en

Full-Time Faculty

Chen, Show-Lin

Distinguished Professor

  • Room SL334, Loyola Building
  • +886-2-29052690
  • 042392@mail.fju.edu.tw

■ Education

  • Ph.D. in International Finance, National Chung Cheng University, Taiwan, 1997
  • M.A. in International Economics, National Chung Cheng University, Taiwan, 1993
  • B.A. in International Trade, Tamkang University, Taiwan, 1990

■ Fields of Interest

International Economics, Money and Banking, Statistics, Econometrics

■ Publications

  1. Chen, Show-Lin and Jyh-lin Wu (2020), "Revisiting The Persistence of Real Exchange Rates", Journal of International Money and Finance, 103, 102-133. 

  2. Chuang, Rwei-Ju, S.M. Wen, S.L. Chen and C. C. Chou (2019), "A Two-stage TREE/LOGIT Method to Construct Short-term Exchange Reversal Model with Threshold, " Taipei Economic Inquiry, 55(2): 247-277. (In Chinese)

  3. Chuang, R. J., C., C. Chou, S. L. Chen, and N. J. Chen (2017), "How Does Periodically Released News Impact on the Reversals of Major Currency Rates?", Journal of Probability and Statistical Science, 15, 273-286.

  4. Chen, Show-Lin, Nen-Jing Chen, and Rwei-Ju Chuang (2014), "An Empirical Study on Technical Analysis: GARCH (1, 1) Model," Journal of Applied Statistics, 41, 785-801. 

  5. Chen, Show-Lin, Ching-chin Chou, and Nen-Jing Chen (2013), "A Wavelet Transform Analysis of the Relationship between Unexpected Macroeconomic News and Foreign Exchange Rates," Applied Economics Letters, 20, 292-296. 

  6. Chiang, S. J., Li-Ju Tsai, Pei-Gi Shu ,and Show-Lin Chen (2012), "The trading behavior of foreign, domestic institutional, and domestic individual investors: Evidence from the Taiwan stock market," Pacific-Basin Finance Journal, 20, 745-754.

  7. Chen, Show-Lin, Li-Ju Tsai, and Nen-Jing Chen (2012), "Home Bias and Half-life of Real Exchange Rates: Empirical Evidences from Three Northeast Asian Countries," Journal of Management Practices and Principles, 6(3): 109-120. (In Chinese)

  8. Tsai, Li-ju, Pei-gi Shu, Yin-Hua Yeh, and Show-Lin Chen (2012), "The Role of Culture on Country Governance," Radix International Journal of Research in Social Science, 1, 95-133.

  9. Rwei-Ju Chuang, Show-Lin Chen, Nen-Jing Chen (2012), "Analysis of the Exchange Rate Trend Reversion Factors: Unexpected Macroeconomic News and Technical Indices," Fu Jen Management Review, 19, 1-26. (In Chinese)

  10. Chou, Ching-chin and Show-Lin Chen (2011), "Integrated or Segmented? A Wavelet Transform Analysis on Relationship between Stock and Real Estate Markets," Economics Bulletin, 1, 1-38.

  11. Chou, Ching-Chin and Show-lin Chen (2011), "The Relationship between Macroeconomic Indicators and DJIA Index: A Wavelet Transform Analysis," Academia Economic Papers, 39, 339-367.  (In Chinese)

  12. Wei, Hsiang Ting and Show-lin Chen (2011), "A Study of News and Foreign Exchange Market Efficiency," Fu Jen Management Review, 18, 57-74. (In Chinese)

  13. Chen, Show-lin and Jyh-lin Wu (2011), "Home Bias and the Persistence of Real Exchange Rates," Economic Modelling, 28, 55-59. 

  14. Huang, Jiun-Kai, Chen, Nen-Jing , Tsai, Li-Ju and Show-Lin Chen (2009), "Spread and Investment Strategy: The Case of Taiwan Future and Spot Stock Markets," Fu Jen Management Review, 16, 1-24. (In Chinese)

  15. Chiang, Shu-Ling, Li-Ju Tasi and Show-Lin Chen (2007), "Do Foreign Investments Dominate The Stocks and Foreign Exchange-Evidence From Asian Pacific Countries?", Journal of Statistics and Computing, 9, 45-75.

  16. Lee, H. Y. and S. L. Chen (2006), "Why Use Markov-switching Models in Exchange Rate Prediction?", Economic Modelling, 23, 662-668.

  17. Chen, Show-Lin and Jyh-Lin Wu (2005), "Long-Run Money Demand Revisited: Evidence from a Nonlinear Approach", Journal of International Money and Finance, 24, 19-37. 

  18. Lee, Hsiu-Yun, Jyh-Lin Wu and Show-Lin Chen (2005),"A Theory-Based State-Dependent Phillips Curve and Its Estimation", Economic Inquiry, 43, 194-205. [SSCI]

  19. Chen, Show-Lin, Li-Ju Tsai and Jyh-Lin Wu (2004), "A revisit to liquidity effects--evidence from a non-linear approach ", Journal of Macroeconomics, 26, 501-517.

  20. Wu, Jyh-Lin, Li-Ju Tsai and Show-Lin Chen (2004), "Are Real Exchange Rates Nonstationary? -- The Pacific Rim Basin Perspective", Journal of Asian Economics, 15, 425-438. 

  21. Wu, Jyh-Lin, Show-Lin Chen and Hsiu-Yun Lee (2003), "Sources of Inflation Uncertainty and Real Economic Activity," Journal of Macroeconomics, 25, 397-409. 

  22. Wu, Jyh-Lin and Show-Lin Chen (2001), "Mean Reversion of Interest Rates in Eurocurrency Market," Oxford Bulletin of Economics and Statistics, 63, 459-473.

  23. Wu, Jyh-Lin, Show-Lin Chen and Hsiu-Yun Lee (2001), "Are Current Account Deficits Sustainable?: Evidence from Panel Cointegration," Economics Letters, 72, 219-224.

  24. Wu, Jyh-Lin and Show-Lin Chen (2001), "Nominal exchange-Rate Prediction : Evidence from a Nonlinear Approach," Journal of International Money and Finance, 20, 521-532. 

  25. Wu, Jyh-Lin and Show-Lin Chen (2001), "Real Exchange-Rate Prediction Over Short Horizons," Review of International Economics, 9, 401-413.

  26. Chen, Show-Lin and Jyh-Lin Wu (2000), "A Re-examination of Purchasing Power Parity in Japan and Taiwan," Journal of Macroeconomics, 22, 271-284. 

  27. Wu, Jyh-Lin and Show-Lin Chen (1999), "Are Real Exchange Rates Stationary? Evidence from Pacific Basin Countries," International Journal of Finance and Economics, 4, 243-252. 

  28. Wu, Jyh-Lin and Show-Lin Chen (1998), "A Re-Examination of Real Interest Rate Parity," Canadian Journal of Economics, 31, 837-851.

  29. Wu, Jyh-Lin and Show-Lin Chen (1998)," Foreign Exchange Market Efficiency Revisited," Journal of International Money and Finance, 17, 831-838. 

  30. Wu, Jyh-Lin and Show-Lin Chen (1998), "Are Exchange Rates Excessively Volatile? Evidence from Five Pacific Basin Countries," Taiwan Economic Review, 26, 127-143.

  31. Wu, Jyh-Lin and Show-Lin Chen (1997), "Can Nominal Exchange Rate Be Differenced to Stationarity," Economics Letters, 55, 397-402. 

  32. Chen, Show-Lin and Jyh-Lin Wu (1997), "Sources of Real Exchange-Rate Fluctuations: Empirical Evidence from Four Pacific Basin Countries," Southern Economic Journal, 63, 776-787. 

  33. Wu, Jyh-Lin, Stilianos Fountas and Show-Lin Chen (1996), "Testing for the Sustainability of the Current Account Deficit in Two Industrial Counties," Economics Letters, 52, 193-198. 

  34. Wu, Jyh-Lin and Show-Lin Chen (1995), "Deterministic or Stochastic Trends: The Empirical Evidence from Taiwan," Taiwan Economic Review, 23, 223-237. (In Chinese)

  35. Wu, Jyh-Lin and Show-Lin Chen (1993), "Post-War Taiwan Real Business Cycles: Matching Moments," Academia Economic Papers, 21, 395-423.  (In Chinese)