• 张秋兰



姓名:

张秋兰

教育背景:

台湾中正大学, 财务金融学博士
PHD of Finance at National Chung Cheng University

研究方向:

金融工程 Financial   Engineering、金融计量 Financial   Econometrics、风险管理 Risk Management

职称:

副教授Associate   Professor

办 公 室:

坤銮楼B513

电子邮箱:

clchang@xmu.edu.cn

教授课程

金融工程Financial   Engineering、保险学 Insurance、债券市场 Bonds Market、期权交易策略 Trading   Strategies on Options、利率汇率商品   Interest Rate and Currency Derivatives

个人简介

教育背景:
台湾中正大学财务金融学博士、国际经济学硕士、企业管理学士
教学经历:
厦门大学国际学院金融专业组长
台湾静宜大学 国际企业学系,助理教授暨国际交流事务处境外学生顾问
台湾中正大学 财务金融学系,讲师
工作经历:
本科毕业后第一份工作任职于当时全球最大的会计师事务所安达信组织-勤业会计师事务所台湾台北所,之后几年曾先后服务于证券业以及律师事务所,2003年正式转任教职,陆续取得台湾颁发中小学教师资格以及台湾颁发大学讲师证和助理教授证

Dr. Chang got her bachelor degree in Business Administration, master degree in International Economics and doctoral degree in Finance at National Chung Cheng University, Taiwan. Dr. Chang is a highly energetic and enthusiastic individual, specializing in Finance and Economics. Dr. Chang is dedicated to providing the best working experiences and education to all of the students.

研究成果

[1] 2017年于《Emerging Market Finance and Trade(SSCI) 发表论文《An Investigation   of the Cross-Strait Economic Integration and Dependence of Stock Markets, Emerging Market Finance and Trade   53:3, 661-669 (最优核心刊物)
   [2] 2017
年于《International   Conference on Cultural Studies, Educational Research and Social Sciences》,(CPCI)发表论文《Analysis of   China’s US Treasury Holdings on the Perspective of Trade Dependency》。
   [3] 2017
年于《International   Conference on Economic, Business Management and Education Innovation》,(CPCI)发表论文《Economic Growth   and Carbon Emissions in China》。
   [4] 2017
年于《International  Conference    on  Information  Science,    Library  Science  and    Social Sciences》,(CPCI)发表论文《Sovereign Bonds and Economic Growth in   China》。
   [5] 2017
年于《Advances in   Economics, Business and Management Research》,(CPCI)发表论文《Futures Hedging Effectiveness with the   Information of Implied Volatility Index》。
   [6] 2017
年于《Advances in   Social Science, Education and Humanities Research》,(CPCI)发表论文《The Linkage of   Government Bond and Stock Markets in China》。
   [7] 2017
年于《2017 4th Asian   Pacific Conference on Mechatronics and Control Engineering》,(CPCI-S)发表论文《Options Pricing   Efficiency with Fractional Fast Fourier Transform》。
   [8]  2017
年于《3rd 2016   international conference on social science》(刊号:ISBN:978-1-6059-410-3,   CPCI-SSH),发表论文《The Integration   of Real Estate and Stock Markets in China with the Application of Quantile   Regression》。
   [9]  2017
年于《3rd 2016   international conference on social science》(刊号:ISBN:978-1-6059-410-3,   CPCI-SSH),发表论文《The Impact of   Trading Behavior on Gold Futures Market》。
   [10] Wang,Iou-Ming; Fang, Ming; Chang, Chiu-Lan (2015/12). Dependence of Real   Estate and Equity Markets in China with the Application of Copula. Asian   Economic and Financial Review. (Econlit, corresponding author)
   [11] Fang M.; Wang M-C; Chang*, Chiu-Lan (2015/11). An Investigation of the   Cross-Strait Economic Integration and Dependence of Stock Markets Emerging   Market Finance and Trade(SSCI, corresponding author)
   [12] Chang*, Chiu-Lan; Fang, M. (2015/5). An Analysis on Trading Behaviors of   Currency Futures: Evidence from BRICS Countries. Accounting and Finance   Research, Vol. 4 , No. 2 , p.p.134 -146 . (Econlit, first and corresponding   author)
   [13] Chang*, Chiu-Lan; Hsueh, Paul L. (2013). An Investigation of the   Flight-to-Quality Effect: Evidence from the Asian Pacific Countries. Emerging   Market Finance and Trade, Vol. 49 , No. 4 , p.p.57 -73 . (SSCI, first and   corresponding author)
   [14] Chang*, Chiu-Lan; Hsueh, Paul L. (2013). Dynamics of Dependence between   Real Estate and Stock Markets of Emerging Countries in Asia. International   Research Journal of Finance and Economics, Vol. 103 , p.p.110 -130 .   (Econlit, first and corresponding author)
   [15] Chang*, Chiu-Lan; Fang, M. (2011/3). Extreme Co-movements between Real   Estate and Equity Markets in China.(EI, first and corresponding author)
   [16] Ming-Chieh Wang, Ming Fang and Chiu-Lan, Chang (2011/3) Efficient Option   Pricing Under Lévy Process: Empirical Evidence From Taiwan. (EI)
   [17] Chang, Chiu-Lan (2015/9/18-2015/9/20). TAIFEX Futures Return   Autocorrelation, LeBaron Effects and Options Implied Volatility. School of   Economics, Peking University and the Society for the Study of Emerging   Markets, International Conference on Institutions, Reforms and Economic   Development.
   [18] Chang, Chiu-Lan (2015/6).The relationship between Futures Pricing Errors   and Trading Behaviors using Vector Autocorrelation Regression. 2015   Conference on Management Innovation.
   [19] Chang, Chiu-Lan (2015/6).Impacts on Gold Futures Prices from the   Perspectives of Trading Volume, Open Interest and Volatility. 2015 Conference   on Management Innovation.
   [20] Chang, Chiu-Lan (2015/3/28)
Counteraction of   Stocks Indices, Futures and Currency Exchange. 2015 Conference on Finance and   Management.
   [21] Chang, Chiu-Lan; Lai, H. P. (2013/2). On the Relationship between the   Stock Returns in the Cross-Strait Markets: A Copula Approach. WEAI's 10th   Biennial Pacific Rim Conference. :WEAI's 10th Biennial Pacific Rim   Conference.
   [22] Chang, Chiu-Lan; Lai, H.P. (2011/12). Effects of the Cross-Strait Policy   on Stock Markets -- A Copula Approach. 2011 Taiwan Economics Forum.

学术和社会兼职

Asian Economic   and Financial Review. Reviewer
   Economic Modelling, Reviewer
开放式课程联盟课程录制(台湾)http://www.tocwc.org.tw/
张秋兰 (2015/2/1-2015/7/31)。管理学课程录制。
张秋兰 (2014/8/1-2015/1/31)。理财规划课程录制。
张秋兰 (2014/2/1-2014/7/31)。国际金融课程录制。
张秋兰 (2013/9/1-2014/1/31)。货币银行学课程录制。

获得奖项

张秋兰   (2014/7/7-2014/7/31)(台湾)2014加州大学全英语专业课程教学暑期精进课程」。种子教师