Journal Paper

Year Journal Category
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,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
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
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,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
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

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
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

Book

Year Book

Research project

Unit Project Start Date Role
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

Experience

Date Experience Unit Role

Honor

Year Project Awarder