Research

Publications

1.  Market Fragility and the Paradox of the Recent Stock-Bond Dissonance (2018) - Economics Letters 

with Christos Koulovatianos (U Luxembourg) and Fabienne Weber (U Luxembourg) 

2. Fiscal Decentralization, Preference for Government Innovation and City Innovation: Evidence from China (2020) - Chinese Management Studies 

with Zheng Li and Siying Yang (Jilin U)

3. The Long Shadows of War in China: Battle Shocks in Early Life and Health/Wealth Accumulation (2020) - China Economic Review 

with Christos Koulovatianos (U Luxembourg)

4. Urban Innovation and Inter-City Patent Collaboration: A Network Analysis of China's National Innovation System (2020) - Technological Forecasting & Social Change 

with Li Yao (ZJGSU) and Jun Li (U of Essex)

5. The Role of Labor-Income Risk in Household Risk-Taking (2020)  - European Economic Review 

with Sylwia Hubar and Christos Koulovatianos (U Luxembourg)

6. Promoting Financial Literacy through a Digital Platform: A Pilot Study in Luxembourg (2021) - International Journal of Finance & Economics

with Alexis Meyer-Cirkel (IMF)

7. 高铁开通、方言多样性与城市创新 (2021)  - 制度经济学研究 

with Siying Yang (Jilin U) and Guangzhao Sun (JXUFE)

8. Financial Risk-Taking, Religiosity and Denomination Heterogeneity (2022)  - Journal of Empirical Finance

9. The Influence of High-speed Rails on Urban Innovation and the Underlying Mechanism (2022)  - PLoS ONE

with Yue Lu (Jilin U) and Siying Yang (Jilin U)

10. Demographics and FDI: Lessons from China's One-Child Policy (2023) - Accepted by Macroeconomic Dynamics

with John Donaldson (Columbia), Christos Koulovatianos (U Luxembourg) and Rajnish Mehra (ASU)


Conference Papers in Computer Science

Trustworthy AI: Deciding What to Decide (2023). - Accepted by the Computing (SAI) Conference 2024 

with Caesar Wu (U Luxembourg), Yuan-Fang Li (Monash), Jingjing Xu (U Luxembourg), Pascal Bouvry (U Luxembourg)

Strategic Predictions and Explanations By Machine Learning (2023). - Accepted by the ICOIN Conference 2024 

with Caesar Wu (U Luxembourg), Jingjing Xu (U Luxembourg), Pascal Bouvry (U Luxembourg) 


Working Papers

Combining a Survey Experiment with a Lifecycle Model to Evaluate Pronatalist Policies (2023)  - Revision requested by the International Economic Review

with Joshua R. Goldstein (UC Berkeley), Christos Koulovatianos (U Luxembourg), and Carsten Schroeder (DIW and Free U Berlin)

Air Pollution and Household Stock Market Participation (2023) - Revision requested by the Journal of Banking and Finance

with Geng Niu (SWUFE), Yang Zhou (WHU), Hongwu Gan (RUC), and Mengmeng Guo (SWUFE)

Completing the Market: Generating Shadow CDS Spreads by Machine Learning (in major revision, IMF Working Paper No. 19/292)  

Link to current draft 

with Nan Hu (Goethe U Frankfurt & Hong Kong Monetary Authority) and  Alexis Meyer-Cirkel (IMF)


Working in Progress

Investment and Asset Prices Under Rational Learning About Rare Events (in progress)

with Christos Koulovatianos (U Luxembourg)

Financial Stabilities in Economies with Jump Shocks (in progress) 

with Christos Koulovatianos (U Luxembourg) and Fabienne Weber (U Luxembourg)

Loans and Screening: the Role of Social Proximity (in progress)

with Christos Koulovatianos (U Luxembourg) and Dimitris Mavridis (European Commission)


Research Funding

Zhejiang Natural Science Foundation (ZJ-NSF) - Youth Project (2020 - 2022, LQ20G030006)

China Scholarship Council  (CSC) - Funding Scheme for Visiting Scholar (2023, Department of Finance, University of Luxembourg)