曾凱逸
專案助理教授(借調)
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現任:
國立台灣科技大學 財金所 | 合聘專案助理教授 | 2023.08-present |
國立台灣科技大學 管理學士班 | 合聘專案助理教授 | 2023.08-present |
國立台灣科技大學 校務基金投資管理小組 | 委員 | 2022-present |
國防部軍人保險監理會 財務研究小組 | 顧問 | 2018-present |
台北富邦銀行 指數投資委員會 | 外部委員 | 2018-present |
曾任: |
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國立台灣科技大學 管理學士班 | 專案助理教授 | 2022.08-2023.08 |
國立國防大學 財務管理學系 | 兼任助理教授 | 2017.9-2022.07 |
國立台灣科技大學財務金融研究所 | 兼任助理教授級專家 | 2016.02-2022.7 |
私立銘傳大學 財務金融學系 | 兼任助理教授 | 2022 |
私立文化大學 進修學士班 | 兼任助理教授 | 2019.01-2019.05 |
富邦投信 專戶管理部 | 協理 | 2008.04-2013.04 |
富邦投信 基金管理部 | 經理、協理 | 2000.04-2008.04 |
富邦投信 研究部 | 研究員、經理 | 1994.11-2000.04 |
迪吉多(DEC) | 業務代表 | 1993-1994 |
出版物:
<學術期刊>
- 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. (國科會財會學門B+級期刊) 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
<研討會報告>
- 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
<專書>
- 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)