(2021), Data Envelopment Analysis on Relative Efficiency Assessment and Improvement: Evidence from Chinese Bank Branches, 34th EBES CONFERENCE PROCEEDINGS VOLUME - II, p.845-870, January 6-8. 2021, 2021.01, The objective of this research is four-fold. First, we focus on micro-level analysis of 18 bank branches of one large Chinese commercial bank using the Data Envelopment Analysis (DEA). Second, we decompose the effectiveness into efficiency and productivity to estimate the bank branches’ relative efficiency and productivity. This has rarely been conducted by previous researchers. Third, we employ a novel approach to further detect the efficiency of the bank branches, that is, to introduce operating environment factors with three dimensions (business conditions, competitiveness, and future development) to rank the bank branches’ efficiency. Finally, according to the assessment results, we suggest practical measures to improve the efficiency of inefficient branches in the areas of expense, revenue, and management. Our suggestions are beneficial to any commercial bank’s policy making..
||Meifen Chu(2020), WAVELET ANALYSIS OF THE EURO AND ITS CO-MOVEMENT WITH FOUR EXCHANGE RATES, EURASIAN JOURNAL OF SOCIAL SCIENCES, DOI: 10.15604/ejss.2020.08.03.004, 8(3), 2020,, 123-133, 2020.10, The objective of this study is to examine the characteristics of the Euro exchange rate and its co- movement with four main currencies (the AUD, POUND, YEN, and RMB). After the Euro was adopted as an official currency in EU area, it grew rapidly and became the second most-traded currency in the world. The increasing importance of the Euro drew much attention from researchers and policymakers. This paper employs the wavelet analysis, which has become popular and recently is applied in various fields, such as medical science, radio science and social science. First, this paper observes five currency exchange series: the EURO, AUD, POUND, YEN and RMB. Next, using wavelet analysis, it examines the characteristics of each series. Then, a wavelet coherence analysis is used to examine the interdependence between the EURO and the other four currencies. The results indicate that the Euro displays a greater interdependence with the AUD and POUND, while it has lesser correlations with the YEN and RMB. This implies the Euro co-moves with the American and European exchange markets while it is less related with the Asian counterpart. It is interesting to note that the Yen led the Euro during the global financial crisis. Further, the Euro has interdependence with the four exchange rates at shorter periodicities during the crisis periods and is correlated with the four at long periodicities in the long run..
Chu(2018), Multifractal Characteristics of the Euro Exchange Rate, Journal of Political Economy, Vol. 85, No. 4, p107-p117, Society of Political Economy, Kyushu University, Journal of Political Economy, 85, 4, 107-117, open access, 2018.12.
||Meifen Chu(2017), "Comparing Chinese and Japanese Stock Markets Using Hurst's Exponent Analysis", Entrepreneurship, Organizational Change and Employment Management, p388-p398, Nanjing University Press, 査読付き, 388-398, 2017.06.
||Meifen Chu(2017), "A Comparative Analysis of Vietnamese and Chinese Stock Market Using Hurst Exponent Analysis", GSTF Journal of Business Review, Vol. 5, No.1, p 38-45, 査読付き, 2017.04.
||Meifen Chu(2016), "A Comparative Study of Vietnam and China Stock Market", The 6th Annual International Conference on Qualitative and Quantitative Economics Research (QQE 2016), Proceeding, 査読付き, 2016.05.
||Nonlinear Time Series Analysis of Vietnam Stock Market.
||Meifen Chu(2014), "Multifractal analysis on Chinese and Japanese stock market", Proceedings of the Joint Conference by Nanjing University and Renmin University, p1-17, 2014.06.
||Meifen Chu(2012), “Analysis of Nonlinear Characteristics on the Shanghai Stock Market”, Journal of Political Economy, 2012.03.
||Meifen Chu(2011), "Nonlinear Time Series Analysis of China Stock Market", Enterprise Management in a Transitional Economy and Post Financial Crisis, p299‐309, Nanjing University Press, June 2011 , 2011.06.
||儲梅芬（2007）, 「ウェーブレット変換による人工株式時系列のマルチフラクタル性分析とそのエージェント行動分析への応用」，九州経済学会『九州経済学会年報第45集』，121-127頁, 2007.12.