Working Experiences
Associate Professor (with tenure) at Department of Finance, School of Economics & Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, August 2021-now
Associate Professor at Department of Finance, School of Economics & Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, August 2017-now
Assistant Professor at Department of Finance, School of Economics & Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, September 2014-July 2017
Lecturer, Department of Finance, School of Management, Fuzhou University, 2005.9 - 2007.6.
Education Background
Ph.D., Economics, Beijing Normal University, 2011.
Joint Ph.D. Program, Department of Economics, Texas A&M University, 2009.7 - 2010.12.
M.S., Economics, Beijing Normal University, 2005.
B.A., Economics, Beijing Normal University, 2002.
Research Interest
Risk Management, International Finance, Financial Econometrics, Nonparametric and Semiparametric Econometrics
* corresponding author
1. Lin J.* and X. Wu. A Hybrid Nonparametric Multivariate Density Estimator with Applications to Risk Management, Econometric Reviews, accepted.
2. 林娟*, 吴春晓, 张明. 黄金是人民币汇率风险的对冲工具和安全港吗？《中国管理科学》，2023年第5期
3. Feng Z. and J. Lin*, 2023. “Macroeconomic uncertainty and firms' investment in China”, Economics Letters, 226, 111095.
4. Huang X., J. Lin and P. Wang*, 2022. "Are institutional investors marching into the crypto market?", Economics Letters, 220, 110856.
5. Lin J.*, X. Wu and P. Yang, 2022. "Dynamic dependence and risk spillovers between RMB onshore spot and offshore NDF markets", Applied Economics, 54 (60), 6850-6862.
6. Chen Y., J. Lin* and X. Wu, 2022, "Revisiting the return-volatility relationship of exchange rates: New evidence from offshore RMB", Pacific Economic Review, 27(3), 277-294.
7. 林娟*，赵海龙. 沪深股市和香港股市的风险溢出效应研究---基于时变Delta CoVaR模型的分析.《系统工程理论与实践》, 2020, 40(6), 1533-1544.
8. Lin J.* and X. Wu, 2020, "A Diagnostic Test for Specification of Copulas under Censorship", Econometrics Review, 39(9), 930-946.
9. Lin J.* and X. Wu，2017. "A Sequential Test for the Specification of Predictive Densities", Econometrics Journal, 20: 190-220.
10. Lin J. and X. Wu*, 2015. "Smooth Tests of Copula Specifications", Journal of Business & Economic Statistics, 33, 128-143.
11. Wang, L., Z. Liang*, J. Lin and Q. Li, 2015. "Local Constant Kernel Estimation of a Partially Linear Varying Coefficient Cointegration Model", Annals of Economics and Finance, 16-2, 353-369.
12. Li, Q.*, J. Lin and J.S. Racine, 2013. "Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions", Journal of Business & Economic Statistics, 31, 57-65.
13. Gu, J.*, J. Lin and D. Liu, 2011. "Estimating the Average Treatment Effect Based on Direct Estimation of the Conditional Treatment Effect", Advances in Econometrics, 27, 289-311.
14. 林娟, 陈海强*, 林青. 基于模型平均方法的中国产出增长和通货膨胀密度预测 《管理科学学报》，已接受
15. 林娟，柳军利*. 在岸和离岸人民币汇率传导机制的动态非线性研究.《系统工程学报》, 已接受
16. 贺力平，林娟. 论外汇投资中的估值效应及其经济影响.《金融评论》. 2011 年 6 期
17. 贺力平，林娟. 试析国际金融危机与全球经济失衡的关系 --- 兼评伯南克-保尔森“金融危机外因论”.《国际金融研究》，2009 年 5 期
