曾凱逸

專案助理教授（合聘）

最高學歷：	國立臺灣科技大學-財務金融研究所博士
研究領域：	總經因子預測能力、金融市場傳遞效應、資產管理、企業投資分析、產業投資分析、總體投資分析
教授課程：	企業投資分析，產業投資分析，總經投資分析，量化投資分析，基金管理實務
研究室：	醫揚大樓, IA-901
連絡電話：	(02)2737-6246
E-mail：	D10218001@mail.ntust.edu.tw

現任：

出版物:

<學術期刊>

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>

臺灣科技大學