Zhang, Yu
Professional Title: Associate professor
Administrative Position:
Alma Mater: Cornell University, 2012.
Contact Information:
E-Mail:
Business Address: D314
Office Hours：周一，8：00-10：00
External Homepage：
Research Papers
- Systemic Risk Measures and Distribution Forecasting of Macroeconomic Shocks, (with Guojin Chen and Yanzhen Liu), International Review of Economics and Finance, 75( 2021) pp.178-196.
- 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.