吴致霆
助理教授 硕士生导师
电话：+86-592-2183916
办公室：嘉庚二号楼507-2室
电子邮件：wuzhiting@xmu.edu.cn
专业领域：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
个人简历
Chinese_Resume_ZHITING WU.pdf教育经历
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
工作经历
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
科研成果
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.
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.
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.
应邀学术演讲
学术会议评议人