雅婷 張

• 擅長透過各種程式語言來解決研究上不同層面的問題
• 嫻熟統計軟體分別是STATA、R、Eviews和Python。
• 主要研究領域為國經金融、外匯市場、以及市場微結構分析

• 2016年 美國金融協會（AFA）博士學生旅行補助金
• 博士論文獎 (獎勵博士候選人撰寫博士論文)，Liquidity in the Foreign Exchange Market【MOST 104-2420-H-008 -013 -DR】
• 研究生出席國際會議，亞洲財務學會 【MOST 103-2922-I-008 -098 -】
• 2010 國立中央大學入學獎學金

Liquidity in the Foreign Exchange Market

• Chang, Y. T., Gau, Y. F., & Hsu, C. C. (2021). Liquidity spillover in foreign exchange markets. Finance Research Letters, 102105.(SSCI, 2020 Impact factor: 3.527, MOST Finance Ranking: A-)
  
• Chang, Y. T., Gau, Y. F., & Hsu, C. C. (2017). Liquidity commonality in foreign exchange markets during the global financial crisis and the sovereign debt crisis: Effects of macroeconomic and quantitative easing announcements. The North American Journal of Economics and Finance, 42, 172-192. (SSCI, 2019 Impact factor: 1.535)
  
• Chang, Y. T., & Gau, Y. F. (2017). The Informational Effect of Trades around Macroeconomic Announcements. 財務金融學刊, 25(3), 1-45.

• Ya-Ting Chang and Yin-Feng Gau[June 27- July 3, 2024], Illiquidity Commonality and Price Efficiency in Foreign Exchange Markets, 99th WEAI Annual Conference.
• Ya-Ting Chang, Yin-Feng Gau, and Ye Zhijun [June 07- June 08, 2024], Sentiment and Oil Futures Prices, 2024 International Conference of Taiwan Finance Association, National Kaohsiung University of Science and Technology (First Campus), Taiwan.
• Ya-Ting Chang and Yin-Feng Gau[May 22- May 23, 2021], Market Uncertainty and Liquidity Connectedness in Foreign Exchange Markets, 2021 International Conference of Taiwan Finance Association, National Central University, Zhongli District, Taoyuan City, Taiwan.[MOST 107-2410-H-008-016-MY3].
• Ya-Ting Chang, Yin-Feng Gau, and Chih-Chaing Hsu [Jan 3- Jan 5, 2020], Liquidity Spillover in the Foreign Exchange Market, 2020 ASSA Annual Meeting, AEA Poster Session, San Diego, CA, USA. [MOST 107-2410-H-008-016-MY3].
• Ya-Ting Chang, Yin-Feng Gau [Dec 14, 2019], FX liquidity spillover under market uncertainty, 2019 Taiwan Economic Association, Fu Jen Catholic University, New Taipei, Taiwan.
• Ya-Ting Chang, Yin-Feng Gau, and Chih-Chaing Hsu [Nov 13, 2018], Liquidity Spillover in the Foreign Exchange Market, 2018 Taiwan Econometric Society Annual Conference, Taipei, Taiwan. [MOST 107-2410-H-008-016-MY3] .
• Ya-Ting Chang, Yin-Feng Gau, and Chih-Chaing Hsu [Dec 1-Dec2, 2016], Liquidity Commonality During Financial Crisis: Effects of News Announcements, 2016 Macroeconometric Modelling Workshop, Institute of Economics, Academia Sinica, Taipei, Taiwan. [104-2410-H-008 -014 -MY3].
• Ya-Ting Chang, Yin-Feng Gau, and Chih-Chaing Hsu [Oct 29, 2016], Liquidity Commonality During Financial Crisis: Effects of News Announcements, 2016 Taiwan Econometric Society Annual Conference, National Taiwan University, Taipei, Taiwan. [104-2410-H-008 -014 -MY3].
• Ya-Ting Chang, Yin-Feng Gau, and Chih-Chaing Hsu [June 26-June 28, 2016], Liquidity Commonality During Financial Crisis: Effects of News Announcements, 2016 Asian Finance Association Annual Conference, Bangkok, Thailand. [104-2410-H-008 -014 -MY3].
• Ya-Ting Chang, Yin-Feng Gau, and Chih-Chaing Hsu [May 27-May 28, 2016], Liquidity Commonality During Financial Crisis: Effects of News Announcements, 2016 International Conference of Taiwan Finance Association, National Taipei University, New Taipei City, Taiwan. [104-2410-H-008 -014 -MY3].
• Ya-Ting Chang, and Yin-Feng Gau [June 24-26, 2014], Informational Effects of Trades Around Macroeconomic Announcements, 2014 Annual Conference of Asian Finance Association, Bali, Indonesia.[NSC101-2410-H-008-029].
• Ya-Ting Chang, and Yin-Feng Gau [June 20-22, 2014], Informational Effects of Trades Around Macroeconomic Announcements, 2014 Asian Meeting of Econometric Society, Taipei. [NSC101-2410-H-008-029].
• Ya-Ting Chang, and Yin-Feng Gau [May 23-24, 2014], Informational Effects of Trades Around Macroeconomic Announcements, 2014 International Conference of Taiwan Finance Association, National Tsinghua University. [NSC101-2410-H-008-029].