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Peng "Roc" Huang |
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Assistant Professor of Economics and Business Administration
Ripon College
300 Seward Street
Ripon, WI 54971
(920) 748-8198
E-mail: HuangP@ripon.edu
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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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