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Dr. Yang LIU

Dr. Yang LIU

Finance

Assistant Professor

2859 1050
yangliu5@hku.hk
KK 1005
https://www.yangliuresearch.com/
CV
Academic & Professional Qualification
  • Ph.D., University of Pennsylvania
  • B.A., Fudan University
Biography

Dr. Yang Liu joined The University of Hong Kong as Assistant Professor of Finance in 2017. He received his Ph.D. in Economics from University of Pennsylvania, and his B.A. in Economics from Fudan University.

His research interests span asset pricing, macro-finance and international finance. He has won the 2018 Annual Conference in International Finance Best Paper Award and the Cubist Systematic Strategies PHD Candidate Award for Outstanding Research by Western Finance Association. He has been a visiting scholar at the International Monetary Fund and the World Bank, and was a research associate at the Federal Reserve Bank of Philadelphia.

Research Interest
  • Asset Pricing
  • Macro-Finance
  • International Finance
Selected Publications
  • "Government Debt and Risk Premia"
  • "Volatility Risk Pass-Through"
    (with Ricardo Colacito, Mariano M. Croce, and Ivan Shaliastovich)
  • "Volatility, Intermediaries and Exchange Rate"
    (with Xiang Fang)
  • "On the Asymmetry of Global Spillovers: Emerging Markets vs. Advanced Economies"
    (with Rabah Arezki)
  • "Government Policy Approval and Exchange Rate"
    (with Ivan Shaliastovich)

For details, please visit www.yangliuresearch.com.