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分類清單
蔡怡純教授
       
姓  名 蔡怡純 I-Chun Tsai
e-mail ictsai@nuk.edu.tw
學  歷 國立中山大學財務管理學系博士 
專  長 不動產經濟與財務、不動產證券化、實證計量、證券市場、行為財務學 
開設課程 不動產投資管理、國際財務管理、財務研究方法
個人主頁  https://sites.google.com/site/ichuntsai9184/
聯絡方式 (07) 5919767 研究室 M01-512

期刊論文

1. Tsai, I-Chun (2014). Spillover effect between the regional and the national housing markets in the United Kingdom. Regional Studies. (Accepted). (SSCI, Impact Factor=1.756). NSC 101-2410-H-390-029-MY3.

2. Tsai, I-Chun (2014). Monetary policy and bubbles in the national and regional UK housing markets. Urban Studies. (Accepted). (SSCI, Impact Factor=1.330). NSC 102-2628-H-390-001.

3. Tsai, I-Chun (2014). Monetary liquidity and the bubbles in the U.S. housing market. International Journal of Strategic Property Management. (Accepted). (SSCI, Impact Factor=1.423). NSC 102-2628-H-390-001.

4. Tsai, I-Chun (2014). Information content in the depth of futures markets. Investment Analysts Journal. (Accepted). (SSCI, Impact Factor=0.526).

5. I-Chun Tsai, Ming-Chu Chiang, Huey-Cherng Tsai, Chia-Ho Liou (2014). Hot Money Effect or Foreign Exchange Exposure? A Study on the Exchange Rate Exposures of Taiwanese Industries. Journal of International Financial Markets, Institutions & Money, 31, 75-96. (SSCI, Impact Factor=0.887).

6. Tsai, I-Chun (2014). Spillover of fear: Evidence from the stock markets of five developed countries. International Review of Financial Analysis, 33, 281-288. (SSCI).

7. Tsai, I-Chun (2014). Ripple effect in house prices and trading volume in the UK housing market: New viewpoint and evidence . Economic Modelling, 40, 68-75. (SSCI, Impact Factor=0.736). NSC 101-2410-H-390-029-MY3.

8. Tsai, I-Chun (2013). Volatility clustering,leverage,size,or contagion effects: The fluctuations of Asian real estate investment trust returns. Journal of Asian Economics, 27, 18-32. NSC 96-2416-H-218-019.

9. Tsai, I-Chun (2013). Housing affordability, self-occupancy housing demand and housing price dynamics. Habitat International, 40, 73-81. (SSCI, Impact Factor=1.577). NSC 100-2628-H-390-002.

10. Ming-Chu Chiang, I-Chun Tsai and Tien Foo Sing (2013). Are REITs a Good Shelter from Financial Crises? Evidence from the Asian Markets. Journal of Property Investment and Finance, 31, 237-253. (國科會財務領域不動產子領域B級期刊).

11. Tsai, I-Chun (2013). The Asymmetric Impacts of Monetary Policy on Housing Prices: A Viewpoint of Housing Price Rigidity. Economic Modelling, 31, 405- 413. (SSCI, Impact Factor=0.736). NSC 101-2410-H-390-029-MY3.

12. Tsai, I-Chun and Ming-Chi Chen (2013). Asymmetric Correlation and Difference between the Volatility of Housing and Stock Price Indexes: Analysis Based on the Threshold Volatility and Cointegration Model. 財務金融學刊, Vol 21(4), 25- 55. (TSSCI).

13. Ming-Chu Chiang, I-Chun Tsai, Cheng-Feng Lee (2012, Dec). The Downside Risk of U.S. and U.K. Housing Markets. Journal of Real Estate Portfolio Management, Vol. 18, 257-272. (國科會B級期刊).

14. Tsai, I-Chun (2012, Dec). Housing Supply, Demand and Price: Construction Cost, Rental Price and House Price Indices. Asian Economic Journal, Vol. 26 No. 4, 381–396. (SSCI, Impact Factor=0.263). NSC 100-2628-H-390-002.

15. Tsai, I-Chun*, Cheng-Feng Lee, Ming-Chu Chiang (2012, Nov). The asymmetric wealth effect in the US housing and stock markets: Evidence from the threshold cointegration model. Journal of Real Estate Finance and Economics, vol.45, issue 4,1005-1020. (SSCI, Impact Factor=0.697).

16. Tsai, I-Chun (2012, Apr). The Relationship between Stock Price Index and Exchange Rate in Asian Markets A Quantile Regression Approach. Journal of International Financial Markets, Institutions and Money, 22, 609-621. (SSCI, 國科會財務領域A-級期刊, Impact Factor=0.887).

17. Shin-Kuei Lin,I-Chun Tsai*,Ming-Chi Chen,Ming-Che Chuang (2012). The valuation of mortgage insurance contracts under housing price cycles: Evidence from housing price index. Journal of Financial Studies , Vol. 20, No. 3.(TSSCI).

18. Tsai, I-Chun* , Tien Foo Sing, Ming-Chi Chen and Tai Ma (2012). The Structure of REIT-Beta. Applied Financial Economics, 22, 827-836. (國科會財務領域一般財務B+級期刊).

19. Tsai, I-Chun* and Chien-Wen Peng (2012). A Panel Data Analysis for Housing Affordability in Taiwan, Journal of Economics and Finance. Journal of Economics and Finance, vol.36,335-350. (國科會財務領域一般財務B+級期刊). NSC 97-2410-H-390-020.

20. Tsai, I-Chun*, Cheng-Feng Lee (2012). The convergent behavior in REIT markets. Journal of Property Investment and Finance, Vol.30,42-57. (國科會財務領域不動產子領域B級期刊).

21. Cheok, Shan Min Charmaine, Tien Foo Sing and I-Chun Tsai (2011, --). Diversification as a Value-Adding Strategy for Asian REITs: A Myth or Reality? International Real Estate Review, Vol. 14, No. 2, 184-207.

22. I-Chun Tsai*, Chien-Wen Peng (2011). Bubbles in the Taiwan Housing Market: The Determinants and Effects. Habitat International, vol.35,379-390. (SSCI, Impact Factor=1.577). NSC 97-2410-H-390-020.

23. Ming-Chu Chiang, I-Chun Tsai*, Cheng-Feng Lee (2011). Fundamental Indicators, Bubbles in Stock Returns and Investor Sentiment. Quarterly Review of Economics and Finance, Vol. 51,82-87. (國科會財務領域一般財務A-級期刊).

24. Tsai, I-Chun* (2010). The Average Rate of Selling Price Concessions: Selling Price and Time in the Housing Market. International Research Journal of Finance and Economics, Issue 38, 116-121. (JEL and EconLit). NSC 98-2410-H-390-028-MY2.

25. Tsai, I-Chun* (2010). Order Imbalances from After-hours Trading. Applied Financial Economics, Vol. 20, 983-987. (國科會財務領域一般財務B+級期刊). NSC 95-2416-H-218-009.

26. Tsai, I-Chun, Ming-Chi Chen, Tai Ma (2010). Modelling House Price Volatility in the United Kingdom by Switching ARCH Models. Applied Economics, vol.42,1145-1153. (SSCI, Impact Factor=0.518). NSC 96-2914-I-218-008.

27. 蔡怡純、陳明吉(201305月)。房價之不對稱均衡調整:門檻誤差修正模型應用。台灣土地研究,第十六卷第一期。(TSSCI)。

28. 彭建文、蔡怡純(201206月)。住宅自有率對生育率之長短期影響-追蹤資料共整合分析應用。人口學刊,44期,57-86。(TSSCI)。

29. 彭建文、蔡怡純(2012年)。住宅負擔能力與住宅自有率之長期關係-追蹤資料共整合分析應用。住宅學報,第二十一卷第二期,1-28. 。(TSSCI)。

30. 蔡怡純、陳明吉、張光亮(201101月)。台灣不動產投資信託基金具有防禦性嗎?。證券市場發展季刊,第二十二卷第三期,199-224。。(TSSCI)。國科會:96-2416-H-218-019

31. 蔡怡純(2011年)。台灣不動產投資信託基金之抗跌與風險特性。住宅學報,第二十卷第一期,25-58。(TSSCI)。國科會:96-2416-H-218-019

32. 彭建文、蔡怡純(2010--月)。不同縣市住宅自有率差異分析-縱橫資料分析法之應用。都市與計劃,第三十七卷第四期,433-454。(TSSCI)。

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