吴致霆-财务管理与会计研究院

Chinese_Resume_ZHITING WU.pdf

2017.08 - 2021.07 英国圣安德鲁斯大学，金融经济学，博士

2016.09 - 2017.08 英国曼彻斯特大学，金融学，在读博士生

2014.09 - 2016.01 英国莱斯特大学，金融经济学，硕士

2010.09 - 2014.06 广西大学，管理学，学士

2021.11-至今厦门大学，财务管理与会计研究院，财务学助理教授

1. 宏观资产定价，宏观金融，定量宏观经济学

2. 实证公司金融

工作论文

宏观金融方向：

1. Production-Based Asset Pricing with Lumpy Investment: A Novel Sensitivity Function of External Habit (Submitted)

2. A Long-Run Productivity Risks Driving q-Factor Model (Submitted).

3. The Sensitivity of Risk Premiums to the Elasticity of Inter-temporal Substitution (Submitted).

学术会议发言

2022 British Accounting and Financial Association Conference*; European Financial Management Association Conference*; Asia Meeting of Econometric Society (CUHK Shenzhen). 2021 年: Southwestern Finance Association Annual Meeting; Royal Economic Society Junior Symposium (Paper Accepted); Africa Meeting of Econometric Society; Asian Meeting of Econometric Society; China Meeting of Econometric Society; International Conference of the French Finance Association (AFFI); Warsaw Money-Macro-Finance Conference; Finance Fourm PhD Mentoring Day; Young Finance Scholar Conference; International Conference on Economic Modeling and Data Science; Computational Economics and Finance Annual Meeting; European Financial Management Association Conference (Paper Accepted); EEA & Econometric Society European Meeting Congress; China International Risk Forum; Annual Meeting of the Academy of Behavioral Finance & Economics (Paper Accepted), Bank of England Money, Macro, and Finance Conference, Financial Management Association Annual Meeting (Paper Accepted).

2020 年: Computational Economics and Finance Annual Meeting (Paper Accepted); Midwest Economic Theory Conference (Paper Accepted); Royal Economic Society Junior Symposium (Paper Accepted); Graduate Student Chinese Economics Conference; Annual Conference on Asia-Pacific Financial Markets; European Winter Meeting of Econometric Society.

2019 年: The Scottish Graduate Programme in Economics Residential Conference; Young Finance Scholar Conference; Bank of England Money, Macro, and Finance Annual Meeting.

2018 年: The UK-China Doctoral Academic Forum Conference.

应邀学术演讲

2021 年: Macroeconomic Short Course: ‘Solving Heterogeneous Agent Macroeconomic Model’ by National Economic Engineering Laboratory, Dongbei University of Finance and Economics; Xiamen University; Jinan University.

学术会议评议人

2021 年: Southwestern Finance Association Annual Meeting (SWFA): ‘The Importance of T-bond Risk in Uncovering a Positive Linear VIX Risk-Return Relation.’, by Naresh Bansal and Chris T. Stivers. International Conference of the French Finance Association (AFFI): ‘Intraday Cross-Sectional Predictability: Evidence from International Stock Market Indices.’ by Zeming Li, Athanasios Sakkas, and Andrew Urquhart.

2020 年: Bank of England Money, Macro, and Finance PhD Conference: ‘The Signalling Channel of Negative Interest Rates.’, by Oliver de Groot and Alex Hass.