• First

    First

Zhang, Yu

Associate Professor

Cornell University, 2012. Ph. D. in Economics

Phone：

Email：yuzhang2012@xmu.edu.cn

Office：D314

Office Hours:Monday 8am-10am

Research Fields:

Homepage:



Professor Associate Professor Phone
Email yuzhang2012@xmu.edu.cn Office D314
Office Hours Monday 8am-10am Research Fields
Homepage Job Cornell University, 2012. Ph. D. in Economics

个人简介 研究成果 研究项目

Education

Ph.D. in Economics, 2012, Cornell University

M.S. in Economics, 2006, Peking University (Beijing, China) 

B.S. in Economics, 2004, Peking University (Beijing, China)

Current Position

Associate Professor, WISE, Xiamen University (Xiamen, China), since 2019.

Past Position

Assistant Professor, WISE, Xiamen University (Xiamen, China), 2012-2018.

Research Interests

Macro and Monetary Economics, Banking

 

 

  • Systemic Risk Measures and Distribution Forecasting of Macroeconomic Shocks, (with Guojin Chen and Yanzhen Liu), International Review of Economics and Finance, 75( 2021)  pp.178-196.
  • Can Systemic 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.

 

Articles in Chinese

  • 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.