* corresponding author; The underlined authors are my former master's students.

英文文章：

1. Chen Y. and J. Lin*, 2024. "Measuring systemic risk in Asian foreign exchange markets", Journal of International Money and Finance, 146, 103135.

2. Bei Z., J. Lin* and Y. Zhou, 2024. "No Safe Haven, Only Diversification and Contagion — Intraday Evidence around the COVID-19  Pandemic", Journal of International Money and Finance, 143, 103069.

3. Lin J., P. Wang, and Z. Yuan*, "Bitcoin vs. Gold: The Impact of Liquidity on Equity Risk Diversification", Applied Economics Letters, accepted.

4. Lin J.* and X. Wu, 2024.“A Hybrid Nonparametric Multivariate Density Estimator with Applications to Risk Management”, Econometric Reviews, 43 (5), 301-318.

5. Feng Z. and J. Lin*, 2023. “Macroeconomic uncertainty and firms' investment in China”, Economics Letters, 226, 111095.

6. Huang X., J. Lin and P. Wang*, 2022.  "Are institutional investors marching into the crypto market?", Economics Letters, 220, 110856.

7. Lin J.*, X. Wu and P. Yang, 2022. "Dynamic dependence and risk spillovers between RMB onshore spot and offshore NDF markets", Applied Economics, 54 (60), 6850-6862.

8. Chen Y., J. Lin* and X. Wu, 2022, "Revisiting the return-volatility relationship of exchange rates: New evidence from offshore RMB", Pacific Economic Review, 27(3), 277-294.

9. Lin J.* and X. Wu, 2020, "A Diagnostic Test for Specification of Copulas under Censorship", Econometrics Review, 39(9), 930-946.

10. Lin J.* and X. Wu，2017. "A Sequential Test for the Specification of Predictive Densities", Econometrics Journal, 20: 190-220.

11. Lin J. and X. Wu*, 2015. "Smooth Tests of Copula Specifications", Journal of Business & Economic Statistics, 33, 128-143.

12. Wang, L., Z. Liang*, J. Lin and Q. Li, 2015. "Local Constant Kernel Estimation of a Partially Linear Varying Coefficient Cointegration Model", Annals of Economics and Finance, 16-2, 353-369.

13. Li, Q.*, J. Lin and J.S. Racine, 2013. "Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions", Journal of Business & Economic Statistics, 31, 57-65.

14. Gu, J.*, J. Lin and D. Liu, 2011. "Estimating the Average Treatment Effect Based on Direct Estimation of the Conditional Treatment Effect", Advances in Econometrics, 27, 289-311. 

中文文章：(标注下划线的作者是我曾经指导的硕士研究生和本科生)

1.  林娟, 陈海强*, 林青. 基于模型平均方法的中国产出增长和通货膨胀密度预测 《管理科学学报》，2024,(2):82-94.

2.  林娟，柳军利*. 在岸和离岸人民币汇率传导机制的动态非线性研究.《系统工程学报》，2023, 38 (6), 778-790.

3.  林娟*, 吴春晓, 张明. 黄金是人民币汇率风险的对冲工具和安全港吗？《中国管理科学》，2023, 31 (5), 104-115.

4.  林娟*，赵海龙. 沪深股市和香港股市的风险溢出效应研究---基于时变Delta CoVaR模型的分析.《系统工程理论与实践》, 2020, 40(6), 1533-1544. 

5.  贺力平，林娟. 论外汇投资中的估值效应及其经济影响.《金融评论》. 2011 年 6 期

6.  贺力平，林娟. 试析国际金融危机与全球经济失衡的关系 --- 兼评伯南克-保尔森“金融危机外因论”.《国际金融研究》，2009 年 5 期