Biography Research Papers Research Projects

Research Interests: Macro and Monetary Economics

CV

• Systemic Risk Measures and Distribution Forecasting of Macroeconomic Shocks, (with Guojin Chen and Yanzhen Liu), International Review of Economics and Finance, forthcoming.  
• Can Systemic Risk Measures Predict Economic Shocks? Evidence from China, (with Guojin Chen and Yanzhen Liu), China Economic Review, 64 (2020): 101557.  
• Systemic Risk Measures and Macroeconomy Forecasting: Based on FQGLS Estimation with Structural Break, (with Guojin Chen and Yanzhen Liu), Emerging Markets Finance and Trade, (2020) pp. 1-17. 
• Bank Runs: The Pre-Deposit Game, (with Karl Shell), Macroeconomic Dynamics, 24 (2020), pp. 403-420.
• On Sunspots, Bank Runs, and Glass-Steagall, (with Karl Shell), International Journal of Economic Theory, 15 (2019) pp.13-25.
• Asset Price Volatility and Banks, Journal of Mathematical Economics, 71 (2017) pp. 96-103.
• Asset Price Risk, Banks and Markets, Finance Research Letters, 21 (2017) pp. 21-25.

Articles in Chinese

• 我国银行体系的系统性关联度分析：基于不对称CoVaR， 陈国进，钟灵，张宇（通讯作者），系统工程理论与实践，2017，37（1）：61-79.

Working Papers

• The Diamond-Dybvig Revolution: Extensions Based on the Original DD Environment, (with Karl Shell)
• 策略互补、银行间协调失灵与定向降准政策有效性， 张宇，郭晔