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Cary Lin
 
 林哲群教授
 Cary Lin @ NTHU

 

Publication

 

Published Papers

  1. I-Chun Tsai, Han-Bo Chen, and Che-Chun Lin, 2024, “The ability of energy commodities to hedge the dynamic risk of epidemic black swans,” Resources Policy, Vol. 89, 104622 (SSCI).
  2. Yu-Min Wang, Che-Chun Lin, and I-Chun Tsai, 2023, “State transformation of information spillover in asset markets and effective dynamic hedging strategies,” International Review of Financial Analysis, Vol. 89, 102772 (SSCI).
  3. Hung-Wei Lee, Che-Chun Lin, and I-Chun Tsai, 2023, “Another application of call options: Explaining the divergence between the housing market and the rental market,” Finance Research Letters, Vol. 53, 103660 (SSCI).
  4. Han-Bo Chen, Che-Chun Lin, and Jerry T. Yang, 2023, “Re-discussion of the Relationship between Rent and Housing User Cost－Real Option Viewpoint” (in Chinese), Journal of Housing Studies (住宅學報), Vo1. 32(2), 57-82 (TSSCI).
  5. I-Chun Tsai and Che-Chun Lin, 2022, “A Re-Examination of Housing Bubbles: Evidence from European Countries,” Economic Systems, Vol. 46(2), 100971 (SSCI).
  6. Wen-Kai Wang, Che-Chun Lin, and I-Chun Tsai, 2022, “Long- and short-term price behaviors in presale housing markets in Taiwan,” Economic Analysis and Policy, Vol. 74, 350-364 (SSCI).
  7. I-Chun Tsai and Che-Chun Lin, 2022, “Influence of migration policy risk on international market segmentation: Analysis of housing and rental markets in the Euro area,” Economic Research-Ekonomska Istraživanja, DOI: 10.1080/1331677X.2022.2121740 (SSCI).
  8. Jerry T. Yang, Che-Chun Lin, and Chin-Oh Chang, 2022, “The Impacts of Macroprudential Instruments on Housing Prices and Transacted Volume” (in Chinese), Journal of Housing Studies (住宅學報), Vo1. 31(2), 29-62(TSSCI).
  9. Che-Chun Lin and I-Chun Tsai, 2021, “The Special Effect of Interest Rate Cuts on Housing Prices,” Journal of Business Economics and Management, Vol. 22(3), 776-798 (SSCI).
  10. Che-Chun Lin and I-Chun Tsai, 2021, “House prices, rental costs, and mortgage interest rates,” International Journal of Strategic Property Management, Vol. 25(5), 356-368 (SSCI). 
  11. Jing-Tang Tsay, Jerry T. Yang, and Che-Chun Lin, 2020, “Pricing Model for Real Estate in Taiwan - Adjusted Matching Approach,” International Journal of Agriculture Innovation, Technology and Globalisation, Vol. 1(3), 207-225 (ESCI).
  12. I-Chun Tsai and Che-Chun Lin, 2019, “Variations and Influences of Connectedness among US Housing Markets,” International Real Estate Review, Vol. 22(1), 27-58 (ESCI).
  13. Jerry T. Yang, Fan-Ting Cheng, and Che-Chun Lin, 2019, “Mispricing in Housing Market－Money Illusion or Market Perception?” (in Chinese), Journal of Housing Studies (住宅學報), Vol. 28(2), 1-15 (TSSCI).
  14. Jing-Tang Tsay, Che-Chun Lin, and Jerry T. Yang, 2018, “Pricing Mortgage-Backed Securities— First Hitting Time Approach,” International Real Estate Review, Vol. 21(4), 419-446 (ESCI).
  15. Jerry T. Yang, Jing-Tang Tsay, and Che-Chun Lin, 2018, “Pricing Model for Home Appreciation Participation Notes,” (in Chinese) Journal of Housing Studies (住宅學報), Vol. 27(2), 61-84 (TSSCI).
  16. Jow-Ran Chang, Jing-Tang Tsay, and Che-Chun Lin, 2016, “Simplifying the Valuation of Reverse Annuity Mortgages,” Corporate Management Review (交大管理學報), Vol. 36(1), 97-123 (TSSCI).
  17. Jing-Tang Tsay, Che-Chun Lin, Larry J. Prather, and Richard J. Buttimer, 2014, “An Approximation Approach for Valuing Reverse Mortgages,” Journal of Housing Economics, Vol. 25(C), 39-52 (SSCI).
  18. Jerry T. Yang, Jing-Tang Tsay, and Che-Chun Lin, 2014, “The Impact of the Disposition Time of Reverse Mortgage Collaterals on Insurance Premiums,” (in Chinese) Journal of Housing Studies (住宅學報), Vol. 23(1), 35-50 (TSSCI).
  19. Larry J. Prather, Che-Chun Lin, and Ting-Heng Chu, 2013, “What Homebuyers Need to Know about the Differential Risk of Mortgages,” Financial Services Review, Vol. 22(4), 331-347 (EconLit).
  20. Che-Chun Lin, Larry J. Prather, Ting-Heng Chu, and Jing-Tang Tsay, 2013, “Differential Default Risk among Traditional and Non-traditional Mortgage Products and Capital Adequacy Standards,” International Review of Financial Analysis, Vol. 27, 115-122 (SSCI).
  21. Che-Chun Lin, Jow-Ran Chang, Ting-Heng Chu, and Larry J. Prather, 2013, “Sizing and Performance of Fixed-Rate Residential Mortgage Asset-Backed Securities Tranches,” Review of Pacific Basin Financial Markets and Policies, Vol. 16(4), 1-16 (EconLit).
  22. Che-Chun Lin, Yu-Lieh Huang, and Chiuling Lu, 2012, “Estimating Mortgage Prepayment Rates Using the Gibbs-Sampling Approach,” Advances in Financial Planning and Forecasting, Vol. 5, 215-230 (FLI).
  23. Yi-Tze Liu, Jing-Tang Tsay, and Che-Chun Lin, 2012, “Credit Risk of Mortgage Payment Shock,” (in Chinese) Journal of Taiwan Land Research (臺灣土地研究), Vol. 15(1), 73-93 (TSSCI).
  24. Larry J. Prather, Ting-Heng Chu, M. Imtiaz Mazumder, and Che-Chun Lin, 2011, “Indexing Institutional Funds,” Journal of Index Investing, Vol. 2(3), 58- 63.
  25. Che-Chun Lin, Ting-Heng Chu, and Larry J. Prather, 2011, “Default Risk of Exotic Mortgage Products,” Journal of International Finance and Economics, Vol. 11(2), 161-170.
  26. Tyler. T Yang, Che-Chun Lin, and Man Cho, 2011, “Collateral Risk in Residential Mortgage Defaults,” Journal of Real Estate Finance and Economics, Vol. 42(2), 115-142 (SSCI).
  27. Ping-Fang Li, Jerry T. Yang, and Che-Chun Lin, 2011, “A Comparison between Fixed-Rate and Adjustable-Rate Reverse Mortgages,” (in Chinese) Journal of Housing Studies (住宅學報), Vol. 20(2), 27-46 (TSSCI).
  28. Che-Chun Lin and Edward Chang, 2009, “At a First Glance of Mortgage Default Rates,” (in Chinese) Joint Credit Information Center Bimonthly (金融聯合徵信雙月刊), Vol.7, 24-35.
  29. Che-Chun Lin and Edward Chang, 2009, “At a First Glance of the US Exotic Mortgage Products,” (in Chinese) Joint Credit Information Center Bimonthly (金融聯合徵信雙月刊), Vol. 7, 36-48.
  30. Chia-Wei Lin, Edward Chang, and Che-Chun Lin, 2007, “Estimating Mortgage Termination Rates with Separate Loan Age Functions,” (in Chinese) Review of Securities and Futures Markets (證券市場發展季刊), Vol. 19(4), 45-70 (TSSCI).
  31. Che-Chun Lin, Ting-Heng Chu, and Larry J. Prather, 2006, “Valuation of Mortgage Servicing Rights with Foreclosure Delay and Forbearance Allowed,” Review of Quantitative Finance and Accounting, Vol. 26(1), 41-54 (EconLit).
  32. Che-Chun Lin, Ting-Heng Chu, Larry J. Prather, and Perry Wang, 2005, “Mortgage Curtailment and Default,” International Real Estate Review, Vol. 8(1), 95-109. (ESCI)
  33. Che-Chun Lin, and Tyler T. Yang, 2005, “Curtailment as A Mortgage Performance Indicator,” Journal of Housing Economics, Vol. 14(3), 294-314 (SSCI).
  34. Richard J. Buttimer and Che-Chun Lin, 2005, “Valuing U.S. and Canadian Mortgage Servicing Rights with Default and Prepayment,” Journal of Housing Economics, Vol. 14(3), 194-211 (SSCI).
  35. Ting-Heng Chu, Che-Chun Lin, and Larry J. Prather , 2005, “An Extension of Security Price Reactions Around Product Recall Announcements,” Quarterly Journal of Business and Economics, Vol. 44(3&4), 33-48 (EconLit).
  36. Che-Chun Lin and Lan-Chih Ho, 2005, “Valuing Individual Mortgage Servicing Contracts: A Comparison between Adjustable-Rate Mortgages and Fixed-Rate Mortgages,” Review of Pacific Basin Financial Markets and Policies, Vol. 8(1), 131-146 (EconLit).
  37. Hsiao-Fang Lin and Che-Chun Lin, 2004, “Valuation of Mortgage Servicing Rights,” (in Chinese) Joutnal of the Land Bank of Taiwan (臺灣土地金融季刊), Vol.41(2), 45-60.
  38. Yu-Shuang Huang, Ching-Jia Jou, and Che-Chun Lin, 2003, “Pricing Mortgage-Backed Securities by a Dynamic Prepayment Model,” (in Chinese) Journal of Housing Studies (住宅學報), Vol. 12(1), 43-56 (TSSCI).
  39. Che-Chun Lin, 2003, “Valuing Individual Mortgage Servicing Contracts: An Option-Adjusted Spread Approach,’’ Journal of Housing Studies (住宅學報), Vol. 12(1), 31-42 (TSSCI).
Books
  1. “Financial Management -Easy to Get Started (財務管理輕鬆上手),” (in Chinese) National Tsing Hua University, Taiwan, 2017.
  2. “Financial Asset Securitization (金融資產證券化),” 4th Edition, (in Chinese) Securities and Futures Institute, Taiwan, 2009.
  3. “Mortgage Securitization (住宅抵押貸款證券化),” (in Chinese) Securities and Futures Institute, Taiwan, 2005.