TEACHING AND RESEARCH AREAS

Ÿ Teaching courses: Financial Time Series; Financial Economics; Microeconomics

Ÿ Research Areas : Risk Management; Financial Engineering

ACADEMIC EXPERIENCE

Ÿ Associate Professor of Accounting, Wuhan University, January 2013 –Present

Ÿ Lecturer, Wuhan University, January 2007 –December 2012

Ÿ Assistant Professor of Accounting, Wuhan University, July 2004 – December 2007

SELECTED PUBLICATIONS

Journal Papers

Ÿ Monetary Policy, Shadow Banking and Risk -taking in China: the Survey of Asymmetric Effects, Journal of Financial Research,2016(1).

Ÿ Exchange Market Pressure and Monetary Policy in China: based on TVP-VAR. Studies of International Finance,2014(7)

Ÿ Research on the Coordination of macro-prudential supervision and micro-prudential supervision in the Chinese banking. Management World,2012(11).

Ÿ Research On the Risk Aggregation and Capital Allocation of Chinese Commercial Banks Based on Portfolio Theory. Financial Research,2009(3).

Ÿ Application of extreme value theory in the measurement of operational risk in the commercial banks. Co-author, Investment Research,2008(12).

Ÿ Research on Operational Risk Rating in Commercial Banks of China. Co-author, Financial Research, 2007(12).

Ÿ The Relationship between Real Effective Exchange Rate of RMB and Foreign Trade Balance：An Empirical study of the China-U.S. and the Sino-Japan bilateral trade balance, Co-author, Financial Research,2006(4).

Conference Papers (International)

Ÿ Reality and future of the risk aggregation of Chinese commercial banks，China-Canada workshop on financial engineering and ERM2010，ISTP index.

Ÿ Assessment analysis of financial stability in central China considering the asset bubble situation，ISAM 2011，EI index.

Ÿ The Application of EVT-Copula in Operational Risk Quantification. IEEE EMS2007 Accepted Paper, EI index.

Ÿ Application of Bayesian Inference in the Structural Modelling of Operational Risk of Chinese Commercial Bank. IEEE EMS2008 Accepted Paper, EI index.

Textbooks

Ÿ Experimental Course for Financial Time Series, Wuhan University Press.

RESEARCH GRANTS

Vertical projects

Ÿ The growth and credit transmission of the shadow banking under the conventional and unconventional monetary policy: creation mechanism and effects from the macro perspective. 23.8 thousand Yuan, National Natural Science Foundation of China, 2016, 7160030531.

Ÿ Asset price volatility, systemic risk and financial stability. Financial Security Collaborative Innovation Center, 2016.

Ÿ Research on the interaction between risks in China commercial banks: theory and statistical inference. 70 thousand Yuan, Ministry of Education of the People’s Republic of China,2012, 12YJC790064.

Horizontal projects

Ÿ People 's Government of Xiantao, Hubei Province: Aquatic Products Trading Center in Central China, 2016