Journal Paper

Year Journal
2021 Chang-Che Wu, MeiChi Huang, and Chih-Chiang,The role of asymmetry and dynamics in carry trade and general financial markets,Financial Review,56(2),財務領域 A 級期刊
2021 MeiChi Huang,The more, the better? Forecasting gains from high-frequency housing prices in a Markov-switching dynamic factor model,Macroeconomic Dynamics,,經濟領域 A 級期刊
2021 MeiChi Huang,Regime switches and permanent changes in impacts of housing risk factors on MSA-level housing returns,International Journal of Finance and Economics,26(1),財務領域 B+ 級期刊
2021 MeiChi Huang, Chu-Hua Wu, and I-Shan Cheng,A truly global crisis? Evidence from contagion dependence across international REIT markets,North American Journal of Economics and Finance,58, 101473,SSCI
2020 MeiChi Huang,A threshold unobserved components model of housing bubbles: Timings and effectiveness of monetary policies,Empirical Economics,59(2),經濟領域B+ 級期刊
2020 MeiChi Huang,Time-varying roles of housing risk factors in state-level housing markets,International Journal of Finance and Economics,DOI: 10.1002/ijfe.2393,財務領域 B+ 級期刊
2020 MeiChi Huang,New sources of housing market risk: Asset pricing for the US state‐level housing markets,International Finance,23(1),SSCI
2020 MeiChi Huang,Markov-switching impacts of housing-market expectations on credit markets,Managerial Finance,46(3),財務領域B+ 級期刊
2019 MeiChi Huang,Risk diversification gains from metropolitan housing assets,Review of Financial Economics,37(4),財務領域 A- 級期刊
2019 MeiChi Huang,A Nationwide or Localized Housing Crisis? Evidencefrom Structural Instability in US Housing Priceand Volume Cycles,Computational Economics,53(4),經濟領域B級期刊
2018 MeiChi Huang,Time-varying diversification strategies: The roles of state-level housing assets in optimal portfolios,International Review of Economics and Finance ,55,財務領域 A- 級期刊
2017 MeiChi Huang/ Hsiu-Hsuan Chiang,An early alarm system for housing bubbles,Quarterly Review of Economics and Finance ,63,財務領域 A- 級期刊
2017 MeiChi Huang,Vulnerabilities to Housing Bubbles: Evidence from Linkages between Housing Prices and Income Fundamentals,International Finance ,20,SSCI
2016 MeiChi Huang, Chih-Chiang Wu, Shih-Min Liu, Chang-Che Wu,Facts or fates of investors losses during crises? Evidence from time-varying REIT-stock tail dependence structures,International Review of Economics and Finance,42,財務領域 A-級期刊
2015 MeiChi Huang/Chih-Chiang Wu,Economic Benefits and Determinants of Extreme Dependences between REIT and Stock Returns,Review of Quantitative Finance and Accounting,44(2),財務領域 A 級期刊
2015 MeiChi Huang/Tzu-Chien Wang,Housing-bubble vulnerability and diversification opportunities during housing boom-bust cycles: Evidence from decomposition of asset price returns,Annals of Regional Science ,54(2),經濟領域 B 級期刊
2015 MeiChi Huang/LinYing Yeh,Should the Fed take extra action for the recent housing bubble? Evidence from asymmetric transitory shocks,Journal of Economics and Finance ,39(4),財務領域 B+ 級期刊
2014 MeiChi Huang,Monetary policy implications of housing shift-contagion across regional markets,Journal of Economics and Finance ,38(4),財務領域B+級期刊
2014 MeiChi Huang,Bubble-like housing boom-bust cycles: Evidence from the predictive power of households’ expectations,Quarterly Review of Economics and Finance ,54(1),財務領域 A- 級期刊

Conference paper

Year Title
2019 MeiChi Huang,Regime switches and permanent changes in impacts of housing risk factors on MSA-level housing returns,The 15th International Symposium on Econometric Theory and Applications (SETA 2019),,Japan
2017 MeiChi Huang,An unprecedented housing crisis in 2006-09?Evidence from a high-dimensional dynamic factor model,IAAE 2017 Annual Conference,,Japan
2016 MeiChi Huang,Risk diversification gains from housing assets: Evidence from dynamic optimal portfolios including metropolitan housing assets in the US,2016 World Finance Conference (WFC),,USA
2015 MeiChi Huang,Nationwide or Local Housing Boom-bust Cycle? Evidence from Structural Instability in the US Housing Markets,21st International Conference on Computing in Economics and Finance (CEF),,Taiwn

Book

Year Book

Research project

Unit Project Start Date Role
科技部 大眾樂觀與悲觀預期對房地產市場影響力之差異性 2020 主持人
科技部 不動產資產定價再探索:新不動產風險因子之動態定價能力面面觀 2019 主持人
科技部 城市級不動產市場在全國性不動產價量指數建構之動態角色之研究 2018 主持人
科技部 不動產風險因子在地方性不動產報酬所扮演的角色:馬可夫轉換風險因子模型在美國州與城市不動產市場之研究 2016 主持人
科技部 美國央行是否應採取非常措施來預防房市泡沫? 2015 主持人
科技部 不動產風險分散效益之探討:以納入美國城市不動產之最適投資組合為例 2014 主持人

Experience

Date Experience Unit Role
2016/03 演講 國立清華大學經濟系專題演講 An Early Alarm System for Housing Bubbles
2015/11 演講 中原大學企業管理學系專題演講 A truly global crisis? Evidence from cross-country dependence of REIT boom-bust regimes
2015/10 演講 元智大學管理學院財務金融學群專題演講 A nationwide or localized housing crisis? Evidence from structural instability in US housing price and volume cycles
2015/06 演講 國立嘉義大學應用經濟學系專題演講 A nationwide or localized housing crisis? Evidence from structural instability in US housing price and volume cycles
2015/04 演講 國立臺北大學會計學系專題演講 Economic Benefits and Determinants of Extreme Dependences between REIT and Stock Returns
2014/03 演講 國立台灣大學財務金融學系專題演講 Bubble-like housing boom-bust cycles: Evidence from the predictive power of households’ expectations

Honor

Year Project Awarder