998年12月

22.緩衝貨幣需求向前看模型、季節性共整合與季節跨式限制式,1997年8月~1998年10月

23.外匯市場風險溢酬訂價模型與MARKOV狀態變換,1996年8月~1997年10月

24.貨幣政策對產出的非對稱性─貨幣政策指標的建立,1995年8月~1996年10月

25.臺灣貨幣政策中間目標的選定與金融資產價格,1994年8月~1995年7月(NSC84-2415-H-004-017)

26.和姜寄南,外匯風險溢酬與市場基本因素變動性之研究,1994年6月~1995年5月(NSC83-0501-H-004-004)

27.外匯市場效率性檢定:三元自我迴歸模型,1993年2月至1993年7月(NSC830301-H-008-021)

28.不同頻率的資料的組合預測,1993年3月~1994年2月(NSC82-0301-H-008-021)

29.臺灣預期物價上漲率的估計,及物價上漲率不確定對經濟的影響,1992年9月~1993年8月(NSC82-0301-H-008-005)

30.我們可以永遠信任全域最大值嗎？1991年10月~1992年9月(NSC81-0301-H-008-502)


Copyright ? 2011 http://inc.swjtu.edu.cn 西南交通大学信息网络中心


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个人信息科学研究论文成果荣誉奖励科研团队课程教学招生信息English
沈中华教授的个人主页

论文成果1. The impact of corporate governance on the relationship between investment opportunities and dividend policy: An endogenous switching model approach, Asia–Pacific Journal of Financial Studies (SSCI), accepted in December 2011 (with Kun-Li Lin )

2. Impact of foreign strategic investors on earnings management of Chinese banks, 2011, Journal of Emerging Market and Financial Trade (SSCI) (with Meng-Wen Wu, Chin-Hwa Lu and Chia-Chung Chan).

3. Examining the Stochastic Behavior of REIT Returns: Evidence from the Regime Switching Approach. Economic Modeling, 2011, forthcoming (with Shyh-Wei Chen).

4. Effects of Earnings Management on Bank Cost of Debt. Accounting and Finance (SSCI), 2011 forthcoming (with Y. L. Huang)

5. 政治關聯與債務資金成本，管理學報，第二十八卷第一期，pp.31-47 黃玉麗、沈中華和林昆立 (2011).

6. 不請自來信用評等有向下偏誤的現象嗎？－配對方法，經濟論文叢刊 (TSSCI), 2011, forthcoming (與黃玉麗，張元).

7. Asymmetric Benchmarking in Bank Credit Rating for publication. for publication Journal of International Financial Markets, Institutions & Money. 2011 forthcoming with (with IFTEKHAR , Y. L. Huang).

8. Why Government Banks Underperform: A Political Interference View for publication , Journal of Financial Intermediation. 2011, (with Chih-Yung, Lin) 第20卷第X期

9. 金融發展與經濟成長-退休金的角色，證券市場發展季刊（TSSCI）. 2011, 第23卷第1期,43-80. (與毛治文).

10. The Determinants of Cross-Border Consolidation in Eight Asian Countries: Before and After the Asian Financial Crisis, Journal of Multinational Financial Management, 2011, forthcoming. (with M. R. Lin ).

11. 國家主權評等與主權信用違約交換, 期貨與選擇權學刊, 2010, 第三卷第二期, (與鄭行甫 ).

12. Cooperation Satisfaction and Performance: Empirical Evidence from Chinese Banks and Their Foreign Strategic Investors, China & World Economy(SSCI) , 2010, Vol.18, No.6, pp. 90-108, (with Chin-Hwa Lu, Meng-Wen and Wu, Zhi-Wen Wu).

13. Factors influencing the foreign entry mode of Asian and Latin-American banks, The Service Industries Journal (SSCI), 2010, Vol. 30, No. 14, pp.2351–2365, (with Meng-Fen Hsieh and Jen-Sin Lee).

14. 員工認股選擇權與公司績效-反事實分析架構之應用, 經濟論文叢刊 (TSSCI), 2010, forthcoming, (with 張元,李卿企).

15. Estimating Banking Cost Efficiency with the Consideration of Cost Management, The Quarterly Review of Economics and Finance (EconLit), 2010, Vol. 50, Issue 4, pp. 424-435, (with Tinghsuan Chen).

16. Measuring Technical and Allocative Efficiencies for Banks in the Transition Countries Using the Fourier Flexible Cost Function, Journal of Productivity Analysis (SSCI), 9 June 2010, (with Huang, T. H., and Kuan-Chen Chen).

17. 發行體評等高於主權評等之因素探討—以全球商業銀行為例，管理學報 (TSSCI) 2010 , Vol. 27, Issue 6, pp.547-570, (with 黃玉麗).

18. 銀行盈餘品質對其信用評等之影響—兼論各國資訊不對稱程度對上述關聯性之影響，管理評論 (TSSCI), 2010 (NSC 99-2410-H-147-005-)。(with 黃玉麗)

19. 基金風險狀態與投資人之處分效果：追蹤門檻模型的應用管理學報 (TSSCI) 2010 , Vol. 27, Issue 5, pp.459-477, (with李建興和黃玉麗).

20. The Elusive Effect of Bank Size on Profits, The Service Industries Journal (SSCI), 2011, forthcoming, (with M. W. Wu).

21. 銀行海外擴張的因素探討與貪污對其影響，管理學報 (TSSCI)，2010, Vol. 28, Issue 2, pp.127-143 (with蔡淵禮).

22. 全球千大銀行海外擴張因素－折衷理論驗證，財務金融學刊 (TSSCI), 2010, 第18卷第4期, pp.49-100，(with蔡淵禮).

23. 證券商股票推薦評等之利益衝突及其影響—本國券商與外資券商之比較, 證券市場發展季刊 (TSSCI), 2010, 第二十卷第四期, (with池祥萱).

24. Market shares and profitability in banking industry: the global study. 財務金融學刊 (TSSCI) , 2010, 18 (1)，pp.1-53, (with M. W. Wu).

25. What Makes International Capital Flows Promote Economic Growth? An International Cross-Country Analysis, Scottish Journal of Political Economy (SSCI), 2010, forthcoming, (with C. C. Lee and Chi-Chuan Lee).

26. The Impact of Corporate Governance on Relationship between Fundamental Information Analysis and Stock Returns, Emerging Markets Finance and Trade (SSCI) 2010, forthcoming, (with K. L. Lin).

27. 銀行民營化的績效表現－配對理論的應用, 經濟論文(TSSCI), 2009, 第37卷第3期,頁369-405, (with林智勇).

28. Conflicts of Interest in the Stock Recommendations of Investment Banks and Their Determinants, Journal of Financial Quantitative and Analysis (SSCI), 2009, vol. 44, issue 05, pp. 1149-1171, (with L. H. Chih).

29. Disposition Effect or Fund Investor and Fund styles—Application of Panel Threshold Model, 管理學報(TSSCI), 2010,Vol.27, No.5 pp.459-477 , (with M. F. Hsieh and J. S. Lee ).

30. Roles Played by Financial Development in Economic Growth: Application of the Flexible Regression Model, Empirical Economics (SSCI), 04 March 2010, (with C. C. Lee, S. W. Chen, and Z. Xie).

31. Financial Development and Economic Growth: Dynamic panel Threshold Model, 經濟研究(TSSCI), 2009, ，45:2，pp.143-188, C. H. Shen and C. P. Lin).

32. Fund Investors’ Disposition Effect vis-à-vis Herding Redemption and Non-Herding Redemption Using Quantile Regression Least Square Dummy Variable Estimator, 管理與系統期刊(TSSCI), 2010, 17 (7), pp. 1-26, (with Lee, C. H. and Yen, Bi Shia).

33. Business Cycles and Bank Regulations – What Happens to Bank Provisioning? A More Comprehensive Look at 49 Countries, Applied Economics (SSCI), 2010, pp. 1-12, (with M. F. Hsieh).

34. To Join or not to Join? Do Banks that are Part of a Financial Holding Company Perform Better than Banks that are not? Contemporary Economic Policy (SSCI), 28. Jun 2010, (with Y. Chang).

35. Performance of Bank Privatization, 中央研究院經濟論文 (TSSCI), 2009, 37 (3), Sep. pp. 369-405, (with C. Y. Lin).

36. Factors influencing the foreign entry mode of Asian and Latin-American Banks, The Service Industries Journal (SSCI), 2009, vol. 31, no. 2, pp. Forthcoming, 2011.03, (with M. F. Hsieh and J. S. Lee).

37. Is the Stock Price Higher than that Implied by the Fundamentals? International Research Journal of Finance and Economics (EI), 2009, Issue 29, (with S. W. Chen ).

38. Financial Development and Economic Growth—the Role of Retired Funds, Review of Security Market, 2009, 22(4) , (with C. W. Mo).

39. International Centre: competition between Taipei, Hong Kong and Shanghai─determinants of foreign branches，遠景基金會季刊(TSSCI), 2009, 第十卷第二期，p.49-100, (with S. Y. Chou).

40. Fund Investors' Behavioral Patterns in Hot Times: Application of Quantile Regression, Journal of Statistics and Management Systems (EI), 2009, forthcoming, J. S.(with Lee ).

41. The random walk hypothesis revisited：evidence from the 16 OECD stock prices, Economics Bulletin (EI), 2009, Vol. 29, no.1, pp.286-302, (with S. W. Chen ).

42. Testing Regime Non-stationarity of the G-7 Inflation Rates: Evidence from the Markov Switching Unit Root Test, Journal of the Chinese Statistical Association, 2009, Vol. 47, pp.1-18, (with S. W. Chen).

43. Are Crisis-Induced Devaluations Contractionary? If So, Why? in Exchange Rates, Currency Crisis and Monetary Cooperation in Asia, ed. By Ramkishen S. Rajan, Part Ⅱ, 2009, ISBN: 978-0-230-57705-3, pp.89-109, Ramkishen (with S. Rajan ).

44. Impact of Foreign Bank Entry on the Performance of Chinese Banks, China and World Economy (SSCI), 2009, Vol.17, No.3, pp.102-121, (with C. H Lu and M. W. Wu).

45. Can the nonlinear present value model explain the movement of stock price? International Research Journal of Finance and Economics (EI), 2009, 23, 155-170, (with S. W. Chen).

46. Long Swing in Appreciation and Short Swing in Depreciation — Could they exist in Asian foreign exchange? International Research Journal of Finance and Economics (EI), 2009, 23, 128-143, (with S. W Chen).

47. Determinants of Location Choice of Foreign Banks Within China：Evidence from Cities, China’s Emerging Financial Markets: Challenges and Opportunities, Vol. 8, Barth, James R.; Tatom, John A.; Yago, Glenn (Eds.), 2009, ISBN: 978-0-387-93768-7, pp. 449-474, (with Q. Liang and X. C. Hao).

48. Bank Credit Rating: the effect of country variable and bank financial ratio, 財務金融學刊(TSSCI), 2008, forthcoming, (with Y. L. Huang).

49. 金融業提列備抵呆帳與景氣循環、法規之關聯性分析—以49個國家為例，臺大管理論叢 (TSSCI), 2009, 第20卷第1期，pp.131-156, (with 謝孟芬).

50. Bank provisioning, business cycles and bank regulations: A comprehensive analysis using panel data, Banks & Bank Systems journal, 2008, Vol.3, Issue 4, pp.33-47, (with M. F. Hsieh and C. C. Lee).

51. Ambition versus Conscience, Does Corporate Social Responsibility Pay off? – The Application of Matching Methods, Journal of Business Ethics (SSCI), 2009. vol. 88, issue 1, pp.133-153, (with Y. Chang).

52. Common wave behavior for mergers and acquisitions in OECD countries? a unique analysis using new Markov switching panel model approach, Economic Bulletin (EI), 2008, Vol. 7, No. 8, pp. 1-12, (with S. W. Chen nd M. R. Lin).

53. Is there a silver lining in the cloudy performance of Chinese banks? - - an empirical investigation into the determinants of profitability and risk, Emerging Topics in Banking and Finance, Nova Science Publishers, 2008, Chapter 1, pp.9-26, ISBN: 978-1-60456-550-8, (with C. H. Lu).

54. 外國銀行追隨企業顧客或勞工顧客到大陸嗎?－「追隨客戶」理論在台灣之實證，台大管理論叢 (TSSCI), 2008, 第19卷第2期，pp.1-36，(with周秀霞).

55. 退休基金投資策略與股票市場發展，財務金融學刊 (TSSCI) ,2009 ,第17卷第3期，pp61-96,(with毛治文).

56. Causality between Banking and Currency Fragilities: A Dynamic Panel Model (leading paper), Global Finance Journal (EI, FEI), 2008, Vol.19, pp.85-101, (with Chen, C. F).

57. 股價現值模型長短期非線性行為的探討—跨國的實証研究, 中國統計學報 (Journal of the Chinese Statistical Association), 2008, Vol. 46, 61–80,(with 陳仕偉和盧碧伶).

58. The Determinants of Cross-Border Merger and Acquisition Activity in the Financial Sector in Asia— Did the Asian Financial Crisis Change Them? (NBER-EASE), volume 18, in Financial Sector Development in the Pacific Rim," edited by Takatoshi Ito and Andrew Rose, University of Chicago Press publisher, 2009, pp.203-240, C. H. (with M. R. Lin).

59. Financial Liberalization under the WTO and Its Relationship with the Macro Economy, in International Financial Issues in the pacific Rim: Global Imbalances, Financial Liberalization and Exchange Rate Policy (NBER-EASE), volume 17, T, Ito, and A. Rose editor, University of Chicago Press publisher, 2008, pp.315-345, Wang, L. R., (with N J. Y. Liang).

60. Corporate Social Responsibility, Investor Protection, and Earnings Management: Some International Evidence, the best paper of the year, J. Business and Ethics (SSCI), 2008, 79, pp.179-198, Chih, H. L., (with F. C. Kang).

61. Can the Deviation between Ownership and Control Explain Bank Performance in Taiwan?, in Corporate Governance in the 21st Century , ed. By Kellan V. Lowery, 2008, Nova Science Publishers, ISBN: 978-1-60456-008-4 (with Meng-Wen, and Wu, Chien-An, Wang)

62. Evidence of a nonlinear relationship between inflation and inflation uncertainty: The case of the four little dragons, Journal of Policy Modeling (SSCI), 2007, 30, 363–376, (with Chan, S. W. and Z. Xie).

63. The Dual Characteristics of Closed-End Country Funds -- The Role of Risk, Applied Economics (SSCI), forthcoming, (with S. W. Chen and C. F. Chen).

64. 我國上市櫃公司赴大陸投資的決定因素與獲利性研究, 管理學報 (TSSCI), 2008, 第25卷第6期，p.651~678 (98年度管理學報論文獎), (with呂青樺和李卿企).

65. Reconfirming the Non-linearity in the Stock Price-Dividend Relation: Evidence from Long Span Data for the U.S. The Empirical Economics Letters, 2007, 6 (4), July, pp.323-333 , (with Chen, S. W.).

66. Earnings Management and Corporate Governance in Asia’s Emerging Markets. Corporate Governance: An International Review (SSCI), 2007, Sep. Vol. 15, No.5, pp.999-1021, (with Chih, H. L. ).

67. Does PPP hold for Big Mac price or consumer price index? Evidence from panel cointegration. Economics Bulletin (EI), 2007, Vol. 6, No. 16, pp.1-15, (with Chen, C. F and C. A. Wang).

68. Real Effect of Money on Real Stock Price in Taiwan, The Empirical Economics Letters, 2007, 6 (3), May, pp.217-224, (with C. H. Shen and S. W. Chen).

69. The Effects of Bonus Systems on Firm Performance in Taiwan's High-tech Sector, Journal of Comparative Economics (SSCI), 2007, 35, pp. 235-249, (with Han, T. S. ).

70. An Empirical study of the Asymmetric Cointegration relationships among the Chinese stock Market, Applied Economics (SSCI), 2007, 39, 1433-1445, (with C. F. Chen and L. H. Chen).

71. Evidence of a Nonlinear Relationship between Inflation and Inflation Uncertainty: the case of the Four Little dragons, Journal of Policy Modeling (SSCI), 2007, 30, pp. 363-376 , (with Chen, S. W. and Z. Z. Xie).

72. A Sneeze in the U.S., A Cough in Japan, but Pneumonia in Taiwan? An Application of the Markov-Switching Vector Autoregressive Model, Economic Modeling (SSCI), 2007, 24, 1-14, (with Chen, S. W.)

73. 本國銀行業逐年的競爭程度及其變化之分析，證券市場發展季刊 (TSSCI), 2007, 第十八卷第三期，(with呂美慧).

74. Evidence of the Duration-dependence from the stock Markets in the Pacific rim Economics, Applied Economics (SSCI), 2007, 39, 1461-1474, (with Chen, S. W. ).

75. Why Are Crisis-Induced Devaluations Contractionary? Exploring Alternative Hypotheses, Journal of Economic Integration, 2006, 21(3), 526-550, (with Rajan, R. S. )

76. The Economics of the ―Three Links‖ in Zheng Wu editor, Sources of Conflict and Cooperation in the Taiwan Strait, 2006, 59-73. publisher World Scientific, (with Wang, Lee-Rong ).

77. 影響大陸地區銀行獲利能力與風險的因素, 中國大陸研究 (TSSCI), 2006, 49(3) , 119-142，(with呂青樺).

78. Same Financial Development Yet Different Economic Growth－Why？Journal of Money, Credit, and Banking (SSCI), 2006, 38, number 7, 1907-1944, (with C. C. Lee)

79. Is there a duration dependence in Taiwan's Business Cycles? International economic Journal (EI), 2006, 20(1), 109-127, (with Chen, S. W.).

80. Does the Financial Supervision Structure Affect Bank Performance? Banks and Bank systems, 2006, 1(2), 36-57

81. Do Regulations Affect Banking Performance? Government Governance May Matter, Contemporary Economic Policy(SSCI), 24 (1), 92-105, (with Yuen-Hsiang Chang).

82. Can the identification puzzle of Taiwan's turning points after 1990 be solved, Economic Modeling (SSCI), 2006, 23(1), 174-195, (with Chen, S. W. ).

83. Nonlinear Relationship between Inflation and Inflation Uncertainty in Taiwan, Applied Economics Letters (SSCI), 2006, 13, pp. 529-533, Chen, S. W., (with Z. Z. Xie).

84. 違約機率預測與極端值－Robust Logistic Regression，台灣財務金融季刊 (TSSCI), 2005, 13(3), 1-32，(with林公韻).

85. Investor Protection, Prospect Theory, and Earnings Management: An International Comparison of the Banking Industry, Journal of Banking and Finance (SSCI), 2005, 29, 2675-2697, (with H. L. Chih)

86. When Wall Street Conflicts with Main Street-The Divergent Movements of Taiwan's Leading Indicators, International Journal of Forecasting (SCI), 2005, 22, pp. 317-339, (with Chen, S. W.).

87. Cost Efficiency and Banking Performances in a Partial Universal Banking System: An Application of the Panel Smooth Threshold Model, Applied Economics (SSCI), 2005, 37(9), 993-1009.

88. The Impact of Cross-Ownership on the Reaction of Corporate Investment and Financing Constraints: A Panel Threshold Model, Applied Economics (SSCI), 2005, 37(20), 2315-2325 , (with C. A. Wang).

89. 央行公開市場操作對貨幣市場利率的影響, 財務金融學刊 (TSSCI), 2005, 13(1), 100-137,(with李卿企).

90. 更早期預警模型：台灣銀行業道德指標的建立及影響，管理學報 (TSSCI), 2005, 22(1), 1-28，(with陳錦村與吳孟紋).

91. Does bank relationship matter for a firm’s investment and financial constraints? The case of Taiwan, Pacific-Basin Finance Journal, 2004, 13(2), 163-184, (with C. A. Wang).

92. GARCH, jumps and permanent and transitory components of volatility: The case of Taiwan exchange rate, Mathematics and Computers in Simulation (SCI), 2004, 67(3), 201-216, (with Chen S. W.).

93. B股開放政策對中國大陸股票市場效率性有影響嗎?不對稱門檻共整合模型的應用, 財務金融學刊 (TSSCI) , 11, 89-119 (wiht陳建福).

94. Are Performances of Banks and Firms Linked? And if so, why? Journal of Policy Modeling (SSCI), 2003, 25(4), 397-414, (with A. H. Huang).

95. Price Common Volatility or Volume Common Volatility? Evidence from Taiwan's Exchange Rate and Stock Markets, Asian Economic Journal (JEL), 2003, 18(2), 185-211, (with Chen, S. W.)

96. 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), 2003, 18(2), 195-213, C. H. Shen and S. W. Chen）

97. 從投資人保護觀點與展望理論探討各國銀行業盈餘管理之現象與動機, 經濟論文 (財務金融特刊) (TSSCI), 2003, 31 (3), 407-458( with池祥麟).

98. 金融領先指標與實質領先指標訊息一致嗎？台灣領先指標的實證分析,中山人文社會科學期刊 (TSSCI), 15 (4), 628-660,陳仕偉與沈中華（2003）

99. 台灣景氣循環持續依存特性之探討,經濟研究所台灣經濟預測與政策期刊, (TSSCI), 2003, 34 (1), 63-92陳仕偉與沈中華)

100. Basel II的缺點及改進建議, 台灣金融財務季刊, 2003, 4(1), 1-18.

101. 資訊不對稱環境下, 公司投資與銀行融資限制關 係之研究, 管理學報,（TSSCI）2003, 20 ,713-740,(with 王健安)

102. 金融機構跨業經營及轉投資之利潤與風險-全球實證分析, 中央研究院, 經濟論文, (JEL, TSSCI), 2002, 30(3), 275-310,(with張雲翔).

103. 金控公司銀行與獨立銀行CAMEL比較, 台灣金融財務季刊, 3(2), 73-94,沈中華2002

104. 亞洲金融風暴時期遠匯與即期匯率價格不一致程度的探討：環圜即新台幣無本金遠匯市場的實證結果, 台灣管理學刊, 2002, 2, 39-50 (with張元晨).

105. 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.

106. Seasonal Cointegration and Cross-Equation Restrictions on a Forward Looking Buffer Stock Model of Money Demand, Journal of Econometrics, (SSCI), 2002, 11-46.(with Huang, T. H. )

107. 銀行治理、銀行失敗與銀行績效：以台灣為例, 亞太經濟管理評論, 2002, 6 (1), 27-46(with吳孟紋).

108. Estimation of Taiwan’s Binary Monetary Policy Reaction Function, Journal of Economic Studies (SSCI), 2002, 29, 222-239, (with Huang, H. C. )

109. Deregulation and Efficiency of Taiwanese Banks, in Productivity and Economic Performance in the Asia-Pacific Region, 2002 184-207, (with editing by T. T. Fu, C. J. Huang and C. Lovell, Edward Elgar (EE), USA Chou, R. I., Hasan, A. Lozano-Viva ).

110. The Choice of Intermediate Targets–Money or Interest Rate: The Case of Taiwan, in Ch5 of Monetary Policy of Taiwan, 2002, (with editing by G. Dwyer Jr., L. L. Lin, J. D. Shea and C. S. Wu, Edward Elgar Publishin ).

111. The Monetary Policy Reaction Function for Taiwan：A Narrative Approach, Asian Economic Journal (JEL), 2001, 15 (2), 199-215, (with Huang, H. C.).

112. To Intervene or Not to Intervene? The Response of Exchange Rate to Capital Flow, Asian Economic Bulletin, 2001, 18(1), 63–82, (with L. R. Wang).

113. 銀行淨邊際利息收入的決定因子-Panel Threshold Model, 中國財務學刊 (TSSCI), 2001, 9 (1), 47-83, (accepted in October 2001) (with郭照榮和陳曉蓉)

114. 歐系綜合銀行與美系分業銀行何者較能增加銀行績效：由46國比較, 台灣金融財務季刊, 2001, 2(2), 85-95(with張雲翔)

115. 資本流入與銀行脆弱性—跨國比較, 中國財務學刊 (TSSCI), 2000年12月, vol. 8,1-40, (with謝孟芬)

116. 台灣貨幣政策回饋法制：Markov Switching Model的應用, 中央研究院, 經濟論文 (JEL, TSSCI), 2000, 28(4), 339-365(with徐千婷).

117. Are the Effects of Monetary Policy Asymmetric? The Case of Taiwan, Journal of Policy Modeling (SSCI), 200, 22 (2), 197–218.

118. Estimation of a Taiwan monetary reaction function with time varying parameters, Applied Economics (SSCI), 2000, 32(4), 459-466 .

119. 投資與流動性限制：由廠商屬性來看, 中央研究院, 經濟論文, (JEL, TSSCI), 2000, 28, 67-95 (with王健安).

120. The Dual Listing of Japanese Government Bond Futures: Arbitrage and Transaction Costs, 證券發展季刊 (TSSCI), 2000, Vol. 12, No 2, 77–116 (with Lee Rong Wang)


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个人信息科学研究论文成果荣誉奖励科研团队课程教学招生信息English
沈中华教授的个人主页

荣誉奖励Eisenhower Award, Taiwan，2006 Chang Chiang River Scholar, China，2007 BaiZen (100 persons) Scholar, Shi Chun Province, China，2011 Best Paper in Conf: Political Factor on the Government Banks Performance, Joint Conference of Korea Financial Asso. and Taiwan Fin Asso. Taipei，2011 Best Paper in Journal: (Taiwan) Journal of Management Science (Chinese): Credit Rating，2011 Best Paper in Journal: (Taiwan) Journal of Management Science (Chinese): The determinants factors in investing China for Taiwanese listed firms.2009 Best Paper in Conf: China: Political Factor on the Government Banks Performance,Sixth Annual Financial Conference, China，2009 Best Paper in Literature, Industrial and Economic Award (Taiwan),Bank Concentration and Stability,2006(Dec) Best paper in Conf, Does higher Corporate Social Responsibility imply Less Earnings, World Hong Kong Con Management? --An International Evidence, Business Ethic Forum, Does East meet West?, Hong Kong (JBE later)，2006 Nov 1-3 Best Paper in Conf, Trust your Friend but Do not forget to lock the car door,Second Annual Financial Conference, China, (JFQA later),2005 Oct Distinguished Chair professor in research in National Cheng-chi University,2002,2003, 2004,2006(move to NTU next year) Distinguished Teacher in Commerce of College, National Cheng-chi University，2003 Excellence Research Award in National Cheng-chi University，2002-2007Listed in “500 Distinguished Professors” in BWW Society Who’s Who in Science and Engineering, 6th edition，2001Who’s Who in the World，2006Who’s Who in Asia，2007Best Paper, Daily Serial Correlation, Trading Volume, and Price Limit,Chicago Board of Trade, PACAP，1997Best Paper, The Announcement Effect of Sale of Long Term Asset –Application of GARCH Event Study (Chinese), Security and Futures Journal, Taiwan,1996 Teaching Award, College of Commerce, National Central University，1994National Science Foundation Research Awards，1992, 1993, 1994,1996~2012 each yearThe First Award, CAMEL Comparisons between Financial-Holding-Company-Banks and Independent Banks in Taiwan - Correcting Selection Bias by Matching Methods, 4th SinoPac Commerce (第四屆永豐論文獎), (with PHD Advisee, Chang Yuan, Department of Money and Banking National Chengchi University)



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个人信息科学研究论文成果荣誉奖励科研团队课程教学招生信息English
沈中华教授的个人主页

科研团队(1)公司理财团队(2)服务科学与创新团队


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个人信息科学研究论文成果荣誉奖励科研团队课程教学招生信息English
沈中华教授的个人主页

课程教学1. Bank management policy and expectation

2. International Finance

3. Corporation Governance and Corporation Social Responsibility

4. Finance Market

5. Econometrics

6. Earnings management


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个人信息科学研究论文成果荣誉奖励科研团队课程教学招生信息English
沈中华教授的个人主页

招生信息博士：管理科学与工程 工商管理


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个人信息科学研究论文成果荣誉奖励科研团队课程教学招生信息English
Prof. Shen's personal page

Welcome to my website!
Basic InformationProf. Chung-Hua Shen

ContactCollege of Management, National Taiwan University
No.1, Sec. 4, Roosevelt Rd., Taipei City 106, Taiwan (R.O.C.)
Tel: 02-3366-1087
Fax: 02-8369-5817
Email: chshen01@ntu.edu.tw
Homepage: http://www.fin.ntu.edu.tw/~chshen/

Personal Data and Background A. Educations
Ph.D. Department of Economics, Washington University, USA 1986 - 1991
M.A. Economic Department, National Taiwan University 1984 - 1986
B.A. Economic Department, National Taiwan University 1978 – 1981

B. Current Positions
Professor, Department of Finance, National Taiwan University Aug. 2007-now
Committee member of Finance and economics consultation group, 2008-now
office of the President.
Consultation committee of Central Deposit Insurance Corporation 2010-
Committee member of Investment and consultation group of TWSE 2010-
Independent Director of Taiwan Financial Holding Company 2007-now
Director of Taiwan Bank 2009-now
Director of Securities & Futures Institute 2009-now
Director of SME Credit Guarantee Fund 2009-now
Editor of Review of Financial RISK Management, published by Aug 2004-now
Chang Jiang Scholars, Nankai University
Editor of International Review of Accounting, Banking and Finance 2009-now
Commissioner of RTC
Editor of Risk of Financial www.jcic.org.tw/news_letter.htm JCIC
Editor of Journal of Economics and Management 2006-now
Editor of Journal of futures and options 2010-
Reviewer of Deanship of Scientific Research 2009-now
Director f Review of Ministry of Finance, R.O.C.
Director of Taiwan Stock Exchange
Reviewer of Journal of Global Business and Technology 2009-now
Member of the Editorial Advisory Board for Nankai
Business Review International 2010-now
Editor of Journal of Management & Systems 2010-now

C. Affiliations and Experiences
board member of Finance and economics consultation group, Nov 2008
Financial and Economic Consulting Member of Taiwan Pesident.
Chairperson 2004-2006
Eisenhower Fellowship 2006
Visiting Researcher in De Nederlandsche Bank, Holland Jan.~ Feb, 2004
Visiting Researcher in Hong Kong Monetary Authority, HK Jan ~Feb, 2003
Visiting Researcher in San Francisco FRB, USA July~Sept, 2002
Visiting Research Fellow in East Asian Institute, National University July~Sept, 2001
Singapore, Singapore
Visiting Researcher in Federal Reserve Bank in St. Louis, USA Aug 2000~Feb
Fulbright Scholar 2000
Instructor, Economic Policy Center, BiMBA, Beijing Univ. China March~April,1999
Chairperson, Time Series Study, NSC 1998
Board Member of Taiwan Academic Banking Association 1999 -
Board Member of Taiwan Academic Economic Association 1999 -
Associate Professor, National Chengchi University 1995 - Jan.1996
Chairman, National Central University Sept.1992 - Nov.1993
Associate Professor, National Central University Aug.1991- Jan.1995


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