张宇
副教授
美国康奈尔大学经济学博士
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电话：
电子邮件：yuzhang2012@xmu.edu.cn
办公室：经济楼D314
Office Hours：周一，14：00-16：00


个人简介 研究成果 研究项目 研究方向： 宏观经济学, 货币银行学
个人简历

中文期刊文章
我国银行体系的系统性关联度分析：基于不对称CoVaR， 陈国进，钟灵，张宇（通讯作者），系统工程理论与实践，2017，37（1）：61-79.
英文期刊文章
Systemic Risk Measures and Distribution Forecasting of Macroeconomic Shocks, (with Guojin Chen and Yanzhen Liu), International Review of Economics and Finance, forthcoming.
Can Systemi Risk Measures Predict Economic Shocks? Evidence from China, (with Guojin Chen and Yanzhen Liu), China Economic Review, 64 (2020): 101557.
Systemic Risk Measures and Macroeconomy Forecasting: Based on FQGLS Estimation with Structural Break, (With Guojin Chen and Yanzhen Liu), Emerging Markets Finance and Trade, (2020) pp. 1-17.
Bank Runs: The Pre-Deposit Game, (with Karl Shell),Macroeconomic Dynamics, 24 (2020), pp. 403-420.
On Sunspots, Bank Runs, and Glass-Steagall, (with Karl Shell), International Journal of Economic Theory, 15 (2019) pp.13-25.
Asset Price Volatility and Banks, Journal of Mathematical Economics, 71 (2017) pp. 96-103.
Asset Price Risk, Banks and Markets, Finance Research Letters, 21 (2017) pp. 21-25.
工作论文
策略互补、银行间协调失灵与定向降准政策有效性， 张宇，郭晔
The Diamond-Dybvig Revolution: Extensions Based on the Original DD Environment, (with Karl Shell)