020200|应用经济学专业硕士研究生指导教师ClickNum:360
姓名卢欣笙性别男
民族汉族出生年月1961-3
学历|学位研究生|博士专业技术职务教授
行政职务研究中心主任
联系电话**移动电话
邮箱se_luxs@ujn.edu.cn
通讯地址 | 邮编山东省济南市舜耕路13号济南大学经济学院 | 250002
招生方向(领域)01金融学
研究领域、学习工作经历、学术兼职等情况卢欣笙，澳洲莫纳什大学金融学博士，济南大学经济学院教授、山东省全球化与跨国经营研究基地教授，执行主任，博士生导师。西北农林科技大学兼职博导、校学位评定委员会委员。主要研究兴趣包括：国际金融市场波动与系统性金融风险，中央银行货币政策对金融市场的影响；GARCH，EGARCH及MGARCH市场波动分析，公司金融的理论与实践。主讲金融市场学、高级金融学、高级金融计量模型、投资经济等本科及研究生课程。


代表性科研成果及奖励：
（包括项目、鉴定、论文、专著、专利等)近年来先后主持国家自然科学基金面上项目等国家级项目2项，陕西省海外人才项目、山东省社科规划项目等省部级项目3项。近5年来先后在《经济记录》(Economic Record，SSCI indexed)、《澳大利亚经济论文》（Australian Economic Papers, SSCI indexed）、《亚太经济期刊》（Journal of Asia Pacific Economy, SSCI indexed）、《理学A》（Physica A, SCI indexed）、《环太平洋金融期刊》(Pacific Basin Finance Journal, SSCI indexed)、《剑桥商务评论》(The Business Review, Cambridge) 等有重要国际影响的学术期刊发表论文数十篇。近五年来在国内学术期刊发表CSSCI检索论文16篇。现为澳洲经济学会会员，亚洲金融学会会员，国家自然科学基金委员会管理科学部评审专家，兼任Asia-Pacific Journal of Financial Studies （SSCI indexed）等多家学术刊物匿名审稿人。



近年来代表性论文（著作）



1. Lu, X., Qu, L., Zhou, Y. (2015). The impact of monetary surprises on Australian financial futures markets: An insight into cash rate target announcements. Australian Economic Papers , September, 2015, SSCI indexed Journal)



2. Lu, X., Qin, J., Zhou, Y. and Lin, Q. (2014). The effectiveness of China's RMB exchange rate reforms: An insight from multifractal detrended

fluctuation analysis. Physica A: Statistical Mechanics and its Applications, forthcoming (SCI indexed, tier A journal)



3. Lu, X., Kou , M. (2014). The high-frequency responses of China’s A-share Market to Unexpected Monetary Policy Announcements.

Journal of Financial Studies Vol. 22 No.3 September 2014.(TSSCI indexed)



4. Lu, X., Tian, J., Zhou, Y. and Li, Z. (2013). Multifractal detrended fluctuation analysis of the Chinese stock index futures market. Physica A: Statistical Mechanics and its Applications 392 1452-1458, (SCI indexed, tier A journal）



5. Li, Z., Lu, X. (2012). Cross-correlations between agricultural commodity futures markets in the US and China. Physica A: Statistical Mechanics and its Applications 391, 3930-3941, (SCI indexed, tier A journal）



6. Lu, X., In, F. and Kou, M. (2009). The high-frequency responses of Australian financial futures to unexpected cash rate announcements. The Economic Record, Vol. 85 (9), September 2009, S22-S28. (SSCI indexed Journal)



7. Lu, X. (2011). Australian Monetary Policy, Open Market Operations and Financial Market Reactions, LAP LAMBERT Academic Publishing, Germany. ISBN: 978-3-8454-7285-0



8. Lu, X., In, F. (2006). Monetary policy, open market operations and New Zealand interest-rate and exchange rate markets. The Journal of the Asia Pacific Economy 11, No 4. (SSCI indexed Journal).



9. Multifractal analysis of China’s agricultural commodity futures markets. Energy Procedia,2011(5) IACEED 2011（EI）ISSN:1876-6102.



10. Lu, X., In, F. (2007). The impact of the Reserve Bank's open market operations on Australian interest rate and foreign exchange markets.

Published by European Money and Finance Forum (SUERF) and Routledge, Taylor & Francis, in "Open Market Operations and

Financial Markets", edited by David G. Mayes and Jan Toporowski. Chapter12.



11. Lu, X., Wu, Y. (2006). Financial market reactions to monetary policy and open Market operations: The Australian case. The Business

Review, Cambridge. Vol. 5, No.2, Summer 2006.
教学及研究生培养情况主讲金融市场学、高级金融学、高级金融计量模型、投资经济等本科及研究生课程。


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