謝沛霖
Name 謝沛霖
Email
Office Tel No. 81255
Job Title Associate Professor
Year Paper Title
2024 謝沛霖*, 2024.08, 'Physical Climate Change Risk and ESG Green Premium, ' Applied Economics,.(*為通訊作者)(本論著未刊登但已被接受), vol. 124073, Aug. 2024
2023 謝沛霖*, 2023.09, 'Market States and Lottery Preference: Evidence from Chinese Open-End Funds, ' Asia-Pacific Journal of Financial Studies, Vol.52, No.5, pp.678-706.(*為通訊作者), vol. 124059, Sep. 2023
2023 謝沛霖*, 2023.09, 'An Exact Structural Model for Evaluating Credit Default Swaps: Theory and Empirical Evidence, ' The Journal of Fixed Income, Vol.32, No.3, pp.20,48.(*為通訊作者), vol. 124043, Sep. 2023
2023 謝沛霖*, 2023.05, 'COVID19, and Commodity Pricing Premium: Evidence from the Chinese Market, ' Finance Research Letters, Vol.58, No.2023, pp.103899.(*為通訊作者), vol. 124046, May. 2023
2023 謝沛霖*, 2023.03, 'CMS Spread Options Pricing under the CHH Model, ' The Journal of Fixed Income, Vol.32, No.4, pp.83,107.(*為通訊作者), vol. 124045, Mar. 2023
2022 謝沛霖*, 2022.11, 'Predictive power of the implied volatility term structure in the fixed-income market, ' Journal of Futures Market, Vol.43, No.3, pp.349-383.(*為通訊作者), vol. 124062, Nov. 2022
2019 謝沛霖*, 2019.12, 'A Resolution to Valuation Conflicts of Swaptions/Caps and OIS/LIBOR, ' The Journal of Fixed Income, Vol.28, No.3, pp.68 - 87.(*為通訊作者), vol. 124069, Dec. 2019
2019 謝沛霖*, 2019.07, 'Volatility Uncertainty, Time Decay, and Option Bid-Ask Spreads in the Incomplete Market, ' Management Science, Vol.65, No.4, pp.1833-1854.(*為通訊作者), vol. 124063, Jul. 2019
2018 謝沛霖*, 2018.09, 'Crash Risk and Risk Neutral Densities, ' Journal of Empirical Finance, Vol.2018, No.47, pp.162-189.(*為通訊作者), vol. 124070, Sep. 2018
2018 謝沛霖*, 2018.08, 'It Is Time to Shift Log-normal, ' Journal of Derivatives, Vol.25, No.3, pp.89-103.(*為通訊作者), vol. 124072, Aug. 2018
2018 PeiLin Hsieh*, 2018.07, 'Jump Risk and Option Liquidity in an Incomplete Market, ' Journal of Futures Market, Vol.38, No.11, pp.1334-1369.(*為通訊作者), vol. 124071, Jul. 2018
Project Category Year Project Title Participator Job Title Period Unit
MOST Projects 113 可交易的市場與股票之統計測度方差與偏度(2/2) HSIEH PEI-LIN Principal Investigator 2025.08 ~ 2026.07 National Science and Technology Council
MOST Projects 113 可交易的市場與股票之統計測度方差與偏度(1/2) HSIEH PEI-LIN Principal Investigator 2024.08 ~ 2026.07 National Science and Technology Council
MOST Projects 112 高階動差風險溢價-基於中介選擇權定價模型的新論述 HSIEH PEI-LIN Principal Investigator 2023.11 ~ 2025.05 National Science and Technology Council
Country School Name Department Degree Duration
U.S.A. 美國康乃爾大學 經濟學系 博士 2009.09 ~ 2013.05
Experience Category Organization Title Department Job Title Duration
Current NATIONAL CHENGCHI UNIVERSITY Department of Finance 副教授 2024.08 ~ Up to today