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Jian Hu

Ph.D. Candidate

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Contact Information

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Department of Economics

Southern Methodist University

3300 Dyer Street, Suite 301

Dallas, TX 75275-0496

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Office: (214) 768-3394

Cell: (214) 718-2908

Email: jianh@smu.edu

Web: people.smu.edu/jianh

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Welcome to my website! I am a PhD candidate at Southern Methodist University. My primary research interests are financial economics, time series econometrics, and macroeconomics. I am also interested in international finance and applied econometrics.

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[CV]     [Research]     [Teaching]

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Publication

¡°Dependence Structures in Chinese and U.S. Financial Markets: A Time-varying Conditional Copula Approach¡± (Applied Financial Economics, forthcoming) [pdf]

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Working Papers

¡°Does a Slowdown in the Sensitive Sector of the Economy Signal Economic Recession?¡±, with Thomas Fomby

¡°Does Weather Matter?¡± (under review) [pdf]

¡°Return Dependence and the Limits of Product Diversification in Financial Firms¡±, with Thomas Fomby and Jeffery Gunther [pdf]

 

Work in Progress

¡°A Dynamic Common Factor Model on Inflation"

¡°Systemic Risk in Financial Services:  Evidence from the Home Mortgage Crisis¡±, with Thomas Fomby and Jeffery Gunther

¡°Asymmetric Dependence Between Hedge Fund and Market Returns¡±, with Thomas Fomby and Jeffery Gunther