Qiu, Yue

Assistant Professor

Ph.D. in Economics, Queen's University




Office Hours:


Biography Research Papers Research Projects

 Professional Experience

  • Research Analyst at Ruida Futures, Fujian, China, August 2009- April 2010;
  • Financial Analyst at GE China Corp, Shanghai, China, January 2009- July 2009.




  • Ph.D. in Economics, Queen's University, 2017;


Research Interests

Financial Stability, Macro-Finance, Risk Management, Macroeconometrics, Asset-pricing


Teaching Interests

Finance Theory, Macroeconomics, Risk Management



  • " Commodity Price Shocks and Bank Risk in Small Commodity-Exporting Economies", with Tian Xie
  • “Weighing the Asset Pricing Factors: A Least Square Model Averaging Approach”, with Tian Xie and Yu Ren (submitted)
  • "Forecasting Foreign Exchange Realized Volatility: A Least Square Model Averaging Approach", with Tian Xie (submitted)
  • "Versatile HAR Model for Realized Volatility: A Least Square Model Averaging Perspective", with Tian Xie and Xinyu Zhang (submitted)