Li, Mengling

Assistant Professor


Phone:

Email:menglingli [at] xmu.edu.cn

Office:B511(A)

Biography Research Papers Research Projects

 

Working Experience

Assistant Professor at School of Economics & Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, 2015-


Education

Ph.D. in Mathematics, Nanyang Technological University, 2015

B.Sc. in Mathematics & Economics, First Class Honors, Nanyang Technological University, 2011

 

Research Interests

Game Theory (Market Design, Matching); Financial Economics (Behavioral Finance)

 

Teaching Experience

Game Theory                                    2016 Spring

Financial Mathematics                      2016 Spring

Computational Economics                2012-2014 Fall

Algorithms and Computing               2014 Spring

 

Journal Articles

1. The Stock-Bond Comovements and Cross-Market Trading (with Huanhuan Zheng, Terence Tai Leung Chong and Yang Zhang), 2016.Journal of Economic Dynamics and Control , 73: 417-438.

2. Modelling Dependence Structures among International Stock Markets: Evidence from Hierarchical Archimedean Copulas (with Xiaojing Cai, Shigeyuki Hamori and Lu Yang), 2015. Economic Modelling, 51, 308–314. 

3.  Foreign Interest Rate Shock and Exchange Rate Regimes in East Asia (with Wai-Mun Chia and Yang Zhang), 2014. Applied Economics, 46 (21), 2488-2501.

4. Exogenous Shocks and Exchange Rate Regimes (with Tianyin Cheng and Wai-Mun Chia), 2012. World Economy, 35 (4), 444-460.

 

Book Chapters

1. Matching Market Equilibrium Algorithms (with Ning Chen), 2016. In Encyclopedia of Algorithms (2nd Edition), Ming-Yang Kao (Ed.), Springer Reference, 1199-1203.

2. Regime Switching Models in the Foreign Exchange Market (with Wai-Mun Chia and Huanhuan Zheng), 2014. In Nonlinear Economic Dynamics and Financial Modelling, Roberto Dieci, Xue-Zhong He and Cars Hommes (Eds.), Springer, 201-224.

 

Other Writings

1. Stable Matching Algorithms and Variants (with Ning Chen), 2013. Communications of China Computer Federation, Vol. 92, Issue 10, pp 15-17. (In Chinese) 稳定匹配算法的研究和演变,中国计算机学会通讯,第九卷,第10期,201310

2. Malaysian Economic Outlook for the Years 2012 and 2013 (with Wai-Mun Chia), 2012. In Regional Outlook: Southeast Asia 2012-2013, Michael J. Montesano and Lee Poh Onn (Eds.), Institute of Southeast Asian Studies, pp 145-157.