周颖刚
教授
康奈尔大学Ph.D., Finance
电话：**
电子邮件：yinggang.zhou@gmail.com
办公室：A403
Office Hours:
个人主页：https://sites.google.com/site/ygzhou2013/


个人简介 研究成果 研究项目
Working Experience
Xiamen University, School of Economics & Wang Yanan Institute for Studies in Economics (WISE), Xiamen
Professor of Finance, August 2015 to present
Associate Director, WISE, September 2016 to present
Associate Director, Center for Macroeconomic Research, September 2019 to present
The Chinese University of Hong Kong, Business School, Hong Kong
Assistant Professor of Finance and Real Estate, August 2009 to August 2015
Director, Center for Hospitality and Real Estate Research, August 2012 to August 2015
Director, MSc in Real Estate and Hospitality Assets Management, September 2013 to August 2014
Dividend Capital Investments/Black Creek Global Advisors, Denver, U.S.A.
Economist, August 2007 to July 2009
Education
Ph.D., Economics, 2007; M.A., Economics, 2005, Cornell University
Ph.D., Finance, 2001; M.A., Finance, 1998; B.A., Finance, 1995, Xiamen University
Research Areas
Empirical Asset Pricing, International Finance and Trade, Financial and Real Estate Markets

主要论著（英文）
[1]Is the Renminbi Safe-haven Currency? Evidence from Conditional Coskewness and Cokurtosis (with Xin Cheng and Hongyi Chen), Journal of International Money and Finance,forthcoming
[2] Return and Volatility Transmission Between Chinese and International Oil Futures Markets: A First Look (with Jian Yang), Journal of Futures Markets, 40:860-884,2020
[3] Property Investment and Rental Rate Under Housing Price Uncertainty: A Real Options Approach (with Honglin Wang and Fan Yu), Real Estate Economics, 48:633-665, 2020.
[4] Systemic Risk in Global Volatility Spillover Networks：Evidence from Option-implied Volatility Indices (with Zihui Yang and Xin Cheng), Journal of Futures Markets, 40: 392-409, 2020
[5] Conditional Co-skewness and Safe-haven Currencies: A Regime Switching Approach (with Kalok Chan and Jian Yang), Journal of Empirical Finance, 48, p58-80, 2018.
[6] Quantitative Easing and Volatility Spillover across Countries and Asset Classes (with Zihui Yang), Management Science, 63，p333-354, 2017
[7] Do Securitized Real Estate Markets Jump? International Evidence (with Jie Li and Guangzhong Li), Pacific-Basin Finance Journal 31, p13-35, 2015
[8] Modeling the Joint Dynamics of Risk Neutral Stock Index and Bond Yield Volatilities, Journal of Banking and Finance, 38, p216-228, 2014
[9] Credit Risk Spillovers among Financial Institutions around the Global Credit Crisis: Firm-Level Evidence (with Jian Yang), Management Science, 59, p.2343-2359, 2013
[10] Asymmetric Correlation and Volatility Dynamics among Stock, Bond and Securitized Real Estate Markets (with Jian Yang and Wai Kin Leung), Journal of Real Estate Finance and Economics, 45, pp.491-521, 2012
[11] Intraday Price Discovery and Volatility Transmission in Stock Index and Stock Index Futures Markets: Evidence from China (with Jian Yang and Zihui Yang), Journal of Futures Markets, 32, pp.99-121, 2012
[12] Conditional Co-skewness in Stock and Bond Markets: Time Series Evidence (with Jian Yang and Zijun Wang), Management Science, 56, pp. 2031-2049, 2010
[13] The Stock-Bond Correlation and Macroeconomic Conditions: One and A Half Centuries of Evidence (with Jian Yang and Zijun Wang), Journal of Banking and Finance, 33, pp.670 - 680, 2009
[14] Trade Liberalization as a Game of Decision under Uncertainty (with Henry Wan)， Globalization and Emerging Issues in Trade Theory and Policy, Emerald Group Publishing， 2008
主要论著（中文）
[1] 中国股市和债市间避险对冲效应及其定价机制 （与林珊珊、洪永淼合著），《经济研究》，2020年第9期
[2] 全面建成小康社会视角下安溪脱贫实践与理论思考（与蔡熙乾、陆毅合著），《中国经济问题》，2020年第4期
[3] 城市包容性与劳动力的创业选择（与蒙莉娜、林雪萍合著），《财贸经济》，2020年第1期
[4] 高房价挤出了谁？基于中国流动人口的微观视角（与蒙莉娜、卢琪合著），《经济研究》，2019年第9期。
[5] 为什么人民币越来越重要？基于网络分析方法的汇率证据（与程欣、王艺明合著），《管理科学学报》，2019年第9期。
[6] 全球系统性金融风险溢出与外部冲击（与杨子晖合著），《中国社会科学》，2018年第12期
[7] 中国资本市场再设计：基于公平效率、富民强国的思考（与赵燕菁合著），财经智库，2016年3月号
[8] 中国金融开放之路: 个人境外投资的视角及香港的作用, 香港金融管理局香港金融研究中心特别报告第九期, 2014
[9] 中美贸易协商: 不确定性与最优选择, 经济学(季刊), 7(4), pp. 1191-1220, 2008
[10] 理性恐慌, 流动性黑洞和国有股减持之谜 (与陈灯塔合著), 经济学(季刊), 5(2), pp. 379-402, 2006
[11] 中国股市效率损失研究(与张亦春、许文彬合著），人民出版社， 2004
[12] 中国股市弱式有效吗? (与张亦春合著), 金融研究, 2001 年 3 期
[13] 中国股票市场: 监控功能的缺陷与变革 (与张亦春合著), 管理世界, 1999年1期
[14] 信息不对称, 企业改革和证券市场 (与张亦春合著), 经济研究, 1997年5期