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郭枫
助理教授
Tel : 86-
Email: guofengkevin@cufe.edu.cn
Office:学术会堂 809

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Professional Designation
[1] Charted Financial Analyst (CFA)
[2] Financial Risk Manager (FRM)
Current Appointment
AssistantProfessor, ChineseAcademy of Finance and Development, Central University of Finance and Economics
Education
Ph.D. in Economics, The Ohio State University, August 2012
M.A., The Ohio State University, August2008
Master, Economics, Xiamen University, June2007
B.S., Finance, Chongqing University,June 2004
Field of Research
Fixed Income, Computational Finance, Asset Pricing, International Finance, Risk Management
Publicationsand Presentations
[1]“Heterogeneous Capital and Misintermediation”, with J. H. McCulloch, 2017. Journal of Macroeconomics ,53: 16-41. DOI: 10.1016/j.jmacro.2017.05.001
[2]“Estimating Term Structure of the U.S. Treasury Securities: An Interpolation Approach”, 2019. Review of Financial Economics , 37: 297-321. DOI: 10.1002/rfe.1039
[3]“The Sudden Stop of Debt-Led Capital Inflow, Credit Crunch, and Exchange Rate Regimes Flexibility”, with Jie Li and Ming Li, 2017. Review of Development Economics (under review).2018 China Financial Review International Conference (CFRIC), Shanghai, June 2018.
[4]“Do Sovereign Debt Crises cause Gross Capital Flow Waves in Emerging Markets?”, with Jie LiandChen Liang, 2017. Pacific Economic Review (under review).
[5]“Taiwan Stock Market: the Weakening and Its Cause”(in Chinese), with Shugeng Dai, 2006. Taiwan Research , 79: 44-48.
[6]“An Empirical Study on the Premium Rate of First-day Traded Price of Convertible Bond”(in Chinese), with Guohua Cao, 2005. Journal of Chongqing University (Natural Science Edition) , 28: 138-141.
Professional Experience
[1] AnonymousReferee for Journal of Money, Credit and Banking , 2011- Present
[2] AnonymousReferee for China Finance Review International , 2017- Present
[3] NAFMII Market Expert and Training Program Instructor (ad hoc),2016- Present
[4] Graduate Teaching Associate (GTA), The Ohio State University, September 2008—March 2012
[5] Client Manager, China Development Bank Yunnan Branch, May 2007--September 2007.
Fellowships, Awards, and Honors
[1] China Scholarship Council, 2007-2012
[2] Graduate Assistantship, The Ohio State University, 2008-2012
[3] Journal of Money, Credit and Banking Conference Grant, 2010-2012
[4] GUANGHUA Research Fellowship, Xiamen University, 2006
Teaching
[1] Training courses: Financial Risk Management, Fixed Income, Asset Pricing, Chinese Inter-bank market.
[2] Graduate courses: Advanced Investment, Advanced Macroeconomics
[3] Undergraduate courses: Fixed Income Analysis, Principles of Economics (Micro & Macro), Money and Banking
Updated on May 6,2019