Working Papers
Exchange Rates, US Monetary Policy and the Global Portfolio Flows (with Mengbo Zhang)
(Job Market Paper)
Job talk: UPenn Econ/Wharton Finance, LSE Finance, HKUST Finance/Econ, SAIF
Seminar: SUFE, RUC, JNU, WHU, NJU, FDU, CUHK-SZ
Conference: 9th HK Joint Conference, Fall 2023 Midwest Macro, 2023 CAFM, 2024 MFA, 2024 EFA, 2024 FIRS
(Job Market Paper)
Job talk: UPenn Econ/Wharton Finance, LSE Finance, HKUST Finance/Econ, SAIF
Seminar: SUFE, RUC, JNU, WHU, NJU, FDU, CUHK-SZ
Conference: 9th HK Joint Conference, Fall 2023 Midwest Macro, 2023 CAFM, 2024 MFA, 2024 EFA, 2024 FIRS
Asset Returns and Macro Risks in the Long-Run: A Low-Frequency Econometrics Analysis
Seminar: UPenn Econ
Seminar: UPenn Econ
Following the Fed: Limits of Arbitrage and the Dollar (with Nikolai Roussanov)
Conference: NBER SI 2023 IAP, 2024 WFA
Seminar: HKUST Finance
Conference: NBER SI 2023 IAP, 2024 WFA
Seminar: HKUST Finance
Semiparametric Conditional Factor Models: Estimation and Inference (with Qihui Chen and Nikolai Roussanov)
Conference: 2021 YEAP, 2022 SFS Cavalcade NA, 2022 WFA, 2022 CICF, 2023 AFA, Spring 2023 Rochester Conference in Econometrics
Seminar: University of Lausanne SFI, UPenn Econ/Wharton Finance, NTU, UC Riverside, PKU, CityU HK
Conference: 2021 YEAP, 2022 SFS Cavalcade NA, 2022 WFA, 2022 CICF, 2023 AFA, Spring 2023 Rochester Conference in Econometrics
Seminar: University of Lausanne SFI, UPenn Econ/Wharton Finance, NTU, UC Riverside, PKU, CityU HK
Common Risk Factors in the Returns on Stocks, Bonds (and Options), Redux (with Zhongtian Chen, Nikolai Roussanov and Dongchen Zou)
Seminar: UPenn Wharton Finance (twice), Chicago Booth Finance, USC Marshall Finance
Conference: 2024 SFS Cavalcade NA, 2024 CICF
Seminar: UPenn Wharton Finance (twice), Chicago Booth Finance, USC Marshall Finance
Conference: 2024 SFS Cavalcade NA, 2024 CICF
Publication
Instrumental variable estimation of a spatial dynamic panel model with endogenous spatial weights when T is small (with Xi Qu and Lung-fed Lee), The Econometrics Journal, Volume 19, Issue 3, 1 October 2016, Pages 261–290.