期刊論文

2024 MeiChi Huang,A greater crisis? Investigating MSA-level housing markets during the COVID-19 pandemic,Research in International Business and Finance,71,102464 SSCI, JCR Q1
2023 MeiChi Huang,The more, the better? Forecasting gains from high-frequency housing prices in a Markov-switching dynamic factor model,Macroeconomic Dynamics,27 (1),93~110 SSCI, 經濟學門 A 級期刊
2022 MeiChi Huang,Time-varying impacts of expectations on housing markets across hot and cold phases ,International Finance,25 (2),249~265 SSCI, 經濟學門B+ 級期刊
2022 MeiChi Huang,Time-varying roles of housing risk factors in state-level housing markets ,International Journal of Finance and Economics,27 (4),4660~4683 SSCI, JCR Q2, 財務領域 B+ 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),310~342 SSCI, JCR Q2, 財務領域 B+ 級期刊
2021 Chang-Che Wu/ MeiChi Huang/ Chih-Chiang Wu,The role of asymmetry and dynamics in carry trade and general financial markets,Financial Review,56 (2),331~353 財務領域 A 級期刊
2021 MeiChi Huang/ Chu-Hua Wu/ I-Shan Cheng,A truly global crisis? Evidence from contagion dependence across international REIT markets,North American Journal of Economics and Finance,,1~12 SSCI, JCR Q2
2020 MeiChi Huang,A threshold unobserved components model of housing bubbles: Timings and effectiveness of monetary policies,Empirical Economics,59(2),887-908 SSCI, 經濟學門 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),135-174 SSCI, 經濟學門B+ 級期刊
2020 MeiChi Huang,Markov-switching impacts of housing-market expectations on credit markets,Managerial Finance,46(3),381-400 財務領域B+ 級期刊
2019 MeiChi Huang,Risk diversification gains from metropolitan housing assets,Review of Financial Economics,37(4),453-481 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),1547-1563 SSCI, JCR Q2, 經濟學門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,55,145-172 SSCI, 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,63,34-49 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,20,64-91 SSCI, 經濟學門B+ 級期刊
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,42,54-71 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),605-637 經濟學門 B 級期刊
2015 Yeong-Jia Goo/ MeiChi Huang/ Po-Ting Lin,Taiwan stock momentum effects: investigations of higher-order moment and conditional VaR interactive portfolios,Journal of Management,32(4),371-384 TSSCI
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),299-327 財務領域 A 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),762-781 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),2-16 財務領域 A- 級期刊
2014 MeiChi Huang,Monetary policy implications of housing shift-contagion across regional markets,Journal of Economics and Finance,38(4),589-608 財務領域B+級期刊

研討會論文

2024 MeiChi Huang,Research in International Business and Finance,A greater crisis? Investigating MSA-level housing markets during the COVID-19 pandemic,71,102464
2023 MeiChi Huang,Macroeconomic Dynamics,The more, the better? Forecasting gains from high-frequency housing prices in a Markov-switching dynamic factor model,27 (1),93~110
2022 MeiChi Huang,International Journal of Finance and Economics,Time-varying roles of housing risk factors in state-level housing markets ,27 (4),4660~4683
2022 MeiChi Huang,International Finance,Time-varying impacts of expectations on housing markets across hot and cold phases ,25 (2),249~265
2021 MeiChi Huang/ Chu-Hua Wu/ I-Shan Cheng,North American Journal of Economics and Finance,A truly global crisis? Evidence from contagion dependence across international REIT markets,,1~12
2021 Chang-Che Wu/ MeiChi Huang/ Chih-Chiang Wu,Financial Review,The role of asymmetry and dynamics in carry trade and general financial markets,56 (2),331~353
2021 MeiChi Huang,International Journal of Finance and Economics,Regime switches and permanent changes in impacts of housing risk factors on MSA-level housing returns,26 (1),310~342
2020 MeiChi Huang,Managerial Finance,Markov-switching impacts of housing-market expectations on credit markets,46(3),381-400
2020 MeiChi Huang,Empirical Economics,A threshold unobserved components model of housing bubbles: Timings and effectiveness of monetary policies,59(2),887-908
2020 MeiChi Huang,International Finance,New sources of housing market risk: Asset pricing for the US state‐level housing markets,23(1),135-174
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
2019 MeiChi Huang,Computational Economics,A Nationwide or Localized Housing Crisis? Evidencefrom Structural Instability in US Housing Priceand Volume Cycles,53(4),1547-1563
2019 MeiChi Huang,Review of Financial Economics,Risk diversification gains from metropolitan housing assets,37(4),453-481
2018 MeiChi Huang,International Review of Economics and Finance,Time-varying diversification strategies: The roles of state-level housing assets in optimal portfolios,55,145-172
2017 MeiChi Huang,An unprecedented housing crisis in 2006-09?Evidence from a high-dimensional dynamic factor model,IAAE 2017 Annual Conference,,Japan
2017 MeiChi Huang/ Hsiu-Hsuan Chiang,Quarterly Review of Economics and Finance,An early alarm system for housing bubbles,63,34-49
2017 MeiChi Huang,International Finance,Vulnerabilities to Housing Bubbles: Evidence from Linkages between Housing Prices and Income Fundamentals,20,64-91
2016 MeiChi Huang, Chih-Chiang Wu, Shih-Min Liu, Chang-Che Wu,International Review of Economics and Finance,Facts or fates of investors losses during crises? Evidence from time-varying REIT-stock tail dependence structures,42,54-71
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/Tzu-Chien Wang,Annals of Regional Science,Housing-bubble vulnerability and diversification opportunities during housing boom-bust cycles: Evidence from decomposition of asset price returns,54(2),605-637
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
2015 Yeong-Jia Goo/ MeiChi Huang/ Po-Ting Lin,Journal of Management,Taiwan stock momentum effects: investigations of higher-order moment and conditional VaR interactive portfolios,32(4),371-384
2015 MeiChi Huang/Chih-Chiang Wu,Review of Quantitative Finance and Accounting,Economic Benefits and Determinants of Extreme Dependences between REIT and Stock Returns,44(2),299-327
2015 MeiChi Huang/LinYing Yeh,Journal of Economics and Finance,Should the Fed take extra action for the recent housing bubble? Evidence from asymmetric transitory shocks,39(4),762-781
2015 楊景昕/黃美綺,探討美國金融風暴時各州貸款以及拖欠款互動情形,2015財務金融與管理研討會,,台灣
2014 MeiChi Huang,Journal of Economics and Finance,Monetary policy implications of housing shift-contagion across regional markets,38(4),589-608
2014 MeiChi Huang,Quarterly Review of Economics and Finance,Bubble-like housing boom-bust cycles: Evidence from the predictive power of households’ expectations,54(1),2-16

專書

2024 71,MeiChi Huang,Research in International Business and Finance,A greater crisis? Investigating MSA-level housing markets during the COVID-19 pandemic,102464
2023 27 (1),MeiChi Huang,Macroeconomic Dynamics,The more, the better? Forecasting gains from high-frequency housing prices in a Markov-switching dynamic factor model,93~110
2022 25 (2),MeiChi Huang,International Finance,Time-varying impacts of expectations on housing markets across hot and cold phases ,249~265
2022 27 (4),MeiChi Huang,International Journal of Finance and Economics,Time-varying roles of housing risk factors in state-level housing markets ,4660~4683
2021 56 (2),Chang-Che Wu/ MeiChi Huang/ Chih-Chiang Wu,Financial Review,The role of asymmetry and dynamics in carry trade and general financial markets,331~353
2021 26 (1),MeiChi Huang,International Journal of Finance and Economics,Regime switches and permanent changes in impacts of housing risk factors on MSA-level housing returns,310~342
2021 MeiChi Huang/ Chu-Hua Wu/ I-Shan Cheng,North American Journal of Economics and Finance,A truly global crisis? Evidence from contagion dependence across international REIT markets,1~12
2020 59(2),MeiChi Huang,Empirical Economics,A threshold unobserved components model of housing bubbles: Timings and effectiveness of monetary policies,887-908
2020 23(1),MeiChi Huang,International Finance,New sources of housing market risk: Asset pricing for the US state‐level housing markets,135-174
2020 46(3),MeiChi Huang,Managerial Finance,Markov-switching impacts of housing-market expectations on credit markets,381-400
2019 37(4),MeiChi Huang,Review of Financial Economics,Risk diversification gains from metropolitan housing assets,453-481
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
2019 53(4),MeiChi Huang,Computational Economics,A Nationwide or Localized Housing Crisis? Evidencefrom Structural Instability in US Housing Priceand Volume Cycles,1547-1563
2018 55,MeiChi Huang,International Review of Economics and Finance,Time-varying diversification strategies: The roles of state-level housing assets in optimal portfolios,145-172
2017 MeiChi Huang,An unprecedented housing crisis in 2006-09?Evidence from a high-dimensional dynamic factor model,IAAE 2017 Annual Conference,Japan
2017 20,MeiChi Huang,International Finance,Vulnerabilities to Housing Bubbles: Evidence from Linkages between Housing Prices and Income Fundamentals,64-91
2017 63,MeiChi Huang/ Hsiu-Hsuan Chiang,Quarterly Review of Economics and Finance,An early alarm system for housing bubbles,34-49
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
2016 42,MeiChi Huang, Chih-Chiang Wu, Shih-Min Liu, Chang-Che Wu,International Review of Economics and Finance,Facts or fates of investors losses during crises? Evidence from time-varying REIT-stock tail dependence structures,54-71
2015 39(4),MeiChi Huang/LinYing Yeh,Journal of Economics and Finance,Should the Fed take extra action for the recent housing bubble? Evidence from asymmetric transitory shocks,762-781
2015 44(2),MeiChi Huang/Chih-Chiang Wu,Review of Quantitative Finance and Accounting,Economic Benefits and Determinants of Extreme Dependences between REIT and Stock Returns,299-327
2015 楊景昕/黃美綺,探討美國金融風暴時各州貸款以及拖欠款互動情形,2015財務金融與管理研討會,台灣
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
2015 32(4),Yeong-Jia Goo/ MeiChi Huang/ Po-Ting Lin,Journal of Management,Taiwan stock momentum effects: investigations of higher-order moment and conditional VaR interactive portfolios,371-384
2015 54(2),MeiChi Huang/Tzu-Chien Wang,Annals of Regional Science,Housing-bubble vulnerability and diversification opportunities during housing boom-bust cycles: Evidence from decomposition of asset price returns,605-637
2014 54(1),MeiChi Huang,Quarterly Review of Economics and Finance,Bubble-like housing boom-bust cycles: Evidence from the predictive power of households’ expectations,2-16
2014 38(4),MeiChi Huang,Journal of Economics and Finance,Monetary policy implications of housing shift-contagion across regional markets,589-608

研究計畫

2015 探討美國金融風暴時各州貸款以及拖欠款互動情形 楊景昕/黃美綺 2015財務金融與管理研討會
2015 Journal of Management Yeong-Jia Goo/ MeiChi Huang/ Po-Ting Lin Taiwan stock momentum effects: investigations of higher-order moment and conditional VaR interactive portfolios
2015 Annals of Regional Science MeiChi Huang/Tzu-Chien Wang Housing-bubble vulnerability and diversification opportunities during housing boom-bust cycles: Evidence from decomposition of asset price returns
2015 Journal of Economics and Finance MeiChi Huang/LinYing Yeh Should the Fed take extra action for the recent housing bubble? Evidence from asymmetric transitory shocks
2015 Review of Quantitative Finance and Accounting MeiChi Huang/Chih-Chiang Wu Economic Benefits and Determinants of Extreme Dependences between REIT and Stock Returns
2017 Quarterly Review of Economics and Finance MeiChi Huang/ Hsiu-Hsuan Chiang An early alarm system for housing bubbles
2016 International Review of Economics and Finance 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
2017 International Finance MeiChi Huang Vulnerabilities to Housing Bubbles: Evidence from Linkages between Housing Prices and Income Fundamentals
2014 Journal of Economics and Finance MeiChi Huang Monetary policy implications of housing shift-contagion across regional markets
2016 Risk diversification gains from housing assets: Evidence from dynamic optimal portfolios including metropolitan housing assets in the US MeiChi Huang 2016 World Finance Conference (WFC)
2015 Nationwide or Local Housing Boom-bust Cycle? Evidence from Structural Instability in the US Housing Markets MeiChi Huang 21st International Conference on Computing in Economics and Finance (CEF)
2017 An unprecedented housing crisis in 2006-09?Evidence from a high-dimensional dynamic factor model MeiChi Huang IAAE 2017 Annual Conference
2019 Regime switches and permanent changes in impacts of housing risk factors on MSA-level housing returns MeiChi Huang The 15th International Symposium on Econometric Theory and Applications (SETA 2019)
2014 Quarterly Review of Economics and Finance MeiChi Huang Bubble-like housing boom-bust cycles: Evidence from the predictive power of households’ expectations
2018 International Review of Economics and Finance MeiChi Huang Time-varying diversification strategies: The roles of state-level housing assets in optimal portfolios
2019 Review of Financial Economics MeiChi Huang Risk diversification gains from metropolitan housing assets
2020 Managerial Finance MeiChi Huang Markov-switching impacts of housing-market expectations on credit markets
2022 International Journal of Finance and Economics MeiChi Huang Time-varying roles of housing risk factors in state-level housing markets
2020 International Finance MeiChi Huang New sources of housing market risk: Asset pricing for the US state‐level housing markets
2021 International Journal of Finance and Economics MeiChi Huang Regime switches and permanent changes in impacts of housing risk factors on MSA-level housing returns
2019 Computational Economics MeiChi Huang A Nationwide or Localized Housing Crisis? Evidencefrom Structural Instability in US Housing Priceand Volume Cycles
2020 Empirical Economics MeiChi Huang A threshold unobserved components model of housing bubbles: Timings and effectiveness of monetary policies
國科會 新冠肺炎危機時期之經濟獨特性: 觀察地方性不動產之避險資產地位 2024/08/01 計畫主持人
科技部 城市級不動產市場的不確定性衝擊: 觀察後疫情時代美國房市 2022/8 主持人
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 2020/8 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 2019/8 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 2018/8 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 2016/8 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? 2015/8 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 2014/8 主持人

經歷

年度 經歷類型 服務機關名稱 職務
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 2016/8 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 2014/8 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? 2015/8 主持人
2021 International Journal of Finance and Economics MeiChi Huang Regime switches and permanent changes in impacts of housing risk factors on MSA-level housing returns
2020 Managerial Finance MeiChi Huang Markov-switching impacts of housing-market expectations on credit markets
2020 International Finance MeiChi Huang New sources of housing market risk: Asset pricing for the US state‐level housing markets
2020 Empirical Economics MeiChi Huang A threshold unobserved components model of housing bubbles: Timings and effectiveness of monetary policies
2019 Regime switches and permanent changes in impacts of housing risk factors on MSA-level housing returns MeiChi Huang The 15th International Symposium on Econometric Theory and Applications (SETA 2019)
2019 Computational Economics MeiChi Huang A Nationwide or Localized Housing Crisis? Evidencefrom Structural Instability in US Housing Priceand Volume Cycles
2019 Review of Financial Economics MeiChi Huang Risk diversification gains from metropolitan housing assets
2018 International Review of Economics and Finance MeiChi Huang Time-varying diversification strategies: The roles of state-level housing assets in optimal portfolios
2017 International Finance MeiChi Huang Vulnerabilities to Housing Bubbles: Evidence from Linkages between Housing Prices and Income Fundamentals
2017 Quarterly Review of Economics and Finance MeiChi Huang/ Hsiu-Hsuan Chiang An early alarm system for housing bubbles
2017 An unprecedented housing crisis in 2006-09?Evidence from a high-dimensional dynamic factor model MeiChi Huang IAAE 2017 Annual Conference
2016 Risk diversification gains from housing assets: Evidence from dynamic optimal portfolios including metropolitan housing assets in the US MeiChi Huang 2016 World Finance Conference (WFC)
2016 International Review of Economics and Finance 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
2015 Nationwide or Local Housing Boom-bust Cycle? Evidence from Structural Instability in the US Housing Markets MeiChi Huang 21st International Conference on Computing in Economics and Finance (CEF)
2015 Journal of Management Yeong-Jia Goo/ MeiChi Huang/ Po-Ting Lin Taiwan stock momentum effects: investigations of higher-order moment and conditional VaR interactive portfolios
2015 Annals of Regional Science MeiChi Huang/Tzu-Chien Wang Housing-bubble vulnerability and diversification opportunities during housing boom-bust cycles: Evidence from decomposition of asset price returns
2015 Review of Quantitative Finance and Accounting MeiChi Huang/Chih-Chiang Wu Economic Benefits and Determinants of Extreme Dependences between REIT and Stock Returns
2015 探討美國金融風暴時各州貸款以及拖欠款互動情形 楊景昕/黃美綺 2015財務金融與管理研討會
2015 Journal of Economics and Finance MeiChi Huang/LinYing Yeh Should the Fed take extra action for the recent housing bubble? Evidence from asymmetric transitory shocks
2014 Journal of Economics and Finance MeiChi Huang Monetary policy implications of housing shift-contagion across regional markets
2014 Quarterly Review of Economics and Finance MeiChi Huang Bubble-like housing boom-bust cycles: Evidence from the predictive power of households’ expectations

榮譽

科技部 美國央行是否應採取非常措施來預防房市泡沫? 2015/8
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 2014/8
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 2016/8
2021 International Journal of Finance and Economics MeiChi Huang
2020 Empirical Economics MeiChi Huang
2020 International Finance MeiChi Huang
2020 Managerial Finance MeiChi Huang
2019 Review of Financial Economics MeiChi Huang
2019 Regime switches and permanent changes in impacts of housing risk factors on MSA-level housing returns MeiChi Huang
2019 Computational Economics MeiChi Huang
2018 International Review of Economics and Finance MeiChi Huang
2017 An unprecedented housing crisis in 2006-09?Evidence from a high-dimensional dynamic factor model MeiChi Huang
2017 International Finance MeiChi Huang
2017 Quarterly Review of Economics and Finance MeiChi Huang/ Hsiu-Hsuan Chiang
2016 International Review of Economics and Finance MeiChi Huang, Chih-Chiang Wu, Shih-Min Liu, Chang-Che Wu
2016 Risk diversification gains from housing assets: Evidence from dynamic optimal portfolios including metropolitan housing assets in the US MeiChi Huang
2015 Journal of Economics and Finance MeiChi Huang/LinYing Yeh
2015 Nationwide or Local Housing Boom-bust Cycle? Evidence from Structural Instability in the US Housing Markets MeiChi Huang
2015 探討美國金融風暴時各州貸款以及拖欠款互動情形 楊景昕/黃美綺
2015 Review of Quantitative Finance and Accounting MeiChi Huang/Chih-Chiang Wu
2015 Journal of Management Yeong-Jia Goo/ MeiChi Huang/ Po-Ting Lin
2015 Annals of Regional Science MeiChi Huang/Tzu-Chien Wang
2014 Quarterly Review of Economics and Finance MeiChi Huang
2014 Journal of Economics and Finance MeiChi Huang