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˙EMPLOYMENT AND AFFILIATIONS
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2015/8-now Assistant Professor in Finance
Department of Finance, National Sun Yat-sen University
2014-2015 Assistant Professor in Finance
Chinese Academy of Finance and Development, Central University of Finance and Economics, Beijing, China
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˙EDUCATION
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2012-June/2014 PhD in Finance.
Universidad Carlos III de Madrid, Spain
2010-2012 MSc. in Business Administration and Quantitative Methods.
Universidad Carlos III de Madrid, Spain
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˙RESEARCH INTERESTS
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Risk Management, Financial Risk Spillover, Systemic Risk, Financing Structure and Credit Risk
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˙PUBLICATIONS
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1. C.-W. Wang* (with J. I. Peña and W.-C. Chiu) (2017), “Does the Source of Debt Financing Affect Default Risk?” Review of Financial Economics (Forthcoming, MOST: B+).
2. C.-W. Wang* (with W.-C. Chiu and Tao-Hsien Dolly King) (2017), “Debt Maturity and the Cost of Bank Loans” Journal of Banking & Finance (Minor Revision, SSCI).
3. C.-W. Wang* (with W.-N. Wu and Y.-B. Chang) (2017), “Public Service Users’ Behavior, Service Satisfaction, and Citizens’ Attitudes toward Budgets Cuts” International Review of Management and Business Research.
4. C.-W. Wang* (with J. I. Peña and W.-C. Chiu) (2017), “The Effect of Rollover Risk on Default Risk: Evidence from Bank Financing.” International Review of Financial Analysis (SSCI).
5. C.-W. Wang* (with J. I. Peña and W.-C. Chiu) (2016), “Tail Risk Spillovers and Corporate Cash Holdings.” Journal of Multinational Financial Management (MOST: B+).
6. C.-W. Wang* (with W.-C. Chiu, W.-N. Wu, and C.-J. Lin) (2016), “The Impact of Rollover Risk and Firm’s Policy on Extreme Risk in the Taiwan Manufacturing Industry.” Review of Pacific Basin Financial Markets and Policy (MOST: B).
7. C.-W. Wang (with Sofia B. Ramos, Helena Veiga, and Abderrahim Taamouti) (2016), “Do Investors Price Industry Risk? Evidence form Commodity Dependent Industry.” Journal of Energy Markets (Forthcoming)
8. C.-W. Wang* (with J. I. Peña and W.-C. Chiu) (2015), “Industry Characteristics and Financial Risk Contagion.” Journal of Banking & Finance Vol. 50, pp. 411–427. (SSCI)
9. C.-W. Wang (with J. I. Peña and W.-C. Chiu) (2015) “Measuring Systemic Risk: Common Factor Exposures and Tail Dependence Effects.” European Financial Management Vol. 21, pp. 833–866. (SSCI)
10. C.-W. Wang (with H.-H. Lee and W.-C. Chiu) (2014) “Have Domestic Institutional Investors Become as Market Savvy as Foreign Investors? Evidence from Taiwan Options Market.” Journal of Derivatives Vol. 21, No. 4: pp. 63–81. (SSCI)
11. C.-W. Wang* (with J. I. Peña and W.-C. Chiu) (2013) “Do Structural Constraints of the Industry Matter for Corporate Failure Prediction?” Investment Analysts Journal Vol. 78, pp. 65–81. (SSCI)
12. C.-W. Wang (with Y.-J. Jou and W.-C. Chiu) (2013) “Is the Realized Volatility Good for Option Pricing during the Recent Financial Crisis?” Review of Quantitative Finance and Accounting Vol. 40, pp. 171–188.
13. C.-W. Wang (with Y.-J. Jou and W.-C. Chiu) (2010) “Pricing SPX and DIX by HAR Models.” International Journal of Computational Science and Engineering Vol. 5, pp. 10–20. (EI)
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˙BOOK (CHAPTERS)
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Ramos, Sofia B., Helena Veiga and Chih-Wei Wang, 2014, “Risk Factors in the oil industry: an upstream and downstream analysis” in The Interrelationship Between Financial and Energy Markets (Springer), Edited by Sofia B. Ramos and Helena Veiga.
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˙TEACHING EXPERIENCE
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2017 (Feb.) Instructor of Intermediate Financial Management in NSYSU (Undergraduate Level)
2017 (Feb.) Instructor of Financial Management (II) in NSYSU (Undergraduate Level)
2017 (Feb.) Instructor of Independent Studies (Graduate Level)
2016 (Sept.) Instructor of Independent Studies (Graduate Level)
2016 (Sept.) Instructor of Financial Engineering in NSYSU (Undergraduate Level)
2016 (Sept.) Instructor of Financial Risk Management in NSYSU (Undergraduate Level)
2016 (Feb.) Instructor of Intermediate Financial Management in NSYSU (Undergraduate Level)
2016 (Feb.) Instructor of Financial Management (II) in NSYSU (Undergraduate Level)
2015 (Sept.) Instructor of Full Dimensional Personal Finance Planning in NSYSU (Graduate Level)
2015 (Sept.) Instructor of Empirical Research Method in Finance in NSYSU (PhD level)
2014-2015 Instructor of Introduction to Finance in CUFE (Undergraduate level taught in English)
2014-2015 Instructor of Financial Risk Management in CUFE (Graduate level taught in English)
2012-2014 Instructor of Financial Economics in Universidad Carlos III de Madrid (Undergraduate level taught in English)
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˙SCHOLARSHIPS AND AWARDS
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2015 (Dec.) Best Research Paper Award in SFM conference
2014 Best PhD dissertation in Universidad Carlos III de Madrid
2012-2014 Full scholarship for PhD students of Universidad Carlos III de Madrid
2010-2012 Full scholarship for Master students of Universidad Carlos III de Madrid
2007 Lee Jack Chao-Sheng’s Scholarship (NCTU)
－This scholarship was awarded only to the top two performing students among Finance Graduate Institute and Statistics Graduate Institute
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˙RESEARCH ABILITY
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Programming : SAS, MATLAB, STATA, EVIEWS
Database: Compustat, OptionMetrics, Bloomberg, CRSP, TickData, DataStream, DealScan, Capital
IQ, ExecuComp |
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