厦门大学王亚南经济研究院金融学老师介绍:任宇
厦门大学王亚南经济研究院金融学任宇老师介绍
副教授
加拿大女皇大学经济学博士
电话:************
电子邮件:reny@xmu.edu.cn
办公室:经济楼A302
个人主页:http://econren.weebly.com/
►个人简介
Research interests
Asset Pricing, Financial Econometrics, Financial Economics, Applied Econometrics
Education
Ph.D. in Economics, Queen's University, Canada 2008;
M.A. in Economics, University of Guelph, Canada 2003;
B.A. in Economics & B.Sc. in Mathematics, Wuhan University, P.R.China, 2001
Employment
2011- Associate Professor, WISE, Xiamen University
2008-2011 Assistant Professor, WISE, Xiamen University
►研究成果
Publications
1. Pricing Kernel Estimation: A Local Estimating Equation Approach (with Z. Cai and L. Sun) Econometric Theory (forthcoming)
2. Human Capital, Durable Goods and Asset Returns (with Y. Yuan and Y. Zhang) Journal of Banking and Finance (forthcoming)
3. Specification Tests of Habit Formation (with P. Liu) Applied Economics Letters 2013, 20.
4. Why the Housing Sector Leads the Whole Economy: the Importance of Collateral Constraints and News Shocks (with Y. Yuan) Journal of Real Estate Finance and Economics (forthcoming)
5. House Price Bubbles in China (with C. Xiong and Y. Yuan) China Economic Review 2012, 23, 786-800.
6. Improvement in Finite-Sample Properties of GMM-Based Wald Tests (with Q. Chen) Computational Statistics 2013, 28, 735-749.
7. Nonparametric Estimation and Testing of Stochastic Discount Factor (with Y. Fang and Y. Yuan). Finance Research Letters 2011, 8, 196-205.
8. Exploring the relationship between vehicle safety and fuel efficiency in automotive design (with C. Chen). Transportation Research Part D, 2010, 15, 112-116.
9. Improvement in Finite Sample Properties of the Hansen-Jagannathan Distance Test (with K. Shimotsu). Journal of Empirical Finance, 2009, 16, 483-506.
10. Predictive methods for using capacity data to estimate market shares and the extent of risk pooling by airline alliance partners under parallel codesharing (with C. Chen). Transportation Journal, 2007, 46, 21-36.
►研究项目
Working Papers
1. A Direct Bootstrap Test on the Conditional CAPM (with Z. Cai and X. Li) in submission
2. Nonparametric Estimation of State-Price Densities in Interest Rate Options in submission
3. A New Estimation on Time-varying Betas in Conditional CAPM (with Z. Cai) in submission
4. What Determines the House Supply in China (wtih R. Wu and Y. Yuan) in submission
5. Cointegration of Durable Consumption in Asset Returns (with G. Chen and Z. Hong) in submission
6. The Welfare Effects of Social Insurance in a Production Economy with Limited Enforcement (with Y. Yuan) (2007)
7. Time-Varying Betas in CAPM (with Y. Fang and Z. He) (2010)
8. Consumption-Based CAPM with Expense Shocks (wtih Q. Wang and Y. Yuan) (2013)
Does Cointegration Really Account for Variation in Mean Returns? (with G. Chen and Z. Hong) (2013)
- 2017-07-0420考研之厦门大学精华经验真题汇总【入版必看】
- 2023-12-18厦大中文考研701+802复习经验
- 2023-09-10厦大,北语,华南师大,吐血助人
- 2023-09-0708——11年厦大语言文学基础真题
- 2023-09-0719考研一战厦大古代文学上岸||701和802备考经验
- 2023-09-07中文系701 802经验贴
- 2023-02-11厦大701+802经验贴(重点文学评论与写作)
- 2023-02-11中文系的题型及真题(09-12)
- 2022-04-17外文学院英语语言文学历年真题、复习资料
- 2022-03-01厦门大学701+802拟录取,经验分享