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Peng Huang
§ Financial Economics, Monetary Economics,
International Finance, and Applied Time Series Econometrics
§ Principles of Microeconomics
§ Intermediate Macroeconomic Theory
§ Money and Banking
§ Corporate Finance
Teaching Interests
§ Microeconomics, Macroeconomics, Money
and Banking, Corporate Finance, International Finance, Statistics, and
Econometrics
Publications
§ “Conditional Risk-Return Relationship in a Time-Varying Beta Model,”
with C. James Hueng. Quantitative Finance, Vol.8, No.4, June 2008, pp381-390.
§ “Macroeconomic Determinants of Workers’
Remittances: Host vs. Home Country’s Economic Condition,” with Carlos Vargas. Journal of International Trade and Economic Development, Vol.15, No.1, March 2006,
pp 81-99.
§ “Several Issues Concerning the Commercialization of High-tech in
Universities,” 04/2001, Science of Science and Management
of S.&T. (a Chinese major
academic journal.)
Working Papers
Working in Progress
Programming and
Computer Skills
§ Gauss, SAS, and EViews
Professional Membership
§ American Economic Association (AEA)
§
Conference Presentations
§ “Dynamic Inflation Forecast,” Midwest
Economics Association,
§ “Monetary
Policy and Exchange Rates in Asia: Evidence from a Time-Varying-Parameter Model with Conditional Heteroskedastic Disturbances,” Midwest Economics
Association,
§ “Interest-Rate Risk Factor and Stock
Returns: A Time-Varying Factor-Loadings Model,” Midwest Economics Association,
§ “Asymmetric
Conditional Risk-Return Relationships: Evidence from a Time-Varying Beta Model,” American Economics Association,