个人简介

学歴 2010 - 2014 澳洲国立大学/经济学院/博士学位2009 - 2010 澳洲国立大学/经济学院/硕士学位 2002 - 2005 国立暨南大学/经济学系/学士学位 工作经验 2014 - 2015 澳洲新南威尔斯大学/经济学院/博士后研究员 2014 澳洲新南威尔斯大学/经济学院/教学助理 2010 - 2013 澳洲国立大学/经济学院/研究助理2010 - 2012 澳洲国立大学/经济学院/教学助理 教学经验 2019 财务统计与计量 (Financial Statistics and Econometrics) 计量经济学 I (Intermediate Econometrics I)2018 财务统计与计量 (Financial Statistics and Econometrics) 计量经济学 I (Intermediate Econometrics I) 研究方法 (Research Methodology) 经济预测与产业分析 (Business Forecasting and Industrial Analysis)2017 研究方法 (Research Methodology)2016 财务统计与计量 (Financial Statistics and Econometrics) 计量经济学 I (Intermediate Econometrics I) 研究方法 (Research Methodology)2015 财务统计与计量 (Financial Statistics and Econometrics) 经济学 (Economics)

研究领域

经济学、财务计量、时间序列分析、金融危机传导

研究项目 2019 - 2020 Joint Tests of Contagion with Applications, Faculty Research Grant, Macau Foundation, Principal investigator.2017 - 2018 Ready for the Next Crisis? A Case Study of Macau Casino Industry during the 2007-14 Financial Crisis, Faculty Research Grant, Macau Foundation, Principal investigator.2015 - 2016 Extremal Dependence Tests of Contagion, Faculty Research Grant, Macau Foundation, Principal investigator.

近期论文

1. Chan, J.C.C., Fry-McKibbin, R., and Hsiao, C.Y. (2019), “A Regime Switching Skew-normal Model of Contagion,” Studies in Nonlinear Dynamics and Econometrics, forthcoming (SSCI). 2. Fry-McKibbin, R., Hsiao, C.Y., and Martin, V. (2019), “Joint Tests of Contagion with Applications,” Quantitative Finance, 19(3), 473-490. (SSCI). 3. Fry-McKibbin, R., Hsiao, C.Y., and Martin, V. (2018), “Global and Regional Financial Integration in East Asia and ASEAN,” North American Journal of Economics and Finance, 46, 202-221. (SSCI). 4. Hsiao, C.Y., and Chen, H.H. (2018), “The Contagion Effects of Economic Development after Resuming Construction of Nuclear Power Plants in Coastal China,” Energy, 152, 291-302. (SCI). 5. Fry-McKibbin, R., and Hsiao, C.Y. (2018), “Extremal Dependence Tests of Contagion,” Econometric Reviews, 37(6), 626-649. (SSCI). 6. Fry-McKibbin, R., Hsiao, C.Y., and Tang, C. (2014), “Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes,” Open Economics Review, 25(3), 521-70, July. (SSCI). 专著章节: Chan, J.C.C., and Hsiao, C.Y. (2014) Estimation of Stochastic Volatility Models: Leverage, Heavy Tails, and Serial Dependence. In:I. Jeliazkov and X. Yang (Eds.), Bayesian Inference in the Social Sciences, John Wiley & Sons, New York.