清华大学五道口金融学院导师介绍:周皓
周皓紫光讲席教授货币政策与金融稳定研究中心主任中国北京(100083)清华大学五道口金融学院电话:8610-62790665传真:8610-62799557Email:zhouh@pbcsf.tsinghua.edu
工作论文
1. “The Systemic Risk of European Banks during the Financial and Sovereign Debt Crises,” with Lamont Black, Ricardo Correa, and Xin Huang, Federal Reserve Board, 2012.
2. “Stock Return and Cash Flow Predictability: the Role of Volatility Risk,” with Tim Bollerslev and Lai Xu, Federal Reserve Board, 2012.
3. “Variance Risk Premiums and the Forward Premium Puzzles,” with Juan M. Londono, Federal Reserve Board, 2012.
4. “Ambiguity Aversion and Variance Premium,” with Jianjun Miao and Bin Wei, Federal Reserve Board, 2012.
5. “Risk, Uncertainty, and Expected Returns,” with Turan Bali, Federal Reserve Board, 2011.
6. “Short-Run Bond Risk Premia,” with Philippe Mueller and Andrea Vedolin, Federal Reserve Board, 2011.
7. “Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty,” Working Paper, Federal Reserve Board, 2010.
8. “Specification Analysis of Structural Credit Risk Models,” with Jingzhi Huang, Working Paper, Federal Reserve Board, 2009.
9. “Effect of Liquidity on the Nondefault Component of Corporate Bond Spreads: Evidence from Intraday Transactions Data,” with Song Han, Federal Reserve Board, 2009.
学术期刊评审人
American Economic Review, Econometrica, Economic Theory, European Financial Management, International Journal of Central Banking, Finance Research Letters, Journal of Applied Econometrics, Journal of Banking and Finance, Journal of Business and Economic Statistics, Journal of Credit Risk, Journal of Econometrics, Journal of Economic and Dynamic Control, Journal of Empirical Finance, Journal of Finance, Journal of Financial and Quantitative Analysis, Journal of Financial Econometrics, Journal of Financial Markets, Journal of Financial Stability, Journal of Futures Markets, Journal of International Money and Finance, Journal of Money, Credit, and Banking, Management Science, Pacific-Basin Finance Journal, Review of Financial Studies.
专业组织成员
AEA, AFA, 计量经济协会, WFA.
会议组织者
2012.6 新加坡国立大学 第六届风险管理年会 – Risk Management Responses to Rising Systematic and Systemic Risks
2008.3 阿姆斯特丹 巴塞尔银行监管委员会管理研究工作组会议 – Stress Testing of Credit Risk Portfolio: The Link between Macro and Micro, March 2008, Amsterdam
2007.3 华盛顿 美联储会议 – Credit Risk and Credit Derivatives
2005.7 华盛顿 美联储会议 – Financial Market Risk Premiums-Time Variations and Macroeconomic Links
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