• Professor and Vice Director of Graduate Institute of Global Business and Strategy
  • Ho, Tsung-Wu
  • Discipline: Asset Pricing, Econometrics and data science, Macroeconomic theory and policy
  • E-mail:tsungwu@ntnu.edu.tw
  • 電話:+886-2-7749-5624

 

2026年

  • Machine Learning May Not Outperform ARMAx in Forecasting Stock Returns. Forthcoming in the Open Economies Review

2024年

  • Measuring the International Influence of the RMB and its Regional Heterogeneity: Theory and Evidence from the Global FX Market Network
  • Wang, P., Liu, X., Wu, S., Ho, T. & Xie, C., 2024, 於: Emerging Markets Finance and Trade. 60, 11, p. 2389-2403 15 p.
  • The effect of the US dollar exchange rate on oil prices: An oil financialization perspective
  • Wang, P., Liu, X., Ho, T. & Li, Y., 2024 4月, 於: International Journal of Finance and Economics. 29, 2, p. 1301-1317 17 p.

2023年

  • China's trilemma: Exchange rate marketization, RMB internationalization, and exchange rate pricing power
  • Wang, P., Ho, T., Liu, X. & Wu, S., 2023 9月, 於: Borsa Istanbul Review. 23, 5, p. 1098-1110 13 p.

2021年

  • Asymmetric return–volatility relation around the clock
  • Kao, E. H., Lien, D. & Ho, T. W., 2021 4月, 於: Review of Financial Economics. 39, 2, p. 178-202 25 p.

2020年

  • Portfolio Selection Using Portfolio Committees
  • Ho, T. W., 2020 6月 1, 於: Journal of Financial Data Science. 2, 3, p. 104-127 24 p.
  • The price-volume relationship of the shanghai stock index: Structural change and the threshold effect of volatility
  • Wang, P., Ho, T. & Li, Y., 2020 4月 1, 於: Sustainability (Switzerland). 12, 8, 3322.

2025

  • Time Series Forecasting using Machine Learning (2025/8,Springer-Verlag)