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Jian
Hu
PhD
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Contact
Information
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3900 Wisconsin
Avenue, NW
Washington DC 20016
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Cell:
(214) 718-2908
Email:
jianh@smu.edu
Web:
people.smu.edu/jianh
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I am an Economist at Fannie
Mae in Washington DC.
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 |
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¡°Dependence Structures in Chinese
and U.S. Financial Markets: A Time-varying Conditional
Copula Approach¡± (Applied Financial Economics,
forthcoming) |
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Working Papers |
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¡°Does a Slowdown in the Sensitive
Sector of the Economy Signal Economic Recession?¡±, with
Thomas Fomby |
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¡°Does Weather Matter?¡± |
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¡°Return Dependence and the Limits
of Product Diversification in Financial Firms¡±, with Thomas
Fomby and Jeffery Gunther |
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Work in Progress |
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¡°A Dynamic Common Factor Model on
Inflation" |
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¡°Systemic Risk in Financial
Services: Evidence from the Home Mortgage Crisis¡±, with
Thomas Fomby and Jeffery Gunther |
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¡°Asymmetric Dependence Between
Hedge Fund and Market Returns¡±, with Thomas Fomby and
Jeffery Gunther |
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