Ming-Che Chuang

Feng Chia University — Taiwan

Economics, Econometrics and Finance · Social Sciences

5h-index92citations15works0.72yr avg
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Research Topics

Stochastic processes and financial applications(7), Insurance and Financial Risk Management(6), Financial Markets and Investment Strategies(5), Housing Market and Economics(4), Financial Risk and Volatility Modeling(3)

Publications15 total

Catastrophe risk with global climate change determines the price of catastrophe equity puts
The North American Journal of Economics and Finance·2025· 1 cited
Does Optimistic Investor Sentiment Accelerate Taiwan Stock Market Liquidity?
Asia-Pacific Financial Markets·2024
Determining bid-ask prices for options with stochastic illiquidity and applications to index options
Pacific-Basin Finance Journal·2024· 1 cited
Do investors herd in a volatile market? Evidence of dynamic herding in Taiwan, China, and US stock markets
Finance research letters·2022· 22 cited
A Well-Designed Implement for Promoting Population Health and Property via Insurance
Frontiers in Public Health·2022Open Access
A Closed-Form Solution for Cdd/Hdd Futures Under the Generalized Model: An Empirical Application
SSRN Electronic Journal·2022· 1 citedOpen Access
Valuation and Risk Management of Weather Derivatives: The Application of CME Rainfall Index Binary Contracts
臺大管理論叢·2021
Option pricing under stock market cycles with jump risks: evidence from the S&P 500 index
Review of Quantitative Finance and Accounting·2020
Valuation and empirical analysis of currency options
International Review of Economics & Finance·2019· 6 cited
Pricing the Deflation Protection Option in TIPS Using an HJM Model with Inflation- and Interest-Rate Jumps
The Journal of Derivatives·2018· 3 cited
Fair valuation of mortgage insurance under stochastic default and interest rates
The North American Journal of Economics and Finance·2017· 7 cited
Pricing mortgage insurance contracts under housing price cycles with jump risk: evidence from the U.K. housing market
European Journal of Finance·2017· 5 cited
A recursive formula for a participating contract embedding a surrender option under regime-switching model with jump risks: Evidence from stock indices
Economic Modelling·2014· 5 cited
The Valuation of Mortgage Insurance Contracts under Housing Price Cycles: Evidence from Housing Price Index
Zhōngguó cáiwù xuékān·2012
Nutritional status of Southeast Asian refugee children.
American Journal of Public Health·1981· 41 cited

Frequent Co-authors

Shih‐Kuei Lin(10), Wan-Ru Yang(3), Yang‐Che Wu(2), Ming‐Chi Chen(2), Robin Peck(1), Glenn Robbins(1), Milton Z. Nichaman(1), Yi-Ting Huang(1), Chin-Hsiang Wen(1), Chien-Hsiu Lin(1), Chia-yu Chou(1), Mi‐Hsiu Chiang(1), Jeffrey Tzuhao Tsai(1), Hong‐Chih Huang(1), Shih‐Feng Huang(1), Pai‐Ta Shih(1), Shih-Wei Li(1), Zhengqiao Liu(1), Li Zhao(1), Mei-Chih Wang(1)