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  4. Kae-Yih Tzeng

Kae-Yih Tzeng

Project Assistant Professor（Contract）

Education：

Ph.D. in Finance, National Taiwan University of Science and Technology

Research： 

International Spillover Behavior, Volatility and Return Forecasting, Transmission Effect, Forecasting Ability of Macroeconomic Variables

Courses：

Company Analysis for Investment, Industry Analysis for Investment,  Applications of Macroeconomic Indicators for Investment,Fund Management, Quantitative Investment Analysis

Office：

IA901

Phone：

886-2-2737-6246

E-mail：

D10218001@mail.ntust.edu.tw

Current Position:

Graduate Institute of Finance, National Taiwan University of Science and Technology
Assistant Professor (Jointly Appointed Faculty Member)
2023.08 - present
Management Undergraduate Program, National Taiwan University of Science and Technology
Assistant Professor (Jointly Appointed Faculty Member)
2023.08 - present
University Endowment Fund Management Committee of the National Taiwan University of Science and Technology 
Committee Member
2022 - present
Financial Research Team of the Military Insurance Supervisory Committee, Ministry of National Defense
Consultant
2018 - present
Index Investment Committee of Taipei Fubon Bank
External Committee Member
2018 - present

 

Past Position:

Management Undergraduate Program, National Taiwan University of Science and Technology Assistant Professor 2022.08 - 2023.08
National Defense University
Assistant Professor (Adjunct)
2017.09 - 2022.07
National Taiwan University of Science and Technology
Technical Specialist (Assistant Professor Rank, Adjunct)
2016.02 - 2022.07
Department of Finance and Financial Management, Ming Chuan University
Assistant Professor (Adjunct)
2022
Chinese Culture University
Assistant Professor (Adjunct)
2019.01 - 2019.05
Department of Discretionary Account, Fubon Asset Management Company
Assistant Vice President
2008.04 - 2013.04
Department of Mutual Fund, Fubon Asset Management Company
Assistant Vice President and Manager
2000.04 - 2008.04
Department of Research, Fubon Asset Management Company
Analyst and Manager
1994.11 - 2000.04
Digital Equipment Corporation(DEC)
Sales Representative
1993 - 1994

 

Publications:

<Journal Publications>

  • K. Y. Tzeng*, Yi-Kai Su, and Christina Tay, " Predicting Cryptocurrency Returns Using US Macroeconomic Variables ", The Journal of Investing, Vol. 34 (2025), Issue 3, pp. 6-36. (NSTC Tier B+ journal in Accounting and Finance) Publications
  • K. Y. Tzeng*, Yi-Kai Su, "Can U.S. macroeconomic indicators forecast cryptocurrency volatility?", North American Journal of Economics and Finance, Vol. 74 (2024), 102224. (SSCI) Publications
  • Yi-Kai Su*, Kae-Yih Tzeng, Chun-Jan Tseng and Cheng-Hsien Lin, "The Influence of Defense Industry Development Act on the Smooth Transition Dynamics of Stock Volatilities of Defense Industry", Advances in Management and Applied Economics, Vol. 14 (2024), Issue 3, pp. 1-7. (SSCI) Publications
  • K. Y. Tzeng*, "The ability of U.S. macroeconomic variables to predict Asian financial market returns", International Journal of Finance and Economics, Vol. 28 (2023), Issue 4, pp. 3529-3551. (SSCI) Publications
  • K. Y. Tzeng*, "Forecasting Volatilities of Asian Markets Using U.S. Macroeconomic Variables", Emerging Markets Finance and Trade, Vol. 59 (2023), Issue 3, pp. 676-687. (SSCI)
  • K. Y. Tzeng*, "The international spillover behaviour of implied volatilities and forecasting ability of spillover indices”, Applied Economics, Vol. 55 (2023), Issue 48, pp. 5719-5735. (SSCI)
  • K. Y. Tzeng*, and J. C. P. Shieh, "The transmission from equity markets to commodity markets in crises periods", Applied Economics incorporating Applied Financial Economics, Vol. 48 (2016), Issue 48, pp. 4666-4689. (SSCI)
  • K. Y. Tzeng*, and C. Tay, "Transmission of the U.S. Subprime Crisis and the European Sovereign Debt Crisis to Emerging Market", Journal of Applied Finance & Banking, Vol. 4 (2014), Issue 3, pp.1-12. (ABI)
  • K. Y. Tzeng*, "原物料及股市在系統性風險中的行為",  Taiwan Economic Research Monthly, Volume 49(2013), Issue 6, pp. 30-44
  • K. Y. Tzeng*, "Credit Rating and Systemic Risk Analysis during the European Debt Cris", Money Watching & Credit Rating, Vol. 94 (2012), pp.74-82

 

<Conference Papers>

  •  K. Y. Tzeng*, " The Reactions and Financial Characteristics of Taiwanese Industries in Crises Period", International Conference on Management, Business and Information (ICMBI2016), Taiwan, May, 2016
  • 曾凱逸, "不同產業財務特性於金融危機期的反應-以台灣為例 ", 2016 全國管理實務暨學術研討會, 台灣, 2016年5月26日

 

<Book>

  •  曾凱逸, 證券投資分析實務:個股基本面分析(第二版), 新陸書局 (2021)