魏清圳

姓名	魏清圳
聯絡電話	13603, 13060
E-mail	ccw@pu.edu.tw
個人著作參考網址	請點選這裡

類別	專任師資
職稱	教授兼系主任
研究專長	計量經濟學、總體經濟學、個體經濟學、貨幣銀行、財務經濟、貨幣經濟學、時間序列分析、統計學

期刊論文一覽
著作標題
Wei, Ching-Chun,2018,The discriminant analysis on credit loan defaults and decision making between government owned banks and private banks,International Journal of Economic Perspectives
Wei, Ching-Chun,2017,Modelling the mean and volatility dynamic relationship between the environmental risk or exchange rate volatility surprise and Commodity Reseach Bureau future price index,International Journal of Sustainable Economy,9,4,pp281-299
Wei, Ching-Chun,2017,Modelling volatility and correlations between energy price markets and SRI stock markets,International Journal of Economics and Business Research,2,13,pp155-81
Wei, Ching-Chun,2017,The relationship between ownership structure and the probability of a financial distress warning happening: evidence of listed common stock companies in Taiwan,Applied Economics and Finance,4,1,pp1-9
Wei, Ching-Chun,2017,The impact effect of corporate governance and corporate social responsibility on company performance after the financial tsunami,Asian Journal of Economic Modelling,5,4,pp465-479
Wei, Ching-Chun; Chen, Shu-Min,2016,Examining the relationship of crude oil future price return and agricultural future price return in U.S.,International Journal of Energy Economics and Policy,6,1,pp58-64
Wang Ling; Ling-Yu Jhou; Ya-Ting Chan; Wei-Husan Wang; Yu-Ting Lin and Wei, Ching-Chun,2016,Do Corporate governance and social performance differ between family-owned and non-family-owned businesses in Taiwan-listed CSR company,Asian Economic and Financial Review,6,1,pp15-26
Wei, Ching-Chun,2016,Modeling and Analyzing the Mean and Volatility Relationship between Electricity Price Returns and Fuel Market Returns,Intrnational Journal of Economics and Finance,8,pp1-16
Wei, Ching-Chun,2016,Empirical analysis of ""volatility surprise"" between dollar exchange rate and CRB commodity future markets,International Journal of Economics and Finance,8,9,pp117-126
Wei, Ching-Chun,2016,Carbon future price return, oil future price return and stock index future price return in the U.S.,International Journal of Energy ;Ecconomics and Policy,6,4,pp1-8
Wei, Ching-Chun,2015,Empirical testing for exchange rate and interest rate transmission channel in China,Asian Economic and Financial Review,5,1,pp145-154
Wei, Ching-Chun,2015,Does the SRI stock index return co-movements:evidence of the FTSE stock market,Journal of Business, Economics and Finance,4,4,pp600-616
Wei, Ching-Chun,2014,Does WTI Oil Price Return Volatility Spillover to the Exchange Rate and Stock Index in the US?,International Journal of Energy Economics and Policy,4,2,pp189-197
Ching-Chun Wei,2009,Using the Component GARCH modeling and forecasting method to determine the effect of unexpected exchange rate mean and volatility spillover on stock markets,International Research Journal of Finance and Economics,23,pp62-74
Ching-Chun Wei,2009,An Empirical Analysis of the U.S. Dollar, Yen and Eurodollar Exchange Shock Mean and Volatility Spillover to domestic and China Stock Markets,International Journal of Economics,3,1
Ching-Chun Wei,2009,An empirical analysis of interest rate shock spillover effect on China's industrial production and stock market index,The Empirical Economics Letters
Ching-Chun Wei,2009,International Capital Market Volatility Spillover Effect to the Taiwan Real Estate Market,Indian Journal of Economics,pp557-567
Ching-Chun Wei,2009,The Empirical Analysis of Institutional Trading Volume Volatility Spillover on Taiwan Stock Market Index Return,Indian Journal of Economics
Wei, Ching-Chun,2009,An Empirical Analysis of the Taiwan Institutional Trading Volume Volatility Spillover on Stock Market Index Return,Economics Bulletin,29,pp1265-1276
Wei, Ching-Chun,2009,An Empirical Analysis of the Taiwan Institutional Trading Volume Volatility Spillover on Stock Market Index Return,Economics Bulletin,29,pp1265-1276
Ching-Chun Wei,2008,An Empirical Analysis of the Effect of China Interest Rate to Industrial Production and Stock Markets Index by Using the DCC-MEGARCH Model,International Research Journal of Finance and Economics,18,pp7-17
Ching-Chun Wei,2008,Multivariate GARCH modeling analysis of unexpected U.S.D, Yen and Euro-dollar to Reminibi volatility spillover to stock markets,Economics Bulletin,3,pp1-15
Ching-Chun Wei,2008,The analysis of interest rate mean and volatility spillover to the industrial production index and stock markets: The case of China,Economics Bulletin,3,pp1-14
Ching-Chun Wei, Chi-Wei Su,2008,Analysis of Unexpected Exchange Rate Volatility and Spillover to China's Stock Markets by VARMA-GARCH-M Model,The Empirical Economics Letter,7,10,pp1015-1022
Hsu-Ling Chang,Chi-Wei Su, Ching-Chun Wei and Ching-Hsuan Huang,2008,Macroeconomic Control and Economic Growth in China,The Empirical Economic Letters,7,4,pp357-366
Wei, Ching-Chun,2008,Volatility Spillover Effects between China and ASEAN-Five stock Markets,The Empirical Economic Letters,7,8,pp803-811
Ching-Chun Wei, Chi-Wei Su,2008,Asymmetric Volatility Modeling and Forecasting of Unexpected Exchange Rate Shock to China's Stock Markets,The Empirical Economic Letters,7,8,pp859-867
Su,Chi-Wei, Chang, Hsuling, Chang,Tsangyao, and Wei, Ching-Chun,2007,Re-examing the Relationship between Stock Prices and Dividends: Evidence Based on Taiwan Panel Data Investigation,The Business Review,1,pp137-142
Chang, Tsangyao, Neih, Chien-Chung, Wei, Ching-Chun,2006,Analysis of Long-Run Benefits from International Equity Diversification between Taiwan and Its Major European Trading Partners: An Empirical Note,Applied Economics,pp1-7
魏清圳,2006,國內上市公司宣告實施庫藏股對股價的影響,台灣銀行季刊,57,3,pp224-253
Tsangyao Chang, Kuei-Chiu Lee, Chien-Chung Nieh, Ching-Chun Wei,2005,An empirical note on testing hysteresis in unemployment for ten European countries: panel SURADF approach,Applied Economics Letters,12,pp881-886
Tsyangyao Chang, Chien-Chun Neih, anc Ching-Chun Wei,2005,Is per capita Real GDP stationary? Evidence from Selected African Countries Based on More Powerful Nonlinear(Logistic) Unit Root Tests,Economics Bulletins,3,24,pp1-9
Tsyangyao Chang, Ching-Chun Wei and Chaiou Chung Huang,2005,Are Real Estate and Stock Market Related? The Case of Taiwan,The Business Review,3,2,pp125-129
Tsangyao Chang, Ching-Chun Wei,2005,Are Real Estate and Stock Markets Related? The Case of Taiwan,The Business Review,3,2,pp125-129
魏清圳,2004,台灣認購權證市場之實證研究,台灣土地銀行金融季刊,41,3,pp143-168
魏清圳,陳益壯,2002,ARCH and GARCH Modeling Analysis: The Effect of Weekly Money Supply Announcement to Interest Rates,朝陽學報,7,pp43-70
魏清圳,2001,A Strategic Monetary Analysis of International Macroeconomic Policy Coordination,朝陽學報,6,pp295-318
魏清圳,李博文,2000,以DEA模糊評估縣市政府開闢財源績效作為補助基準之研究,財稅研究
魏清圳,張建隆,2000,台灣總體經濟變數之訊息宣稱對新加坡台股指數期貨（SIMEX）之影響,台灣經濟金融月刊,36,1

會議論文一覽
著作標題
魏清圳,林芸榆,The Empirical Analysis of the Extreme Weather to the Stock Price and Agriculture Price,2012當代財務金融理論與實務研討會,2012/05/04
魏清圳,陳書民,The empirical analysis of the relationship of crude oil future price return and agricultural future price return,2011國際企業暨跨領域國際學術研討會,彰化縣,2011/05/20
魏清圳,劉雅玲,The empirical relationship of carbon future returns, oil future returns and stock future returns：A view from the EU ETS,2011國際企業暨跨領域國際學術研討會,彰化縣,2011/05/20
Wei, Ching-Chun,Are the stock returns of Taiwan's bank industry sensitive to change in the exchange rate or the interest rate?,International Symposium on Financial Engineering and Risk Management 2010,Taipei, Taiwan,2010/06/10-2010/06/12
Wei, Ching-Chun,An empirical analysis of the WTI oil price return volatility at USA,2010前瞻管理學術與產業趨勢研討會,2010/05/00
Wei, Ching-Chun,Empirical testing of exchange rate and interest rate transmission channel in china,2010前瞻管理學術與產業趨勢研討會,2010/05/00
魏清圳,Volatility Spillover Effects between China and ASEAN-five Stock Markets,第一屆金融發展學術研討會,台北市,2008/05/31-0000/00/00
魏清圳,An Empirical Analysis of China Exchange Rate Pricing and Volatility Spillovers to ASEAN-five Stock Markets,第一屆金融發展學術研討會,台北市,2008/05/31-0000/00/00
魏清圳,Asymmetric Modeling and Forecasting of Unexpected Exchange Rate Shock Mean and Volatility Spillover to International Stock Markets,2008全球化暨國際企業研討會,台中市,2008/05/29-0000/00/00
蘇志偉,魏清圳,蘇正昇,Testing the pecking order theory and the static trade-off theory of capital structure,2008長榮企業管理暨經營決策學術研討會,台南市,2008/04/24-0000/00/00
Hong-Yih , Chu, Ching Chun Wei,Openness and Growth in China,2006海峽兩岸金融改改與發展高級研討會,Mainland China,2006/10/21-2006/10/22
魏清圳,期貨價差與價格發現對現貨市場之影響,2006金融創新與公司治理研討會,台中縣沙鹿鎮,2006/10/00-2006/00/00
魏清圳,An Empirical of the Real Estate Market at Taiwan,第五屆全國實證經濟研討會,逢甲大學,2004/06/00-0000/00/00
魏清圳,The use of the financial variable to forecast the Taiwan business cycle: A Probit Approach,第三屆全國實證經濟學論文研討會,暨南大學,2002/04/00-0000/00/00
魏清圳,The impact effect of the exchange rate volatility on Taiwan trade,2001年總體經濟計量模型研討會,中研院經研所,2001/12/00-0000/00/00
魏清圳,董家康,認購權證乃對標的股票價格修正之影響,2001年現代財務論壇,逢甲大學,2001/11/00-0000/00/00
王昭正,魏清圳,陳貴華,台灣地區主題樂園開發評估模之探討,第三屆（2001）永續發展管理研討會－知識產業經營與管理,國立屏東科技大學,2001/11/00-0000/00/00
魏清圳,許舒惠,台灣股市波動影響因素之探討--VAR應用,第三屆（2001）永續發展管理研討會－知識產業經營與管理,國立屏東科技大學,2001/11/00-0000/00/00
魏清圳,林昇毅,台灣地區銀行業之經營效率分析－動態資料包絡分析法之運用,第三屆亞太管理學術研討會,成功大學,2001/05/00-0000/00/00
魏清圳,Are the Asymmetric Effects of Monetary Policy Asymmetric?,第二屆全國實證經濟研討會,國立中山大學,2001/04/00-0000/00/00
魏清圳,駱達彪,The interrelationship between the Taiwan Composite Stock index and the Taiwan OTC Stock index: A Empirical Analysis,第五屆財金理論與實務研討會,朝陽科技大學,2001/01/00-0000/00/00
魏清圳,Volatility and International Transmission of Monetary Policy,第一屆全國實證經濟研討會,國立中正大學,2000/04/00-0000/00/00
Wei, Ching-Chun, and Su, Chi-Wei,The Empirical Analysis of Institutional Trading Volume Volatility Spillover on Stock Market Index Return,2007 Annual Conference Proceedings of Taiwan Finance Association,台中縣,
Wei, Ching-Chun,The Empirical Analysis of Institutional Trading Volume Volatility Spillover on Stock Market Index Return,2007 Annual Conference of Taiwan Finance Association,Taichung,
Wei, Ching-Chun,An Empirical Analysis of the U.S. Dollar, Yen and Eurodollar Exchange Shock Mean and Volatility Spillover to domestic and China Stock Markets,8th Global Conference on Business and Economics,Florence, Italy,

個人研究一覽
著作標題
台灣地區銀行業之經營效率分析-動態資料包絡分析法
南投縣埔里鯉魚潭縣級風景特定區規劃案
台灣地下經濟之估計與因果分析
價量波動性分析
台灣不動產市場之國際經濟變數知動態外部性分析

學歷一覽
學校名稱	系所	起迄年月
猶他州州立大學	經濟系	~

課程
學期別	班級	科目代碼	科目名稱	修別	學分數
1071	財金二B	01481	個體經濟學	必修	3
1071	財金二C	01481	個體經濟學	必修	3
1071	財金碩一	04493	計量方法	必修	3
1071	管碩專一-高階組	09167	財務管理專題研討	必修	3
1071	管碩專二-經營組	09301	全球經濟趨勢與企業經營	必修	3
1071	管碩境外專一-柬埔寨	10606	全球經濟市場趨勢	必修	3

學位論文
出版日期	篇名	論文屬性
1987-01-00	Two Essays of the Volatility and International Transmission of Monetary Policy	博士論文
1982-01-00	An Empirical Analysis of the Underground economy at Taiwan	碩士論文