Currently a PhD candidate at City University of Hong Kong. My research interest is primarily empirical and in international economics.
Works in Progress
APPLICATION OF LINEAR-PROGRAMMING ESTIMATOR TO MULTIPLE AUTO-REGRESSIVE PROCESSES
This is an applied econometric research co-authored with Professor D. Preve. We explore the application of linear programming estimator to different data generation processes.
UNCERTAINTY AND CAPITAL FLOWS: EVIDENCE FROM GLOBAL MUTUAL FUNDS
Co-Author: Professor Y. Wang
The current paper examines portfolio adjustment of global mutual funds to uncertainty shocks. Combining the recent studies on measuring economic uncertainty and the literature of global portfolio allocation, we find that uncertainty shocks both in the global economy and in the local markets play an important role in mutual fund allocations during, as well as after, the period of the last global financial crisis. Furthermore, we establish evidence of different responses between equity and bond funds to changes in the global and the country-level idiosyncratic uncertainty, respectively. We also discuss the explanations and implications of these findings.
Previously circulated under the name "Uncertainty and Mutual Fund Flows" and presented at the following conferences: WEAI Conference, Jan 2018, Australia; China Meeting of the Econometric Society, Jun 2018, China; Asian Meeting of the Econometric Society, Jul 2018, Korea
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Teaching & Research Experience
RESEARCH ASSISTANT
OCT 2014 - SEP 2015
I assisted in Professor D. Preve's theoretical research project.
TEACHING ASSISTANT
SEP 2016 - JUL 2017
I assisted the lectures in three different courses during the academic year. My main responsibilities include marking homework and exams and holding tutor sessions.
CONSULTANT FOR IFC
JUL 2016 - MAR 2017
OTHERS
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Further information on my experience and qualifications can be found on my LinkedIn page.
Visiting Position
Department of Economics, University of California, Santa Cruz
SEP 2015 - JUL 2016
14th International Conference of The Western Economic Association International (WEAI)
JAN 2018, Newcastle, Australia
2018 Asian Meeting of the Econometric Society
JUL 2018, Sogang University, Korea
A BIT MORE ABOUT ME
'Vita nostra brevis est, Brevi finietur.'
When I was looking for a cool slash nerdy domain name, this line from the song 'Gaudeamus Igitur' came to me. I learned this song in 2012 in Beijing. Back then, I liked walking into churches to spectate the architecture. It was in a Catholic abbey in Dongdan that I sat at a Latin and Attic Greek class. An Austrian professor taught this song - Gaudeamus Igitur. After these years, I still remember the lyrics. In addition, I learned that valuable things are not always on the set path. During my Ph.D. studies, I have taken a mindful approach to expanding my knowledge and experience in various ways.
2018 China Meeting of the Econometric Society
JUN 2018, Fudan University, Shanghai