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研究团队

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廖闻亭

教授

研究方向:实证宏观和金融,国际金融,应用时间序列分析

个人简介

教育背景

2021年,美国东北大学,经济学博士

2014年,美国西北大学,理学硕士(应用数学专业)

2013年,大连理工大学,经济学学士(金融学专业);应用数学双学士

工作背景

2021.8-至今中国人民大学财政金融学院讲师

代表作品

论文

Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH-MIDAS Model”, with Afees A. Salisu, Rangan Gupta, and Oguzhan Cepni, Journal of Forecasting, January 2025.

"Does US Financial Uncertainty Spill Over through the (Asymmetric) International Credit Channel? The Role of Market Expectations", with Yu-Fan Huang and Taining Wang, Journal of International Money and Finance, October 2024.

"Financial Conditions, Macroeconomic Uncertainty, and Macroeconomic Tail Risks”, with Yu-Fan Huang, Sui Luo, and Jun Ma, Journal of Economic Dynamics and Control, June 2024.

"Commodity returns co-movement, uncertainty shocks, and the US dollar exchange rate", with Jun Ma and Chengsi Zhang, Journal of International Money and Finance, May 2024.

"Extreme Weather Shocks and State-Level Inflation of the United States", with Xin Sheng, Rangan Gupta, and Sayar Karmakar, Economics Letters, April 2024

"Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States", with Oguzhan Cepni, Rangan Gupta, and Jun Ma, International Review of Finance, August 2023.

"Identifying Exchange Rate Effects and Spillovers of U.S. Monetary Policy Shocks in the Presence of Time-Varying Instrument Relevance", with Jun Ma and Chengsi Zhang, Journal of Applied Econometrics, July 2023.

"Commodity Financialization and Funding Liquidity in China", with Xiangfu Jia and Chengsi Zhang, The North American Journal of Economics and Finance, April 2022.