周皓

教师主页 科研项目 研究领域 学术成果 教学 科研分享 新闻动态 疼痛医学中心 成果介绍 软件 毕业去向 加入我们 联系我们 周皓 商学院院长、讲席教授 |商学院 周皓博士现任南方科技大学商学院院长，清华大学五道口金融学院原副院长、紫光讲席教授。在加入五道口金融学院之前，周皓曾担任美国联邦储备委员会风险分析部高级经济学家，负责监管系统性重要的金融机构并向联储董事会提供有关宏观审慎监管政策的建议。周教授曾担任麻省理工学院斯隆管理学院和北京大学中国经济研究中心访问教授。周教授于2000年毕业于美国杜克大学，获得经济学博士学位。此前获得了北京大学管理学硕士学位和经济学学士学位。  周皓教授的研究领域包括以消费为基础的随机波动资产定价模型、信用风险的结构化模型与信用衍生品市场、金融市场波动性和收益的预测、动态利率期限结构、金融市场的跳跃性与资产定价之谜、国际风险溢价动态模型、金融机构的系统性风险和宏观审慎监管。周教授的研究成果发表于国际一流学术期刊，如《金融学期刊》、《金融研究评论》、《计量经济学期刊》、《商业及经济统计学期刊》、《金融及银行学期刊》、《金融计量经济学期刊》等。  周皓教授的研究成果近年来获得了多项国际性学术和专业的奖励。其中包括Whitebox资产管理公司授予的年度最佳金融研究论文奖、中国金融国际年会最佳论文奖、PanAgora资产管理公司授予的克罗威尔纪念奖章、芝加哥数量投资协会学术竞赛奖、澳大利亚金融和银行业会议颁发的“银行视野”奖、全球风险管理协会研究奖以及英国皇家学院对冲基金研究奖等。 个人简介 教育背景 1994-2000    美国杜克大学，经济学，博士学位 1989-1993    北京大学光华管理学院，管理学，硕士学位 1985-1989    北京大学，国际经济学，学士学位   工作经历 2021.4 至今 南方科技大学商学院，院长，讲席教授（2021年8月正式到任） 2013 至今     清华大学五道口金融学院，副院长、紫光金融学讲席教授                         清华大学国家金融研究院，副院长                         清华大学五道口金融学院-清华大学国家金融研究院货币政策与金融稳定研究中心，主任                         清华大学五道口金融学院-清华大学国家金融研究院新结构金融学研究中心, 主任                         清华大学五道口金融学院，学术委员会主任                         清华大学，学术委员会委员                         清华大学，长聘教授评审委员会委员 2000-2013    美国联邦储备委员会交易风险分析部，经济学家、高级经济学家 1999-2000    美国杜克大学经济系，讲师 1993-1994    中国国务院研究发展中心，顾问 1989-1990    中国广西省南丹县，行政官员 个人简介 研究领域 权益、债券、货币、信贷市场的方差风险溢价 随机波动与资产定价模型 金融市场的跳跃性与资产定价之谜 中国金融市场-改革与政策 金融机构的系统性风险和宏观审慎监管 学术成果 查看更多 政策演讲 FinReg Safeguards FinTech,PBC School of Finance at Tsinghua University, 2020. Monetary Theory and Monetary Policy under Covid-19,PBC School of Finance at Tsinghua University, 2020. Covid-19 Pandemic and Rising Global Debt, PBC School of Finance at Tsinghua University, 2020. China’s economic bounceback can be a model for world economies,Opinion at Nikkie Asian Review, May 4, 2020. 2019 Annual Report of China’s Systemic Financial Risk – Preventing and Mitigating the Default Risk of Smal- and Medium-Sized Banks,PBCSF Shenzhen Regional Bureau of Financial Regulation, 2019. 2019 Semi-Annual Report of China’s Systemic Financial Risk – Policy Shift and Economic Revovery,PBCSF Global Financial Forum, 2019. What causes stock market crashes, from Shanghai to Wall Street, Chicago Booth Review, 2019. Systemic Risk, Policy Response, and RMB amid Economic Slowdown,Keynote Speech at dbAccess 2019 China Conference in Shenzhen, 2019. A Reform Perspective on China’s Macroeconomy and Financial Policy,Keynote Speech at Financial Policy Conference—Reforms and Liberalization of China’s Capital Markets, PBC School of Finance at Tsinghua University, 2018. How China’s Anti-Corruption Campaign is Moving Financing Away from State-Owned Enterprises?Pro-Market, the blog of the Stigler Center at the University of Chicago Booth School of Business, 2018.  Annual Report of China’s Systemic Financial Riskand Xinhua News Report – China Fines Banks over Wealth Management Transgressions,2018. A Financial Regulatory Regime Reform Template to Ensure Financial Stability of the Chinese Economy, and the Release Conference in Beijing,2018. The Chinese Paradigm of Financial Reform and Development－New Structural Financial Economics, MIT Sloan School of Business,Central Party School, London School of Economics,and Peking University School of New Structural Economics, 2017. Shadow Banking: China’s Dual-Track Interest Rate Liberazation, VoxChna Publication, 2017. Systemic Risk of China’s Financial System,VoxChina Publication, National Institute of Financial Research, Tsinghua University, 2017. The Right Path and Proper Pace of RMB Exchange Rate Reform,PBoC Internal Policy Meeting, State Council Research Office, Tsinghua PBCSF Financiers Forum, 2017. Economic Benefits of China’s Anti-Corruption Campaign: Evidence from Financial Markets, Shanghai Institute of Finance and Law, Hongru Financial Education Foundation, 2016. Financial Regulatory Reform in China, Caixin, China Securitization Forum, 2016. DSGE with Chinese Characteristics,PBoC-FRBNY Hangzhou Conference, 2016. RMB, Federal Reserve Board, PBoC Internal Policy Meeting, Caixin,2016. Hamiltonian Solution to China’s Local Government Debt,Central Reserve Bank of Peru and Reinventing Bretton Woods Committee, PBC Global Financial Forum, 2015. Dispelling Fears about RMB Devaluation,Institute of New Economic Thought, 2015. The New Normal of U.S.-China Monetary Policy,Tsinghua Alumni Association in U.S., 2015. The New Normal of China’s Monetary Policy,Tsinghua Nomura Research Institute, 2015. Structural Monetary Policy and SME Financing Problem,China Western Forum, 2014. China’s Shadow Banking,PBoC-IMF Joint Conference, 2014. Fed QE Exit and Its Effect on China’s Economy,PBoC Internal Policy Meeting, 2013. Financial Stability in U.S. and Systemic Risk in Europe,PBC School of Finance, 2013.   荣誉及奖项 “Option-Implied Crash Risk Premia and Carry Trade Returns,” with Zhenzhen Fan, Juan Londono, and Xiao Xiao, Research Proposal Award, Canadian Derivatives Institute, 2018.  “Leverage Network and Market Contagion,” with Jiangze Bian, Zhi Da, and Dong Lou, the WRDS Best Paper Award in Asset Pricing at SFS Cavalcade Asia-Pacific, 2017.  “Leverage-Induced Fire Sales and Market Crashes,” with Jiangze Bian, Zhiguo He, and Kelly Shue, Chinese Finance Annual Meeting Best Paper Award, 2017.  “Leverage Network and Market Contagion,” with Jiangze Bian, Zhi Da, and Dong Lou, China Financial Research Conference Best Paper Award, 2016.  “Do Behavioral Biases Affect Order Aggressiveness?” with Jiangze Bian, Kalok Chan, and Donghui Shi, CFA Institute Asia Pacific Capital Market Research Award, 2015.  Best Teaching and Mentoring Award (for graduate students), Tsinghua University, 2014.  Thousand Talents Program, China, 2014. “Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities,” with Tim Bollerslev and Mike Gibson, Whitebox Selected Research Best Financial Research Paper finalist, 2012. “Predicting Stock Returns with Variance Risk Premia: Statistical Inference and International Evidence,” with Tim Bollerslev, James Marrone, and Lai Xu, China International Conference in Finance Best Paper Award, 2011. “Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty,” Crowell Memorial Prize 3rd Place by PanAgora Asset Management, 2010. “Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty,” Chicago Quantitative Alliance (CQA) Academic Competition Award 3rd Place, 2009. “Assessing the Systemic Risk of a Heterogeneous Portfolio of Banks during the Recent Financial Crisis,” with Xin Huang and Haibin Zhu, BankScope Best Paper Prize of the 22nd Australasian Finance and Banking Conference, 2009. Mee “Credit Default Swap Spreads and Variance Risk Premia,” with Hao Wang and Yi Zhou, Global Association of Risk Professionals (GARP) Research Proposal Award, 2009. “Credit Default Swap Spreads and Variance Risk Premia,” with Hao Wang and Yi Zhou, Imperial College London Centre for Hedge Fund Research (CHFR) Research Proposal Award, 2009. “A Framework for Assessing the Systemic Risk of Major Financial Institutions,” with Xin Huang and Haibin Zhu, Bocconi Centre for Applied Research in Finance (CAREFIN) Research Proposal Award, 2008. “Short Course on Asset Pricing Puzzles,” China Center for Economic Research (CCER) of Peking University, Oversea Young Chinese Forum (OYCF) Gregory C. and Paula K. Chow Teaching Fellowship, 2005. “Agricultural Research Priorities: A Demand and Supply Analysis of Grain Technology in China”《 中国农业科研优先序》, with Justin Yifu Lin and Minggao Shen, Peking University Academic Book Award-First Tier 北京大学第五届科研著作奖一等奖, 1996. 发表成果 工作论文 “Variance Risk Premiums in Emerging Markets: Global Integration and Economic Uncertainty,” with Fang Qiao, Lai Xu, and Xiaoyan Zhang, Tsinghua University PBC School of Finance, 2018. “Stock-Bond Return Correlation, Bond Risk Premium Fundamental, and Fiscal-Monetary Policy Regime,” with Erica X.N. Li, Tao A. Zha, and Ji Zhang, Tsinghua University PBC School of Finance, 2018. “Leverage-Induced Fire Sales and Market Crashes,” with Jiangze Bian, Zhiguo He, and Kelly Shue, Tsinghua University PBC School of Finance, 2017. “Leverage Network and Market Contagion,” with Jiangze Bian, Zhi Da, and Dong Lou, Tsinghua University PBC School of Finance, 2017. “China’s Anti-Corruption Campaign and Credit Reallocation from SOEs to Non-SOEs,” with Bo Li and Zhengwei Wang, Tsinghua University PBC School of Finance, 2017. “Shadow Banking: China’s Dual-Track Interest Rate Liberalization,” with Hao Wang, Honglin Wang, and Lisheng Wang, Tsinghua University PBC School of Finance, 2015. “The Great Wall of Debt: Real Estate, Political Risk, and Chinese Local Government Financing Cost,” with Andrew Ang and Jennie Bai, Tsinghua University PBC School of Finance, 2015. “Term Structure of Interest Rates with Short-Run and Long-Run Risks,” with Olesya Grishchenko and Zhaogang Song, Tsinghua University PBC School of Finance, 2015. “Good Jumps, Bad Jumps, and Conditional Equity Premium,” with Hui Guo, Nan Sha, and Kent Wang, Tsinghua University PBC School of Finance, 2015.   期刊论文 “Moment Risk Premia and Stock Return Predictability,” with Zhenzhen Fan and Xiao Xiao, Journal of Financial and Quantitative Analysis, forthcoming, 2020. “Specification Analysis of Structural Credit Risk Models,” with Jingzhi Huang and Zhan Shi, Review of Finance, vol. 24, page 45-98, 2020. “Short-Run Bond Risk Premia,” with Philippe Mueller and Andrea Vedolin, Quarterly Journal of Finance, vol. 9, pages 1950011:1-34, 2019. “Ambiguity Aversion and Variance Premium,” with Jianjun Miao and Bin Wei, Quarterly Journal of Finance, vol. 9, pages 1950003:1-36, 2019. “Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty,” Annual Review of Financial Economics, vol. 10, pages 481-497, 2018. “Hot Money and Quantitative Easing: The Spillover Effects of U.S. Monetary Policy on the Chinese Economy,” with Steven Wei Ho and Ji Zhang, Journal of Money, Credit, and Banking, vol. 50, pages 1543-1569, 2018. “Do Behavioral Biases Affect Order Aggressiveness?” with Jiangze Bian, Kalok Chan, and Donghui Shi, Review of Finance, vol. 22, pages 1121-1151, 2018. “Variance Risk Premiums and the Forward Premium Puzzles,” with Juan M. Londono, Journal of Financial Economics, vol. 124, pages 415–440, 2017. “Effect of Liquidity on the Nondefault Component of Corporate Bond Spreads: Evidence from Intraday Transactions Data,” with Song Han, Quarterly Journal of Finance, vol. 6, pages 1650012:1-49, 2016. “Risk, Uncertainty, and Expected Returns,” with Turan Bali, Journal of Financial and Quantitative Analysis-lead article, vol. 31, pages 707-735, 2016. “The Systemic Risk of European Banks during the Financial and Sovereign Debt Crises,” with Lamont Black, Ricardo Correa, and Xin Huang, Journal of Banking and Finance, vol. 63, pages 107-125, 2016. “Stock Return and Cash Flow Predictability: the Role of Volatility Risk,” with Tim Bollerslev and Lai Xu, Journal of Econometrics, vol. 187, pages 458-471, 2015. “Predicting Stock Returns with Variance Risk Premia: Statistical Inference and International Evidence,” with Tim Bollerslev, James Marrone, and Lai Xu, Journal of Financial and Quantitative Analysis, vol. 49, pages 633-661, 2014. “Credit Default Swap Spreads and Variance Risk Premia,” with Hao Wang and Yi Zhou, Journal of Banking and Finance, vol. 37, pages 3733-3746, 2013. “Assessing the Systemic Risk of a Heterogeneous Portfolio of Banks during the Recent Financial Crisis,” with Xin Huang and Haibin Zhu, Journal of Financial Stability, vol. 8, pages 193-205, 2012. “Systemic Risk Contributions,” with Xin Huang and Haibin Zhu, Journal of Financial Services Research, vol. 42, pages 55-83, 2012. “Realized Jumps on Financial Markets and Predicting Credit Spreads,” with George Tauchen, Journal of Econometrics, vol. 160, pages 235-245, 2011. “Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities,” with Tim Bollerslev and Mike Gibson, Journal of Econometrics, vol. 160, pages 102-118, 2011. “Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms,” with Ben Zhang and Haibin Zhu, Review of Financial Studies, vol. 22, pages 5099-5131, 2009. “Bond Risk Premia and Realized Jump Risk,” with Jonathan Wright, Journal of Banking and Finance, vol. 33, pages 2333-2345, 2009. “A Framework for Assessing the Systemic Risk of Major Financial Institutions,” with Xin Huang and Haibin Zhu, Journal of Banking and Finance, vol. 33, pages 2036-2049, 2009. “Expected Stock Returns and Variance Risk Premia,” with Tim Bollerslev and George Tauchen, Review of Financial Studies, vol. 22, pages 4463-4492, 2009. “Volatility Puzzles: A Simple Framework for Gauging Return-Volatility Regressions,” with Tim Bollerslev, Journal of Econometrics, vol. 131, pages 123-150, 2006. “Regime-Shifts, Risk Premiums in the Term Structure, and the Business Cycle,” with Ravi Bansal and George Tauchen, Journal of Business and Economic Statistics, vol. 22, pages 396-409, 2004. “Ito Conditional Moment Generator and the Estimation of Short Rate Processes,” Journal of Financial Econometrics, vol. 1, pages 250-271, 2003. “Estimating Stochastic Volatility Diffusion Using Conditional Moments of Integrated Volatility,” with Tim Bollerslev, Journal of Econometrics, vol. 109, pages 33-65, 2002. “Term Structure of Interest Rates with Regime Shifts,” with Ravi Bansal, Journal of Finance, vol. 57, pages 1997-2043, 2002. “Finite Sample Properties of EMM, GMM, QMLE, and MLE for a Square-Root Interest Rate Diffusion Model,” Journal of Computational Finance, vol. 2, pages 89-122, 2001. “Rural-Urban Disparity and Sectoral Labor Allocation in China,” with Dennis Tao Yang, Journal of Development Studies, vol. 35, pages 105-133, 1999. 非评论性出版物    30. “Comment – Systemic Risks and the Macroeconomy,” by Gianni De Nicolò, Marcella Lucchetta, NBER Book Quantifying Systemic Risk, Joseph G. Haubrich and Andrew W. Lo  editors, 2013.     31. “Comment – Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes,” by Garland B. Durham and A. Ronald Gallant, Journal of Business and Economic Statistics, vol. 20, pages 332-335, 2002.   中文期刊     32. “Comparison and Applicability Analysis of Micro-Level Systemic Risk Measures: A Study Based on China’s Financial System” 微观层面系统性金融风险指标的比较与适应性分析 – 基于中国金融系统的研究, with Xiangpeng Chen, Tao Jin, and Zhengwei Wang, Journal of Financial Research 金融研究，vol. 467, pages 17-36, 2019.     33. “Has Idiosyncratic Volatility Puzzle Been Fully Explained in China’s A-Share Market?” A-股市场的异质波动率之谜是否已被充分解释？with Xiangpeng Chen and Yuan Wang, Journal of Investment Research 投资研究, vol. 37, pages 142-160, 2018.     34. “Equal or Value Weighting? A Study on Idiosyncratic Volatility Puzzle in China’s A-Share Market” 等值加权还是市值加权？基于A股市场异质波动率之谜的研究, with Xiangpeng Chen and Nan Sha, China Journal of Economics 经济学报, vol. 5, pages 1-37, 2018.     35. “Reform Financial System and Lift the Control of Interest Rates to Facilitate Long-Run Economic Growth” 改革金融政策和体制使我国经济走入良性循环, with Justin Yifu Lin, Journal of Reform 改革, vol. 1, pages 97-105, 1993.   出版书籍     36.  “Agricultural Research Priorities: A Demand and Supply Analysis of Grain Technology in China” 《中国农业科研优先序》, with Justin Yifu Lin and Minggao Shen, Agriculture Publisher of China中国农业出版社, 1996.   专业活动 会议和研讨会: (合著c, 讨论d) 2020：Econometric Society Meeting in San Diegoc, Sovereign Debt Research and Management Conference—Covid19 Crisis and Rising Global Debt in Beijing c, Pacific Basin Economic Research Conference at FRB San Franciscoc. 2019:  AFA Meeting in Atlantac, Jackson Hole Finance Conferencec, MIT Sloan, Federal Reserve Bank of Boston, Shanghai Advanced Institute of Finance, Australian National University, ABFER 7th Annual Meeting in Singaporec, Korea Money and Finance Association Annual Conference in Pushanc, China International Conference in Finance in Guangzhouc (2 papers), 2019 CEBRA in New York c, China International Conference in Macroeconomics in Shenzhen c, International Macro-Finance Conference at SWUFE in Chengduc, Risk Management Conference at National University of Singaporec, Institute of Financial Studies at SWUFE, 5th Annual Bank of Canada-Tsinghua PBCSF-University of Toronto Conference on the Chinese Economy in Ottawa (Keynote), Duke University Conference on George Tauchen 70th Birthday, SFS Cavalcade Asia-Pacific in Hong Kongc. 2018: Growth and Institution Meeting at Tsinghuac, Macro Financial Model Winter Meeting (2 papers)c, FIRN Sydney Microstructure Meetingc, Annual Conference of the Swiss Society for Financial Market Researchc, LBS AQR Asset Management Institute Academic Symposiumc, FIRS Conference in Barcelonac, NBER Asset Pricing Meeting (Chicago)c, ABFER 6th Annual Meeting in Singaporec,d, Stevanovich Center Conference on Market Microstructure and High-Frequency Data in Chicago, Uncertainty and Economic Activity Conference in Beijingc, Political Economy of Finance Conference at Stigler Center in Chicagoc, China International Conference in Macroeconomics in Beijingc, Asian Finance Association Annual Meeting in Tokyoc, China Financial Research Conference in Beijingc, China International Forum on Finance and Policy in Beijingc, NBER Summer Institute (Corporate Finance) in Boston, China International Conference in Finance in Tianjinc (4 papers), Helsinki Finance Summit on Investor Behaviorc, EFA in Warsaw (2 papers)c, NBER Chinese Economy Meeting in Beijingc, ABFER Conference on Reforms and Liberalization of China’s Capital Market in Beijing (Keynote), Wharton Conference on Liquidity and Financial Fragilityc, Guanghua School of Management at Peking University, 4th Annual Bank of Canada-Tsinghua PBCSF-University of Toronto Conference on the Chinese Economy in Beijing, Fourth Annual Volatility Institute at NYU Shanghai (VINS) Conferencec, Emerging Markets Finance Conference in Mumbaic, China International Risk Forumc. 2017: AFA Meeting in Chicagoc, University of Munsterc, Empirical Finance Workshop in Paris and CREST, University of Zurich, University of Rennesc, Conference on the Econometrics of Financial Markets in Stockholmc, Annual Conference in Financial Economics Research by Eagle Labsc, Econometrics Society Asia Meetingc, Tsinghua Workshop in International Finance and Monetary Policy (Keynote), LSE Paul Woodley Conferenced, FIRS Conference in Hong Kong, China Financial Research Conference in Beijingc, China International Conference in Finance in Hangzhou, Summer Institute in Finance in Qingdaoc, Geneva International Finance Workshop, MIT Golub Center for Finance and Policy 4th Annual Conference (2 papers), Duke University, Luxemburg Asset Management Summit, Third Annual Volatility Institute at NYU Shanghai (VINS) Conferencec, Chinese Finance Annual Meetingc, SFS Cavalcade Asia-Pacific (2 papers)c, NBER Chinese Economy Meeting in Shenzhenc. 2016: AEA and AFA Meeting in San Franciscoc, PBOC-FRBNY Join Symposium on “Global Macro Economy and Governance Under Monetary Policy Divergence” in Hangzhoud, Finance Down Under Conference in Melbournec, McGill/IFM2 Financial Risk Management Conference in Monte Tremblantc, Texas Finance Festival in San Antonioc, SFS Cavalcade in Toronto (2 papers)c, Society for Financial Econometrics (SoFiE) Annual Meeting in Hong Kong (Keynote), WFA in Park Cityc, Risk Management Conference at National University of Singaporec, EFA in Osloc, Duke/UNC Financial Volatility Conference, University of Zurichc, SAFE Asset Pricing Workshop in Frankfurtc, CPBS 2016 Pacific Basin Research Conference in San Franciscoc, NBER Chinese Economy Meeting, 3rd International Conference of New Structural Economics in Beijingc. 2015: AFA Meeting in Bostonc, Stanford University GSBc, New York Universityc, Woldbank/IMFc, Georgetown Universityc, George Washington Universityc, NBER East Asia in San Franciscoc, Tsinghua Finance Workshopc, China International Conference in Finance in Shen Zhengc, Summer Institute in Finance in Beijing, Federal Reserve Board, Federal Reserve Bank of New York, NBER Chinese Economy Meeting. 2014: Econometric Society Meeting in Philadelphia, McGill/IFM2 Financial Risk Management Conference in Monte Tremblantc, Midwest Finance Association Meetingc, 14th Annual Missouri Economics Meetingc, Luxembourg School of Finance and European Investment Bank Joint Seminarc, 3rd University of South Carolina Fixed Income Conferencec, China International Conference in Finance in Chengdu, Moody’s China Academic Advisory Panel Meeting, NYU Stern Real Estate Workshopc.   2013: AFA Meeting in San Diego (2 papers)c,d, Federal Reserve ASSA Day-Ahead Financial Markets & Institutions Conferencec, Cass Business School Mini Conference on Systemic Risk Contagion and Jumpsc, University of Chicago Workshop on Ambiguity and Robustness in Macroeconomics and Financec, QFE Seminar Series at NYU Sternc, 12th Annual Darden International Finance Conferencec, Tsinghua Finance Workshopd, WU Gutmann Center Symposium 2013 on Sovereign Credit Risk and Asset Management in Viennac, Second Symposium on China’s Financial Markets at Peking University, China International Conference in Finance in Shanghai, Risk Management Conference at National University of Singaporec, Federal Reserve Board, FSID and Bank of Canada Second Conference on Derivatives: Tail Riskc, Peking University Guanghua School of Management, Australian Finance and Banking Conference (PhD Forum)d. 2012: McGill/IFM2 Financial Risk Management Conference in Monte Tremblantc, Finance Down Under Conference in Melbourne, FDIC Annual Derivative and Risk Management Conference, Volatility Institute Conference at NYU Stern, Five Star Financial Forum in Beijingc, Mitsui Finance Symposium on Financial Market Implications of the Macroeconomyd, BI Norwegian Business School Workshop on Time-Varying Expected Returns, Symposium on China’s Financial Markets in Beijingd, China International Conference in Finance in Chongqing, Risk Management Conference at National University of Singaporec, Singapore International Conference on Finance, European Summer Symposium in Financial Markets in Gerzensee, Federal Reserve Bank of San Franciscoc, Euro Area Crisis Research Workshop at the International Finance Division of Federal Reserve Boardc, G20 Conference on Financial Systemic Risk at Istanbulc, University of California at Santa Cruzc, FDIC Annual Bank Research Conferencec, Federal Reserve Bank of New York, CARFIN-Bocconi Conference on the Effect of Tighter Regulation Requirements on Bank Profitability and Risk-Taking Incentives in Milanc, Peking Universityc, Tsinghua Universityc, Cheung Kong GSBc, City University of Hong Kongc, Hong Kong University of Science and Technologyc, Seventh Imperial College London’s Conference on Advances in the Analysis of Hedge Fund Strategies, Georgetown University, University of International Business and Economics. 2011: AFA Meeting in Denverc, Bank of Korea-BIS Conference on Macroprudential Regulation and Policy in Seoul, Notre Dame University, FDIC Annual Derivative and Risk Management Conference, Volatility Institute Conference at NYU Stern, Duke University, Hong Kong University of Science and Technology, Shanghai Advanced Institute of Finance, China International Conference in Finance in Wuhan, Risk Management Conference at National University of Singapore, Deutsche Bundesbank Conference on Basel III and Beyond-Regulating and Supervising Banks in the Post-Crisis Era, Federal Reserve Bank of New York and NYU Global Systemic Risk Conferencec, Sixth Imperial College London’s Conference on Advances in the Analysis of Hedge Fund Strategies. 2010: University of Texas at Dallas, University of Wisconsin Madison, UBC Winter Finance Conference in Vancouver, McGill/IFM2 Financial Risk Management Conference in Monte Tremblant, University of Calgary, Bank Structure and Competition Conference in Chicago, Fields Institute Industrial-Academic Forum on Systemic Stability and Liquidity in Toronto, IMF Conference on Operationalizing Systemic Risk Monitoring, Empirical Asset Pricing Retreat in Amsterdam, China International Conference in Finance in Beijing, Emerging Markets Finance Conference at Tsinghua University, Risk Management Conference at National University of Singapore, Baruch College, Rice University, Texas A&M University, 10th Annual Bank Research Conference at FDIC, Conference of Financial Economics and Accountingd.   2009: AFA Meeting in San Francisco (2 papers), Bank for International Settlement (Hong Kong), Symposium on Housing Loan Portfolio Stress Testing in Beijing Sponsored by IFC and China Banking Regulatory Commission, Qinghua University, Federal Reserve Bank of Kansas City, University of Kansas, Federal Reserve Bank of San Francisco, East China University of Science and Technology, China International Conference in Finance in Guangzhou, Risk Management Conference at National University of Singapore, Hanqing Advanced Institute at Renmin University, Chicago Quantitative Alliance Fall Conference, University of Texas at Dallas, Journal of Investment Management Fall Conference on the Future of Risk Management in Boston, Duke University, NBER-FRB Conference on Quantifying Systemic Risk in Bostond, Anniversary Conference of Financial Economics and Accounting in New Brunswick, The Chinese Finance Association Meeting in New York, Purdue University. 2008: AFA (2 papers) and Econometric Society Meetings in New Orleans, Rutgers University, China Financial Risk Managers Forum in Beijing, People’s Bank of China, Peking University, Qinghua University, Federal Reserve System Committee Meeting on Financial Structure and Regulation in Boston, Conference of Financial Markets and Real Activity at Banque de France, Third Imperial College London’s Conference on Advances in the Analysis of Hedge Fund Strategies, Conference on Financial Markets at Cass Business School London, International Monetary Fund. 2007: AEA and Econometric Society Meetings in Chicago, Conference on Return Predictability at Copenhagen Business School, Utah Winter Finance Conference in Salt Lake City, Montreal Financial Econometrics Conferenced, Federal Reserve Conference on Credit Risk and Credit Derivatives, Workshop on Economic Analysis of High-Frequency Data and the Impact of Economic News at Stanford University, China International Conference in Finance in Chengdu, NBER Summer Institute (Asset Pricing), MIT Sloan School of Management. 2006: AFA and Econometric Society Meetings in Boston, McGill/IFM2 Conference on Risk Management in Montreald, CIREQ Conference on Realized Volatility at Montreal, FDIC Annual Derivative and Risk Management Conference, China International Conference in Finance in Xi’an, Far Eastern Meeting of the Econometric Society in Beijing. 2005: FDIC Annual Derivative and Risk Management Conference, Conference on Time-Varying Financial Structures in Venice, Federal Reserve Conference on Financial Market Risk Premiums, Peking University, Bank for International Settlement. 2003: University of Arizona, Symposium of New Frontiers in Financial Volatility Modeling in Florence, Econometric Society Summer Meeting in Chicago, CIREQ Conference of Realized Volatility in Montreal. 2001: Workshop on Modeling, Estimating and Forecasting Volatility in Montreal, WFA Meeting in Tucson, NBER Market Microstructure Meeting, Joint Statistical Meeting in Atlantad. 2000: Econometric Society Meeting in Boston, Brown University, Michigan State University, University of Virginia, Federal Reserve Board, NBER Summer Institute (Forecasting and Empirical Methods in Macro and Finance), WFA Annual Meeting in Idaho, Duke University Conference on Risk Neutral and Objective Probability. 1999: Society for Nonlinear Dynamics and Econometrics Meeting in New York, Econometric Society Summer Meeting in Madison, FMA Meeting in Orlando.   会议组织者 (委员会主席/协同主席) Annual Bank of Canada – Tsinghua PBCSF – University of Toronto Conference on the Chinese Economy, 2018, Beijing, China Reforms and Liberalization of China’s Capital Market Conference, September 2018, Beijing, China China International Conference in Macroeconomics, 2018, Beijing, China; 2019, Shenzhen, China China Financial Research Conference, 2016, 2017, 2018, 2019, Beijing, China Summer Institute of Finance, July 2016, Shanghai, China Tsinghua-St. Louis Federal Reserve Bank Joint Conference on Monetary Policy and Financial Stability, May 2016, May 2017, Beijing, China China International Conference in Finance, July 2014, Chengdu, China Sixth Annual Risk Management Conference – Risk Management Responses to Rising Systematic and Systemic Risks, July 2012, National University of Singapore Basel Committee of Banking Supervision Research Task Force Conference on Stress Testing of Credit Risk Portfolio: The Link between Macro and Micro, March 2008, Amsterdam Federal Reserve Conference on Credit Risk and Credit Derivatives, March 2007, Washington DC Federal Reserve Conference on Financial Market Risk Premiums – Time Variations and Macroeconomic Links, July 2005, Washington DC   教育成就 Xiaoyang Zhuo (Post Doctor 2019): Assistant Professor, School of Economics, Beijing Institute of Technology Fang Qiao (Post Doctor 2019): Assistant Professor, School of Finance, UIBE in Beijing Xiaoyu Huang (PhD 2018): Assistant Professor, School of Finance, UIBE in Beijing Lai Xu (PhD 2014): Assistant Professor, Whitman School of Management, Syracuse University   专业组织成员 AEA, AFA, Econometric Society, WFA.   期刊评审人 American Economic Review, Econometrica, Economic Theory, European Financial Management, International Journal of Central Banking, Finance Research Letters, Journal of Applied Econometrics, Journal of Banking and Finance, Journal of Business and Economic Statistics, Journal of Comparative Economics, Journal of Credit Risk, Journal of Econometrics, Journal of Economic and Dynamic Control, Journal of Empirical Finance, Journal of Finance, Journal of Financial and Quantitative Analysis, Journal of Financial Econometrics, Journal of Financial Markets, Journal of Financial Stability, Journal of Futures Markets, Journal of International Money and Finance, Journal of Money, Credit, and Banking, Management Science, Pacific-Basin Finance Journal, Review of Financial Studies. 新闻动态 更多新闻 商学院召开新任院长任职大会 2021-04-26 加入团队 查看更多 联系我们 联系地址 台州楼518-1 办公电话 电子邮箱 zhouh7@sustech.edu.cn