Tao Wang, PhD
Tao Wang, PhD
Office Location: Powdermaker Hall 300-D
Office Hours: T, Ths., 4:15 p.m.-5:00 p.m., or by appt.
Telephone: (718) 997-5445
Fax: (718) 997-5535
Primary Email Address: TAO.WANG@QC.CUNY.EDU
Secondary Email Address: email@example.com
Personal Website: http://qcpages.qc.cuny.edu/~twang/
Tao Wang is an Associate Professor of Economics. His research interests are in Financial Economics, Financial Econometrics, International Finance and Macroeconomics and he has published on these topics in Journal of Empirical Finance, World Development and Economic Development and Cultural Changes. Mr. Wang is an active member of the American Economic Association, American Finance Association, and Financial Management Association. His current teaching interests include Financial Econometrics, Financial Economics, International Finance and Macroeconomics. Mr. Wang received his Ph.D. in Economics from Johns Hopkins University. Schools Attended:
Ph.D., Johns Hopkins University, 2000
Financial Economics, Financial Econometrics, International Finance and Macroeconomics
- "Realized Volatility in the Futures Markets," with Dimitrios Thomakos, Journal of Empirical Finance, 10(3), 2003.
- "Modeling Daily Realized Futures Volatility using Singular Spectrum Analysis," Physica A, with Dimitrios Thomakos and Luc Wille, 312(3-4), 2002.
- "Rigorous Speculation: The Collapse and Revival of the North Korean Economy," with Marcus Noland and Sherman Robinson, World Development, October 2000.
- "Famine in North Korea: Causes and Cures," with Marcus Noland and Sherman Robinson, Economic Development and Cultural Changes, July, 2001.
- "Modeling Korean Unification," with Marcus Noland and Sherman Robinson, Journal of Comparative Economics, April 2000.
- Opening Effects, News Effects and the Intra-day Covariance Structure of the Futures Return
- Opening Effects, News Effects and the Intra-day Covariance Structure of the Futures Return)
Stock Return Volatility and Financial Constraints (with Qiang Xiao)
- The Forward Premium Puzzle when the Forecasting Horizon is Short (with Dimitrios Thomakos)
- The Asymmetric Effect of Import Prices on Inflation: Theory and Panel Estimation. Are Asymmetries too Large? Financial Structure and Output Losses in Banking Crises (with Hsu-Min Lien)
- Macroeconomic Fundamentals and Corporate Governance in the Mexico Currency Crises (with Hsu-Min Lien)
Work in Progress:
- Testing for Gaussianity in Fractional Noise (with Dimitrios Thomakos and Luc Wille) to be finished by December 2012.
- Macroeconomic Announcement Effects and the High Frequency Volatility-Covariance Relation (with Russell Chuderewicz, Dimitrios Thomakos and Jingtao Wu) to be finished by November, 2002.
|Allen Binder, CPA|
|Diane Coogan-Pushner, PhD, CFA|
|Georges Courtadon, PhD|
|Linda Lamel, JD|
|Orin Linden, PhD, FCAS, MAAA, ARM|
|Luc Marest, MBA, MS|
|Cara Marshall, PhD|
|Stefan Ralescu, PhD|
|Jeffrey Satenstein, CPA|
|Jesse Schwartz, FSA, MAAA|
|Wendy Wei Simi, PhD|
|Magdalena Sokalska, PhD|
|John P Walker, PhD|
|Tao Wang, PhD|
|Renee Weiss, PhD|