张仓耀:特聘教授                          
E-mail:tychang@fcu.edu.tw                            
【个人简历】

  教育经历:1992年至1994年获美国犹他州立大学经济学博士;1989年至1991年获美国东田那西州立大学硕士;1981年至1984年获台湾中兴大学学士学位。

    工作经历:1990年至1991年任东田那西州立大学教学助理;1992年至1994年 任犹他州立大学教学助理;1995年至2002年 任逢甲大学经济学副教授;2002年至2005年 任逢甲大学经济学教授;2004年至2005年 任逢甲大学商学进修学士班主任;2005年至今任逢甲大学财务金融系主任、教授。

【研究方向】
  经济理论、行为金融学、国际金融、应用计量时间序列分析            
【学术成果】

    1.TsnagyaoChang , and Feng-Li Lin, 2007, “Does Debt affect firm value? A Panel Threshold Analysis for the Taiwan Market.Department and Graduate Institute of Finance ,Feng Chia University , Taichung , Taiwan .

    2.TsnagyaoChang , and Feng-Li Lin, 2007, “Does managerial ownership affect firm value? A Panel Threshold Regression Analysis,” Department and Graduate Institute of Finance, Feng Chia University , Taichung , Taiwan .

    3.TsnagyaoChang , and Feng-Li Lin, 2007, “Does Blockholder Ownership affect firm value? A Panel Threshold Regression Analysis,.” Department and Graduate Institute of Finance ,Feng Chia University , Taichung , Taiwan .

    4.TsnagyaoChang , and Feng-Li Lin, 2007, “Does Institutional Ownership affect firm value? A Panel Threshold Regression Analysis,.” Department and Graduate Institute of Finance ,Feng Chia University , Taichung , Taiwan .

    5.TsnagyaoChang , Hsu-Ling Chang, Hsiao-Ping Chu and Chi-Wei Su, 2005, “Is Per Capita Real GDP Stationary in Asian Countries? Evidence from A Panel Stationary Test with Structural Breaks,” Department and Graduate Institute of Finance ,Feng Chia University , Taichung , Taiwan .

    6.TsnagyaoChang , Hsu-Ling Chang, Hsiao-Ping Chu and Chi-Wei Su, 2005, “Are Visitor Arrivals Stationary in Taiwan ? An empirical note based on Panel SURADF Tests,” Department and Graduate Institute of Finance ,Feng Chia University , Taichung , Taiwan .

    7.TsnagyaoChang , Hsu-Ling Chang, Hsiao-Ping Chu and Chi-Wei Su, 2005, “Is Per Capita Real GDP Stationary in Latin American Countries? Evidence from Panel Stationary Tests with Structural Breaks,” Department and Graduate Institute of Finance, Feng Chia University , Taichung , Taiwan .

    8.TsangayoChang ,Kuei-Chiu Lee, Yuan-Hon Ho and Chien-Chung Nieh. 2005, “Modeling the Nonlinear M1 Money Demand Function in China ,” Working Paper, Department and Graduate Institute of Economics, Feng Chia University , Taichung , Taiwan .

    9.TsangayoChang ,Chien-Chung Nieh, Mingjing Yang and Chi-Chen Chiu. 2005, “Nonlinear Short-Run Adjustments in U.S. Stock Market Returns” Working Paper, Department and Graduate Institute of Economics, Feng Chia University , Taichung , Taiwan .

    10.TsangayoChang ,Chien-Chung Nieh, Mingjing Yang and Tse-Yu Yang. 2005, “Are Stock Market Returns Related to the Weather Effects? Empirical Evidence from Taiwan ” Working Paper, Department and Graduate Institute of Economics, Feng Chia University , Taichung , Taiwan .

    11.Tsangayo Chang and Chien-Chung Nieh..2005, “Is Per Capita Real GDP Stationary? Evidence from Selected African Countries based on More Powerful Nonlinear (Logistic) Unit Root Test” Working Paper, Department and Graduate Institute of Economics , Feng Chia University , Taichung , Taiwan .

    12.Tsangayo Chang, Yuan-Hong Ho, Kuei-Chiu Lee and Ching-Chun Wei. 2004, “Revisiting Hysteresis in Unemployment for Ten European Countries – More Powerful Nonlinear (Logistic) Unit Root Test: An Empirical Note” Working paper, Department and Graduate Institute of Economics, Feng Chia University , Taichung , Taiwan .

    13.Tsangayo Chang and Yuan-Hong Ho. (2004, “Are Per Capita Real GDP Stationary in China ? A Panel SURADF Approach” Working paper, Department and Graduate Institute of Economics, Feng Chia University , Taichung , Taiwan .               

    14.TsangyaoChang ,Chien-Chung Neih and Yao-Men Yu. 2004, “Using Threshold Error-Correction Model to Investigate Asymmetric Price Transmission Between the Real Estate and Stock Markets in Taiwan ”, Working paper, Department and Graduate Institute of Economics, Feng Chia University , Taichung , Taiwan .

    15.Tsangyao Chang, Jer-Yan Lin and Ching-Chun Wei. 2004, “An Empirical Note on Testing Hysteresis in Unemployment for Ten European Countries: Panel SURADF Approach” Working paper, Department and Graduate Institute of Economics, Feng Chia University , Taichung , Taiwan .

    16.Tsangyao Chang, Yuan-Hong Ho and Chiung-Ju Huang. 2003, An empirical note on testing the Wagner's Law for China , 1979-2002, Working paper, Department and Graduate Institute of Economics, Feng Chia University , Taichung , Taiwan . 

    17.Tsangyao Chang and Yuan-Hong Ho. 2003, An Empirical Study of the Aggregate Import Demand Function for South Korea based on the Bounds Test, Working paper, Department and Graduate Institute of Economic, Feng Chia University , Taichung , Taiwan .

    18.Tsangyao Chang, Chieh-Chung Neih and Wina Lin. 2003, Using Panel Data and Bounds Test to Investigate the Relationship between Stock Prices and Dividends, Working Paper, Department and Graduate Institute of Economic, Feng Chia University , Taichung , Taiwan .

    19.Tsangyao Chang and Yi-Wen Lin. 2003, Spillover Effects among Stock Price, Exchange Rate and Interest Rate based on Multivariate VAR-EGARCH Model, Working Paper, Department and Graduate Institute of Economic, Feng Chia University , Taichung , Taiwan .

    20.Tsangyao Chang and Chyong ling Chen. 2002, ‘Are There any Long-Run Benefits from International Equity Diversification Between Taiwan and Its Major European Trading Partners: An Empirical Note, Working paper, Department and Graduate Institute of Economic, Feng Chia University , Taichung , Taiwan .

    21.Tsangyao Chang and Chyong ling Chen. 2002, “Stock Market Returns and Volatilities Transmission Between Taiwan and Its Major European Trading Partners: A VECM-EGARCH Approach, Working paper, Department and Graduate Institute of Economic, Feng Chia University, Taichung, Taiwan.

    22.Tsangyao Chang and Wen Rong Liu. 2002, “On Engine of Growth in China : Financial-Led or Openness-Led?“ Working paper, Department and Graduate Institute of Economic, Feng Chia University , Taichung , Taiwan .

    23.Tsangyao Chang. 2002. “Hysteresis in Unemployment: Evidence from Taiwan‘s Regional Data Based on Panel Unit Root Tests,” Working paper, Department and Graduate Institute of Economic, Feng Chia University , Taichung , Taiwan .

    24.Tsangyao Chang and Chieh-Chung Neih. 2001, “Are real estate and stock markets related ? Taiwan‘s evidence based on fractional cointegration test,” Working paper, Department and Graduate Institute of Economic, Feng Chia University , Taichung , Taiwan .

    25.Tsangyao Chang, 2001, “Long run benefits from international equity diversification: Taiwan‘s evidence from Johansen's multivariate cointegration tests, 1995-2001,“ Working paper, Department and Graduate Institute of Economic, Feng Chia University , Taichung , Taiwan .

    26.Tsangyao Chang, 2000, “A note on testing the Safe-Heaven hypothesis for twelve Asian currencies,“ Working paper, Department and Graduate Institute of Economic, Feng Chia University , Taichung , Taiwan .

    27.Tsangyao Chang, 2000, “A note on testing the Safe-Heaven hypothesis for four Asian tigers‘ currencies,“ Working paper, Department of Economics, Feng Chia University , Taichung , Taiwan .

    28.Tsangyao Chang, and Yuan-Hon Ho, 2000,“Tax-and-spend, spend-and-tax of fiscal synchronization: evidence from South Korea and Taiwan ,“ Working paper, Department of Economics, Feng Chia University , Taichung , Taiwan .

    29.Tsangyao Chang, 2000, “Tax-and-spend, spend-and-tax or fiscal synchronization?evidence from Mainland China based on multivariate error-correction model“ Working paper, Department and Graduate Institute of Economics, Feng Chia University, Taichung , Taiwan .

    30.Tsangyao Chang, 2000, “Tax-and-spend, spend-and-tax or fiscal synchronization?evidence from Mainland China , “ Working paper, Department and Graduate Institute of Economic, Feng Chia University , Taichung , Taiwan .

    31.Tsangyao Chang and YuanHon Ho, 2000, ‘Tax-and-Spend, Spend-and-Tax, or Fiscal Synchronization:: New Evidence for Three Newly Industrialized Countries based on Cointegration and Error-Correction Modelling Techniques,“ Working paper, Department and Graduate Institute of Economic, Feng Chia University , Taichung , Taiwan .

    32.Tsangyao Chang, YuanHon Ho, and Li-Fang Wen, 2000, ‘Tax-and-Spend, Spend- and-Tax, or Fiscal Synchronization:: New Evidence from Three G-7 Countries and Three Newly Industrialized Countries, Working paper, Department and Graduate Institute of Economic, Feng Chia University , Taichung , Taiwan .

    33.Tsangyao Chang, 2000, “The impact of futures trading on the volatility of the current stock market: evidence from Taiwan ,“ Working paper, Department and Graduate Institute of Economics , Feng Chia University , Taichung , Taiwan  

    34.Tsangyao Chang, 2000, 臺股指數期貨市場與現貨市場報酬波動與價格動態 之實證探討:多變量誤差修正 GARCH 方法 , NSC89-2415-H-035-008,25 pages 。

    35.Tsangyao Chang, WenShwo Fang, WenRong Liu, and Henry Thompson, 1999, “Fiscal Policy and Output in South Korea , Taiwan and Thailand , Working paper, Feng Chia University , Taichung , Taiwan . Auburn University , AL , USA .

    36.Tsangyao Chang, 1999, “A Note on the Long-run benefits from International Equity Diversification for a Taiwan Investor diversifying in the US Equity Market,“ Working paper, Department and Graduate Institute of Economics, Feng Chia University , Taichung , Taiwan .

    37.Tsangyao Chang, 1999, “A Note on the Long-run benefits from Equity Diversification in Taiwan Share Markets: Evidence from Taiwan Stock Exchange and Taiwan OTC Markets,“ Working paper, Department and Graduate Institute of Economics , Feng Chia University , Taichung , Taiwan .

    38.Tsangyao Chang and Chyong-ling Chen, 1999, “ A Note on the Long-run Benefits from International Equity Diversification for a US Investor Diversifying in four Chinese Equity Markets,“ Working paper, Department and Graduate Institute of Economics , Feng Chia University , Taichung , Taiwan .

    39.Chyong-ling Chen and Tsangyao Chang, 1999, “An Empirical Study of Return and Volatility Transmissions among Five Chinese Stock Markets in China , Hong Kong, Singapore and Taiwan , memo, Department and Graduate Institute of Economics, Feng Chia University , Taichung , Taiwan

    40.Tsangyao Chang and JerYan Lin, 1999, An Empirical Study of Taiwan Criminal Behavior based on Multivariate Cointegration/Error-correction Modelling Techniques, memo, Department and Graduate Institute of Economics, Feng Chia University , Taichung , Taiwan .

    41.Tsangyao Chang., WenShwo Fang., and Yen Cheng Tseng, 1999, Causality between the Measured and Underground Economy in Taiwan : 1962 - 1997, Working paper, Department of Economics, Feng Chia University , Taichung , Taiwan .

    42.Tsangyao Chang, 1998, Market Return and Volatility Transmissions in the Taiwan OTC and Taiwan Stock Exchange, manuscripts, Department and Graduate Institute of Economics ,Feng Chia University , Taichung , Taiwan .

    43.Tsangyao Chang, 1998, “Market Return and Volatility in the Taiwan OTC and Taiwan Stock Exchange“ 計畫編號 : NSC-87-2415-H-035-011 。 12 pages 。

    44.Tsangyao Chang. 1998, A Re-Examination of Wagner‘s Law for Ten Countries Based on Cointegration and Error-Correction Modeling Techniques, Working paper, Department and Graduate Institute of Economics, Feng Chia University, Taichung , Taiwan .

    45.Tsangyao Chang, 1998, A Re-Examination of Wagner‘s Law for Three Newly Industrialized Countries Based on Cointegration and Error-Correction Modeling Techniques, Working paper, Department and Graduate Institute of Economics, Feng Chia University , Taichung , Taiwan .

    46.Tsangyao Chang, WenShwo Fang., and ChwenChi Liu. 1998, Defense Spending, Economic Growth, and Causality: Evidence from Taiwan and Mainland China , Working paper, Department and Graduate Institute of Economics, Feng Chia University, Taichung , Taiwan .

    47.Tsangyao Chang. 1997, “Analysis of ARCH-type Models on Taiwan Stock Market Volatility.“ 計畫編號 :NSC-86-2415-H-035-009 。 230 pages.

    48.Tsangyao Chang, 1997, “An Re-Examination of Wagner‘s Law for Six Countries: A Cointegration Analysis.” Working paper, Department and Graduate Institute of Economics, Feng Chia University .

    49.Tsangyao Chang, WenShwo Fang, and WenRong Liu. 1997, “Growth, Exports and Cointegration: An Empirical Investigation for three South Pacific Island Countries.‘ Working paper, Department of Economics, Feng Chia University .

    50.Tsangyao Chang, and WenShwo Fang, 1997, “Tax-and-Spend or Spend-and-Tax: Evidence from Taiwan .“ Working paper, Department and Graduate Institute of Economics, Feng Chia University .

    51.Tsangyao Chang. 1996, “The Causal Link Between Government Revenues and Government Expenditures: Taiwan‘s Experience.” ( 研究經費預算屬八十四會計年度,研究成果屬八十五年度 ) 、計畫編號 :NSC-84-2415-H-035-016 。此篇論文榮獲八十五學年度國科會甲種獎助。 42 pages.

    52.Tsangyao Chang., WenShwo Fang, and Chris Fawson, 1996, "Exports, Imports and Economic Growth: Evidence from Taiwan and the USA ," Working paper, Department and Graduate Institute of Economics, Feng Chia University .

    53.Chris Fawson., and Tsangyao Chang. 1995, "Causality Between Research Expenditures and Papers Published on Utah State Agricultural Experiment Station." Research Study Paper, Department of Economics, Utah State University .USA .

    54.Tsangyao Chang. 1995, "An Application of ARCH and GARCH Modelling on Taiwan 's Time Series Data: Three Essays." Ph.D dissertation, Utah State University . 此篇論文榮獲八十四學年度國科會甲種獎助。

    55.Chris Fawson., Terry Glover., and Tsangyao Chang.1994, "The Linear and Non-Linear Dependence of Stock Returns and Trading Volume in the Taiwan Stock Market."Research Study Paper, Department of Economics, Utah State University.USA .

    56.Chris Fawson., and Tsangyao Chang. 1994, "Market Efficiency and Stock Returns Volatility in the Taiwan Stock Exchange: 1967-1993." Research Study Paper, Department of Economics, Utah State University .USA .

    57.Tsangyao Chang. 1991, "Economic Transformation In Republic of China on Taiwan ." Unpublished Master's Thesis, East Tennessee State University .USA .

【社会兼职】
  武汉大学客座教授,International Review of Accounting杂志副主编            

 

 
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