Home CV Teaching Research Links Personal

¡¡

Jian Hu

Ph.D. Candidate

¡¡

¡¡

¡¡

¡¡

Contact Information

¡¡

Department of Economics

Southern Methodist University

3300 Dyer Street, Suite 301

Dallas, TX 75275-0496

¡¡

Office: (214) 768-3394

Cell: (214) 718-2908

Email: jianh@smu.edu

Web: people.smu.edu/jianh

¡¡
¡¡

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

¡¡

Please use the tabs on the top to navigate throughout my website.

¡¡

¡¡

¡¡

¡¡

Working Papers

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

¡°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