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Home > Academics > Faculty > Faculty Profiles >Peng (Roc) Huang
{ Faculty Profile }
Peng (Roc) Huang Peng "Roc" Huang

Assistant Professor of Economics and Business Administration
Ripon College
300 Seward Street
Ripon, WI 54971
(920) 748-8198

E-mail: HuangP@ripon.edu

 

Education

  • B.B.A., Shanghai Jiao Tong University
  • M.A. and Ph.D. in economics, Western Michigan University

Areas of Interest

  • Financial economics
  • Monetary economics
  • International finance
  • Applied time series econometrics

Publications

  • "Conditional Risk-Return Relationship in a Time-Varying Beta Model," with C. James Hueng, "Quantitative Finance," forthcoming.
  • "Macroeconomic Determinants of Workers' Remittances: Host vs. Home Country's Economic Condition," with Carlos Vargas.  "Journal of International Trade and Economic Development," vol. 15, no. 1, March 2006, pp. 81-99.

Working Papers

  • "Interest-Rate Risk Factor and Stock Returns: A Time-Varying Factor-Loadings Model," with C. James Hueng.
  • "Monetary Policy and Exchange Rates in Asia: Evidence from a Time-Varying-Parameter Model with Conditional Heteroskedastic Disturbances," with C. James Hueng and Ruey Yau.
  • "Dynamic Inflation Rate Forecast," with Lezheng Liu.

Current Courses Taught

  • ECON 211  Principles of Economics: Macro
  • ECON 311  Money and Banking
  • ECON/BSA 313  Corporate Finance
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