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數位治理研究中心
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何宗武

何宗武

  • 現職

    國立臺灣師範大學全球經營與策略研究所教授兼副所長

  • 學歷

    美國University of Utah大學經濟學博士(1997)

  • 研究領域

    資產定價、機器學習、經濟決策

  • 電子郵件地址

  1. Measuring the international influence of the RMB and its regional heterogeneity: Theory and evidence from the global FX market network . Emerging Markets Finance and Trade (2024)
  2. The effect of the US dollar exchange rate on oil prices: An oil financialization perspective . International Journal of Finance and Economics (2023)
  3. Asymmetric return-volatility relation around the clock. Review of Financial Economics, 2020. (with Erin Kao and Donald Lien)
  4. Portfolio Selection Using Portfolio Committees. Journal of Financial Data Science, Summer 2020, 2 (3) 104-127; DOI: https://doi.org/10.3905/jfds.2020.1.033
  5. 匯率市場化，人民幣國際化與匯率訂價權。2019上海經濟研究 (石建勛，王盼盼，何宗武, CSSCI)
  6. 中國股市真的是水牛嗎？-- 不確定性視角下股市的價量關係實證研究。中國管理科學, 2017,. 25(9), 71-80.(石建勛，王盼盼，何宗武, CSSCI)
  7. Testing the Persistence of Forward Premium: Structural Changes or Misspecification? (with Dr. Cindy Mo(牟萬馨)) Open Economies Review, 2016, 27(1), 119-138, SSCI.
  8. The Pricing of Liquidity Risk on the Shanghai Stock Market (with Prof. Chang Shu-Hwa). International Review of Economics and Finance. 2015, 38, 112-130. SSCI.
  9. Income inequality may not converge after all: Testing panel unit roots in the presence of cross-sectional cointegration. Quarterly Review of Economics and Finance, 2015,56, 68-79. SSCI.
  10. Price linkage between the US and Japanese futures across different time zones: An analysis of minute-by-minute data (with Erin H. Kao and Hung-Gay Fung). Journal of International Financial Markets, Institution and Money, 2015, 34, 321-336. SSCI.
  11. Intra-national risk sharing and government sizes: Evidence from nonlinear regression. Applied Economics, 2011, 43, 2481-2492. SSCI. NSC 98-2410-H-128-014-
  12. 新興國家短期名目利率之均數復歸(with 張淑華教授)。經濟論文 2010, 38(4), 661-696.
  13. The inflation rates may accelerate after all: Panel evidence from 19 OECD economies. Empirical Economics, 2009, 36(1), 55-64, SSCI.
  14. On the dynamic relationship of exchange rates and monetary fundamental: An impulse-response analysis by local projections. Applied Economics Letters,2008, 15(14),1141-1145. SSCI.
  15. Testing seasonal mean-reversion in the real exchange rates: An application of nonlinear IV estimator. Economics Letters, 2008, 99, 314-316. SSCI.
  16. Income thresholds and growth convergence— A panel data approach. Manchester School, 2006, 74(2), 170-189. SSCI.
  17. Does the Expansionary Government Spending Crowd out the Private Consumption? Cointegration Analysis in Panel Data Quarterly Review of Economics and Finance, 2006, 46, #1, 133-148. SSCI.
  18. The Smooth-saving-retention coefficient with country size. Applied Economics Letters, 2006, 13, 247-250. SSCI. (with River Huang H-C)
  19. The Dynamic Relationship between the Prices of ADRs and their Underlying Stocks: Evidence from the Threshold Vector Error-correction Model. Applied Economics, 2005, 37, 2387-2394. SSCI. (with Hui-Min Chung)
  20. Investigating the threshold effects of inflation on PPP. (NSC 90-2415-H-128-008-) Economic Modelling, 2005, 22(5), 926-948. SSCI.
  21. Cointegration, Government Spending, and Private Consumption: Evidence from Japan. Japanese Economic Review, 2004, Vol. 55, #2,162-174. SSCI.
  22. The Foreign Exchange Exposure and the 1997 Asian Crisis: A Panel Threshold Approach. (NSC 89-2415-H-128-001) Applied Financial Economics, 2004, 14, 497-505. SSCI.
  23. The Saving-Retention Coefficient and Country-size: the Feldstein-Horioka Puzzle Reconsidered. Journal of Macroeconomics, 2003, 25, 387-396. SSCI.
  24. A Re-examination of the Unbiasedness Forward Rate Hypothesis Using Dynamic SUR Model. Quarterly Review of Economics and Finance, 2003, 43(3), 542-559. SSCI.
  25. The Regime-Switching Properties of the Optimal Seigniorage Hypothesis: A Case of Taiwan. Applied Economics, 2003, 35(4), 485-494. SSCI
  26. The Forward Rate Unbiasedness Hypothesis Revisited. Applied Financial Economics, 2002,12,799-804. SSCI.
  27. The Feldstein-Horioka Puzzle Revisited. Journal of International Money and Finance, 2002, 21(4), 555-564. SSCI
  28. Searching Stationarity in the Real Exchange Rates: Application of the SUR Estimator. Open Economies Review, 2002, 13(3), 275-289. SSCI
  29. A Panel Cointegration Approach to the Investment-Saving Correlation. Empirical Economics, 2002, 27(1), 91-100. SSCI.
  30. Crowding-in or Crowding-out? Analyzing Government Investment in Taiwan. Asian-Pacific Journal of Economics and Business, 2002, 6(2), 74-92. EconLit.
  31. Consumption and Government Spending Substitutability Revisited: Evidence from Taiwan. Scottish Journal of Political Economy. 2001, 48(5), 589-604, Nov. SSCI
  32. Finite-sample Properties of the Bootstrap Estimator in Markov-switching Model. Journal of Applied Statistics. 2001, 28(7), 835-842. SCI.
  33. Analyzing the Crowding-out Problems of Taiwan. Journal of Economic Development. 2001, 26(1), PP. 115-132, June. EconLit.
  34. Information Capital and the Value of Economic Organizations . (NSC 87-2418-H-128-002). Brazilian Electronic Journal of Economics. 2001, 4(1), 1-12. EconLit.
  35. Country Size and Investment-Saving Correlation: A Panel Threshold Error Correction Model. Eastern Economic Journal.2001, 27(4), 481-490. EconLit.
  36. The Government Spending and Private Consumption: A Panel Cointegration Analysis. International Review of Economics and Finance. 2001, 10(1), 95-108. SSCI.
  37. Regime-switching Investment-Saving Correlation and International Capital Mobility. Applied Economics Letters. 2000, Vol. 7, 619-622. SSCI.
  38. Testing the Hypothesis of Phillips Curve Tradeoff: A Regime-switching Approach. Applied Economics Letters. 2000, Vol. 7, 645-647. SSCI.
  39. Financial Liberalization and International Capital Mobility of Taiwan: A Regime-switching Approach. Asian Economic Journal.1999, 13(4), 407-417. EconLit.
  40. Export-Orientation and Investment-Saving Correlation: A Case of Taiwan. Applied Economics.1999, 31(7), 805-813. SSCI.
  1. Mo, Wan-Shin, and Ho, Tsung-Wu (2018, December). Investigating the Determinants of Correlation of Bonds, Stocks, and Commodities. The 2018 Annual Conference of the Taiwan Economic Association held at Chung-Hua Institution Economic Research, Taiwan (*Corresponding author).
  2. Mo, Wan-Shin, and Ho, Tsung-Wu (2018, June). The Link between Commodities and Inflation: A Mixed Data Sampling Approach Analysis. The 93rd Annual Conference of the Western Economic Association International, Vancouver, Canada (*Corresponding author, funded by MOST 106-2410-H-033-018).
  3. Mo, Wan-Shin, and Ho, Tsung-Wu (2017, December). Macroeconomics and Commodity: A Mixed Data Sampling Regression Analysis. The 2017 Annual Conference of the Taiwan Economic Association held at National Tsinghua University, Taiwan (*Corresponding author, funded by MOST 106-2410-H-033-018).
  4. Mo, Wan-Shin, and Ho, Tsung-Wu (2016, December). Interdependency of Returns and Volatility in the Global Financial Market: A Network Connectedness Analysis. The 2016 Annual Conference of the Taiwan Economic Association held at National Taiwan University, Taiwan (*Corresponding author).
  5. Mo, Wan-Shin, and Ho, Tsung-Wu (2016, June). The Impact of Quantitative Easing Policy: Money and Inflation. The 26th International Conference on Management in the Pacific Rim held at Chung Yuan Christian University, Taiwan (*Corresponding author).
  6. Mo, Wan-Shin, and Ho, Tsung-Wu (2015, December). The dynamics of inflation: a global vector autoregression approach. The 2015 annual conference of the Taiwan Economic Association held at National Taiwan University, Taiwan (*Corresponding author).
  7. Mo, Wan-Shin, and Ho, Tsung-Wu (2014, December). Visiting the empirical linkages between bond returns and trading volume in U.S. corporate bond index. The 2014 annual conference of the Taiwan Economic Association held at Soochow University, Taiwan (*Corresponding author).
  8. Mo, Wan-Shin, and Ho, Tsung-Wu (2014, November). Persistence of the Euro Forward Premium: Term Structure with Quantile Regression. The 84th annual conference of the Southern Economic Association, Atlanta, GA, U.S.A. (*Corresponding author, funded by MOST 103-2410-H-033 -010).
  9. Mo, Wan-Shin, and Ho, Tsung-Wu (2013, December). The Persistence of Forward Premium: Evidence from Regression Quantiles. The 2013 annual conference of Taiwan Economic Association, Tamkang University (*Corresponding author).
  10. Mo, Wan-Shin, and Ho, Tsung-Wu (2013, June). Predictability of Exchange Rates in the Presence of Structure Changes. Symposium on the performance of Financial Markets, organized by the Cetre for Financial Econometrics (CFE), Melbourne, Australia (*Corresponding author, funded by NSC 101-2410-H-033-021).
  11. 「經濟學價值理論的人文基礎：一個時間與時間性的詮釋」。2005/6/25，東吳經濟思想與方法論研討會。
  12. The Smooth-saving-retention coefficient with country size. 2005/1/8，世新大學財金研討會。(Co-authored with Dr. 黃河泉)
  13. Exports and Endogenous Growth: Theory and Empirics。2003/10/23，中研院總體計量研討會。中央研究院。(Co-authored with Dr. 謝宜倪)
  14. Substitutability of Consumption in a Permanent Income Model: Evaluating a System of Cointegrating Equations. 2003/10/17，淡江大學應用經濟研討會。淡江大學城區部。
  15. The Term Structure of Interest Rate and Real Exchange Rate: An Econometric Evaluation. 台灣經濟學會2001年會。台北：中華經濟研究院。2001/12/16.
  16. Inflation thresholds and the Long-run PPP. 2001年總體計量模型研討會。台北：中央研究院經濟研究所。2001/12/13。
  17. Does the Government of Taiwan Collect Seigniorage? 2001東吳經濟學術研討會。台北：東吳大學。
  18. Capital Structure and the Persistence of Profit: Threshold Regression in Panel Data
  19. 臺灣財務金融學會2001年財務金融學術暨實務研討會。淡江大學。2001/06/02。
  20. Industrial Restructuring, Export Orientation and the Gender Wage Inequality in Taiwan’s Manufacturing Industries: Evidence from Panel Data. 國立台北大學經濟系第五屆經濟發展學術研討。2001/4/21.(Co-authored with 王怡修)
  21. Export orientation and Gender Wage Inequality: Evidence from Panel Threshold Model. 台灣經濟學會2000年會。台北：中華經濟研究院。2000/12/17.
  22. The Forward Rate Unbiasedness Hypothesis Reconsidered. 中國財務學會2000年財務金融學術暨實務研討會。輔仁大學。2000/6/2~2000/6/3。
  23. Consumption and Government Spending Substitutability Reconsidered: Evidence From Taiwan.中正大學第一屆實證經濟學研討會。嘉義：中正大學。2000/4/16.
  24. The Riskiness of Capital Structure and Foreign Exchange Exposure : A Micro Approach to the Asian Crisis. 2000 Conference on Asia-Pacific Financial Markets and Economies (2000年亞太金融市場研討會) . "Asian Economy and Financial Markets After Crisis", 2000/3/13,台北： 凱悅飯店，元智大學管理學院及 University of Alberta合辦.
  25. 廠商資本結構風險暴露及1997亞洲金融風暴。2000東吳經濟學術研討會。台北：東吳大學。2000/3/4
  26. Regime-switching Substitutability of Government Spending and Cointegration: A Case of Taiwan. 台灣經濟學會1999年會。台北：中華經濟研究院。1999/12/19
  27. The Investment-saving Correlation reconsidered: Country Size and Regime-switching. 1999年總體計量模型研討會。台北：中央研究院經濟研究所。1999/12/13~1999/12/14
  28. Foreign exchange regime and the effectiveness of fiscal expansion. 輔仁大學『總體經濟與國際金融研討會』。1999/10/30。
  29. "The long-run Phillips curve when the natural rate changes." Paper presented at the Annual Conference of Economic Science Association. Arizona. 1998/10/18
  30. 「資訊流動與網際網路外部性」。。網路效果與外部性研討會，多媒體與網路產業研究中心。1998/05/02
  31. "Hongkong's Reverse and Taiwan's Economic Development-- The Political Economy of Taiwan's Trade Network." Paper presented at the Annual Conference of ASSA, CEANA technical session, 1998/01/03.
  32. "The Value of Incumbency under Informal Rivalry". Paper presented at the Annual Conference of Midwest Economic Association, 1998/3/20.
  33. "Network, Externalities, and the Economics of Online Service". 臺灣學術網路 (TaNet97 )1997 年會, 台灣大學, 199710/23.(後刊登於 網路年鑑：「網際網路線上服務之經濟分析」。1995: PP. 82-89。)
  34. "The External Effects of Culture on Product Heterogeneity". Paper presented at the Annual Conference of Economic Science Society, 1997/9/29.
  35. "The Failure of Methodological Falsification in Economic Theory". Paper presented at the Annual Conference of History of Economics Society, 1996/6/30.
  36. " China-Taiwan Interdependence: A Cointegration Analysis". Paper presented at the Annual Conference of ASSA, CEANA session, 1994/1/3.
  37. "A Simple Growth Model with Exhaustible Resources: An Optimal Control Model". Paper presented at the Annual Conference of Western Economic Association , Lake Tahoe, 1993/6/30.
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