Research Assistant Professor in Finance
- Ph.D. in Finance, Xiamen University.
- M.A. in Finance, Southwestern University of Finance and Economics.
- B.Sc. in Applied Mathematics and Economics, Southwestern University of Finance and Economics.
- Research fellow, School of Economics, Singapore Management University, 2022-2023.
- Applied econometrics (BECO4004)
- Financial Econometrics
- Empirical Asset Pricing
- Hong, Z., Niu, L., Zhang, C., ‘Affine Arbitrage-Free Yield Net Models with Application to the Euro Debt Crisis’, Journal of Econometrics, 2022, 230(1), 201-220.
- Zhang, C., Fang, Y., Niu, L., ‘Changing Anchor of the Renminbi: A Bayesian Learning Approach to the Decade-Long Transition’, Economic Modelling, 2022, 116, 106032.
- Wang, X., Yu, J., Zhang, C., ‘On the Optimal Forecast with the Fractional Brownian Motion‘, Quantitative Finance, forthcoming.