Professor Department of International Business College of Business, Chung Yuan Christian University

Transcription

1 Po-Chin Wu, Ph.D. Professor Department of International Business College of Business, Chung Yuan Christian University Academic Background Ph.D. National Chengchi University, Taiwan, International Finance; Security Investment: Risk Management (Applied Economics minor), 1988 Qualification Scholarly Academic Work Experience Work Experience Academic Head, Department of International Trade, Chung Yuan Christian University, Taiwan (August, July, 2005), Taiwan, Taiwan. Non-Academic Commissioner, Economic Research Section, Ministry of Economic Affairs, the Exective Yuan, Taiwan (October, August, 1990), Taiwan, Taiwan. Teaching Courses Taught Courses from the Teaching Schedule: Directed Thesis, Economics(I), Economics(II), Evaluation in International Investment Risk, Independent Study, International Finance (I), International Finance (II), International Financial Investment, International Financial Investment, Microeconomics (1), Microeconomics (2), Risk Management, Security Market Analysis (1), Security Market Analysis (2), Special Topics in Macroeconomics, Special Topics on International Finance(II), Stock Valuation and Forecasting, Stock Valuation and Forecasting Intellectual Contributions Intellectual Contributions Grid Category BDS AIS TLS Total Articles in Refereed Journals Publications in Refereed Conference Proceedings 1 1 Books, Monographs, Compilations, Manuals, Supplements, Chapters, Cases, Readings Presentations of Refereed Papers 9 9 Presentations of Non-Refereed Papers

2 Research Report, Non-Refereed 4 4 Refereed Articles Applied or Integrative/application Scholarship Wu, P. (in press, 2016). Lottery sale. Social Indicators Research. Wu, P. (2016). Monetary policy and the time-varying spatial effects of bilateral trade: Evidence from ChinaASEAN-5 countries. Applied Spatial Analysis and Policy. Wu, P. (in press, 2016). Nonlinear and time-varying growth-tourism causality. Annals of Tourism Research: A Social Sciences Journal. Wu, P. (2016). Re-examining risk premiums in the Fama-French model: the role of investor sentiment. North American Journal of Economics and Finance. Wu, P. & Fang, S. (2015). Country performance persistence: the roles of national debt and trade balance. Empirical Economics Letters. Wu, P. (2015). The threshold effect of exchange rate volatility on FDI determinant nexus A panel smooth transition regression. International Journal of Research in Finance and Marketing. Wu, P. (2015). The threshold effect on military expenditure: a panel smooth transition autoregression approach. International Journal of Research in Commerce, Economics and Management. Wu, P., Huang, T., & Pan, S. (2014). Country performance evaluation--the DEA model approach. Social Indicators Research. Wu, P. & Chang, C. (2014). Determinants of China's foreign direct investment inflows: an application of the random coefficient gravity model. Empirical Economics Letters. Wu, P., Liu, S., & Pan, S. (2014). Does misery index matter for the persistence of health spending? Evidence from OECD countries. Social Indicators Research. Wu, P., Pan, S., & Tai, X. (in press, 2014). Non-linearity, persistence and spillover effects in stock returns: the role of the volatility index. Empirica. Pan, S., Liu, S., & Wu, P. (2014). Re-testing the tourism-led growth hypothesis using panel smooth transition regression models. Tourism Economics. Huang, T., Wu, P., & Yan, C. (2014). Revisiting the redistribution effects of intergovernmental fiscal transfers: Evidence from Taiwan. Journal of Economic Policy Reform. Wu, P. & Lee, C. (2014). The threshold effect of central bank's intervention on the nexus of trade balance and macroeconomic determinants. Empirical Economics Letters. Wu, P. & Laio, J. (2013). Credit scoring model: applications of copula theory and quantile regression. Empirical Economics Letters. Wang, C., Wu, P., & Hsiao, T. (2013). Exchange Rate and Interest Rate Exposure on Operating Cash Flow - Evidence from the Taiwan 50 Index Constituents. Empirical Economics Letters. Wu, P., Liu, S., & Pan, S. (2013). Impacts of undesirable and stochastic outputs on country performance: an application of DEA future analysis. Empirical Economics Letters. Liu, S., Pan, S., & Wu, P. (2013). Measurement of the persistence in trade balance based on panel smooth transition regression model. Empirical Economics Letters. Wu, P., Liu, S., & Pan, S. (2013). Nonlinear bilateral trade balancefundamentals nexus: a panel smooth transition regression approach. International Review of Economics & Finance. Cheng, C. & Wu, P. (2013). Nonlinear earnings persistence. International Review of Economics & Finance. Laio, J., Pan, S., & Wu, P. (2013). Nonlinear exchange rate dynamics and its associated value-at-risk. Empirical Economics Letters. Wang, C., Wu, P., & Lin, H. (2013). The relationship between stock returns and foreign exchange rates in China using smooth regime-switching approach. Investment Management and Financial Innovations. Wu, P. (in press, 2012). Does Smooth Regime-Switching Model Provide Better Detection Effectiveness in Foreign Exchange Exposure? Empirical Economics Letters. Hsiao, Y., Pan, S., & Wu, P. (2012). Does the central bank's intervention benefit trade balance? Empirical evidence from

3 China. International Review of Economics & Finance. Wu, P. & Cheng, Y. (2012). Interactive effects of macroeconomic and oil price shocks on exchange rate. Empirical Economics Letters. Wu, P. (in press, 2012). The Effects of Socio-economic Factors on Suicide Rates: A Panel Data Analysis in Taiwan's Cities/Counties. Empirical Economics Letters. Cheng, C., Wu, P., & Shiue, F. (2011). Accounting Conservatism and Earnings Persistence: A consideration of Conservatism Index Components. International Journal of Accounting Studies*, 52, Pan, S., Liu, S., Peng, C., & Wu, P. (2011). Local governments' efficiency evaluation: consideration of undesirable outputs and super-efficiency. African Journal of Business Management, 5 (12), Wang, C., Wu, P., & Lu, Y. (2011). Twin-Rate Uncertainty, Debt and Investment Decisions: Evidence from Dow Jones Panel Data. Global Journal of International Business Research, 5 (1), Hsiao, Y., Pan, S., & Wu, P. (2011). Does the central bank's intervention benefit trade balance? Empirical evidence from China. International Review of Economics & Finance, 21, Pan, S., Huang, Y., & Wu, P. (2011). The Estimation of Cash Flow at Risk. Journal of Management & Systems*, 18 (1), Pan, S. & Wu, P. (2011). Do lagged asset returns and inflation rates matter for the smooth regime switching of asset returns? Empirical Economics Letters, 10 (4), Pan, S. & Wu, P. (2011). Geographic location, urbanization and health care demand: Evidence from Taiwanese cities/counties panel data. Empirical Economics Letters, 10 (2), Cheng, Y. & Wu, P. (2010). Firm characteristics, exchange rate regimes and exchange rate exposure. Empirical Economics Letters, 9 (11), Wu, P., Shen, C., & Pan, S. (2009). Nonlinear Adjustment; Arbitrage and Economic Value Predictability of Exchange Rate. Journal of Social Sciences and Philosophy*, 21 (1), Basic or Discovery Scholarship Wu, P. (in press, 2016). Defense Growth Causality: Considerations of Regime-Switching and Time- and Country-Varying Effects. Defence and Peace Economics. Wu, P. (in press, 2016). The non-linear impact of monetary policy on international reservesmacroeconomic variables nexus. Empirica. Wu, P., Fang, C., & Pan, S. (2014). Does human development index provide rational development rankings? Evidence from efficiency rankings in super efficiency model. Empirical Economics Letters. Wu, P., Liu, S., & Pan, S. (2014). Nonlinear relationship between health care expenditure and its determinants: a panel smooth transition regression model. Empirica. Wu, P. & Lee, C. (2014). Role of currency crisis indicator in the nonlinear nexus of bilateral trade balance and economic determinants. Empirical Economics Letters. Wu, P., Liu, S., & Pan, S. (2014). The impact of monetary policy on oil price persistence: an application of the smooth regime-switching model. Journal of International Trade and Economic Development. Wu, P. (in press, 2012). Fatal Economic Events and the Uncertainty-Investment Relationship: Evidence from Taiwanese Semiconductor Firms. Empirical Economics Letters. Wu, P. (2012). What do Intervention Indices Tell us about China's Currency Basket System? Empirical Economics Letters. Pan, S., Huang, T., & Wu, P. (2010). Uncertainty, Hedging and Investment: Evidence from Taiwanese Shipping Firms. Empirical Economics Letters, 9 (9), Pan, S., Cheng, C., & Wu, P. (2010). Market Incompleteness, Arbitrage and Nonlinear Ohlson Valuation Model. Empirical Economics Letters, 9 (7), Wang, C. & Wu, P. (2010). Price Uncertainty, Industrial Heterogeneity and R&D and Physical Investments: Evidence from Taiwanese Biotech Firms. Empirical Economics Letters, 9 (12), Pan, S., Liu, S., Peng, C., & Wu, P. (2010). Another Method to Deal with Undesirable Outputs in Data Envelopment Analysis. Empirical Economics Letters, 9 (10), Pan, S., Liu, H., Peng, C., & Wu, P. (2010). Another Method to Deal with Undesirable Outputs in Data Envelopment Analysis. The Empirical Economics Letters, 9 (10),

4 Wu, P., Hsiao, Y., & Pan, S. (2010). Can Intervention Indices Detect Central Bank s Actual Intervention Behavior? Applied Economics Letters, 17, Pan, S. & Wu, P. (2009). Does Portfolio Risk Matter for Leisure Decision? Empirical Economics Letters, 8 ( 10), Wu, P. & Wang, C. (2008). The Effect of Systematic Risk on Equity Valuation: An extended application of the Ohlson mode. Journal of Humanities and Social Sciences, 4 (1), Wu, P. & Cheng, C. (2006). Business Life Cycle; Industry and Equity Valuation: The Comparison between Real Option and Ohlson Models. International Journal of Accounting Studies* (43), Refereed Proceedings Basic or Discovery Scholarship Wu, P. & Peng, C. (2009). The Value at Risk Evaluation of Foreign Investment Portfolio. Proceeding of Public Finance, Wealth and Management. Books, Monographs, Compilations, Manuals Book,. &,. (2014). : Pioneer.,. &,. (2007). King Moa.,. &,. (2006). King Moa. Presentations of Refereed Papers International Wu, P., Cheng, Y., & Pan, S. (2009, July). The Impacts of Unexpected Component of Macroeconomic News Announcement and Crude Oil Price Change on Exchange Rate. 84th Annual Conference of Western Economic Association International, Vancouver, Canada. Wu, P., Hsiao, Y., & Pan, S. (2009, March). Assessment of Exchange Market Intervention in a Small Open Economy. Western Economic Association International 8th Biennial Pacific Rim Conference, Japan, Japan. National Wu, P. & Cheng, Y. (2009). Exchange Rate Uncertainty and Investment: A Consideration of Exchange Rate Exposure in Revenue and Cost Phases.*. The 5 th Commercial Business Conference, Chung-Li, Taiwan. Wu, P. & Hsiao, Y. (2009, May). Assessment of the Measures of Exchange Market Intervention: in a Small Open Economy.*. The 10th Empirical Economics Conference, Taipei, Taiwan. Wu, P. & Hsiao, Y. (2009, May). Business Cycle, Multilateral Trade and the Effectiveness of Intervention Index.* Symposium on International trade and business, Taipei, Taiwan. Wu, P., Chen, J., & Cheng, Y. (2005). The Effect of Input and Output on uncertainties on firm Investment:A case of shipping industry.*. Cross-strait Business Theory and Application Conference, Chung-Li, Taiwan. Wu, P. & Wang, C. (2005). Twin-Rate Uncertainty and Investment Decision: An Evidence of Dow Jones Panel Data. Cross-strait Business Theory and Application Conference, Chung-Li, Taiwan. Wu, P. & Wu, C. (2005, December). The Effect of Financial and Macroeconomic Variables on Taiwan Stock Market Return: Comparison of the Linear and the STARX Models.*. Cross-strait Business Theory and Application Conference, Chung-Li, Taiwan. Wu, P. & Cheng, J. (2005, December). Nonlinear Ohlson Stock Equity Pricing Model: An Application of STARX Model.*. Taiwan Economic Association, Taipei, Taiwan. Presentations of Non-Refereed Papers International Cheng, Y. & Wu, P. (2010). Do firm characteristics matter for firm value? A consideration of exchange rate exposure. 85 Annual Conference, Western Economic Association International, Sini, Australia- QLD. Liu, S., Pan, S., & Wu, P. (2010). The impact of exchange rate exposure on stock price: A consideration of regime switching. 85 Annual Conference, Western Economic Association International, Sini, Australia- QLD.

5 Peng, C., Pan, S., & Wu, P. (2010). The forecasting ability of idiosyncratic volatility on future stock return. Annual Conference, Western Economic Association International, Sini, Australia- SA.,.,,., &,. (2010).. 第三屆中國會計與財務國際論壇暨第二屆海峽兩岸會計學術研討會, Taipei, Taiwan. Chang, C., Pan, S., Tsai, M., Wu, P., & Zeng, H. (2011). Cash Flow at Risk in Operating, Investing and Financing Activities: Evidence from thecompanies in the Taiwan 50 Index. Western Economic Association International 9th Biennial Pacific Rim Conference, Tokyo, Japan. Liu, S., Fan, C., Pan, S., & Wu, P. (2011). The Performance Evaluation of OECD Countries: A Consideration of Undesirable Outputs. Western Economic Association International 9th Biennial Pacific Rim Conference, Tokyo, Japan. Peng, C., Lai, Y., Liu, S., Wu, P., & Yen, C. (2011). Nonlinear Adjustment and Arbitrage Region of Stock Price---An Extensive Application of the Ohlson Model. Western Economic Association International 9th Biennial Pacific Rim Conference, Tokyo, Japan. Wang, C., Wu, P., & Lin, H. (2012). The Relationship between Stock Returns and Foreign Exchange Rates in China Using Smooth Regime-Switching Approach Conference on East Asia Finance: Crisis and Recovery of Financial Markets, Taipei, Taiwan. Local,. &,. (2010). 不確定性 研究發展與投資不可回復性 - 台灣生物科技產業之實證 商業管理研討會, Taipei, Taiwan. National Wu, P. & Hsiao, Y. (2010). What do Intervention Indices Tell Us about China's Currency Basket System? 2010 海峽兩岸管理理論與技術研討會, Taipei, Taiwan. Research Reports Service :,.,., s u b m i t t e d t o. 2013:,., panel smooth transition model., submitted to. 2012:,.,., submitted to :,., :,., s u b m i t t e d t o. Service to the Institution Department Assignments : DIB Faculty Evaluation Committee : DIB Academic Committee : DIB Faculty Evaluation Committee : DIB Academic Committee : DIB Recruitment Committee University Assignments : Research Center Review Committee : University Affairs Committee : Matching Fund for Research Equipment Review Committee : University Faculty Evaluation Committee Department of International Trade, Chung Yuan Christian University, Taiwan Department Assignments

6 : DIB Curriculum Committee : DIB Faculty Evaluation Committee : DIB Affairs Committee College Assignments : DIB Faculty Evaluation Committee : Program Affairs Committee for PhD Program in Business : Program Coordinator Meeting : College Outstanding Faculty Selection Committee : College Faculty Evaluation Committee : Program Coordinator Committee for PhD Program in Business : Program Recruitment Committee for PhD Program in Business : Program Affairs Committee for PhD Program in Business : College Curriculum Committee : Program Affairs Committee for PhD Program in Business : Program Curriculum Committee for PhD Program in Business : College Faculty Assessment Committee : Collegial Faculty Evaluation Committee : College Affairs Committee : Program Curriculum Committee for PhD Program in Business : College Faculty Evaluation Committee : Program Affairs Committee for PhD Program in Business : College Faculty Assessment Committee : College Outstanding Faculty Selection Committee : College Affairs Committee University Assignments : University Curriculum Committee : Flexible Pay Evaluation Committee