C.V.

 (PDF Version)

EMPLOYMENT

Senior Economist, Bank of Canada, Financial Markets Department, 2016 – Now

Quantitative Analysis, Capital One, Treasury and Balance Sheet Management,  2015-2016

EDUCATION

Ph.D., Economics, Boston University, Boston MA, May 2016

Dissertation Title: Confidence, Asset Returns, and Monetary Policy

Main advisors: Larry Epstein and Francois Gourio

Dissertation Committee: Larry Epstein, Francois Gourio, Simon Gilchrist, Jianjun Miao

M.A., Economics, University at Albany-SUNY, NY, 2009

B.S., Information System, Beijing Information Technology Institute, Beijing China

FIELDS OF INTEREST

Asset Pricing,  Macroeconomics, Monetary Economics, and Portfolio Choice

WORKING PAPERS

“Confidence, Bond Risks and Asset Returns,”2016  Accepted at Journal of Financial Economics.

“Learning from Monetary Shocks and Asset Returns” (with Simon Gilchrist), March 2016.

“Confidence, Asset Returns, and Monetary Policy in a New Keynesian Model,” Decemeber 2014.

WORK IN PROGRESS

 “Ambiguity Yields, Bond Yields, and Dividend Yields”

“Central Bank Performance and Cross Country Stock Returns”

“Portfolio Choice under Constant and Time Varying Ambiguity”

CONFERENCES AND PRESENTATIONS

Federal Reserve Bank of Boston, May 2013

BU/BC Green Line Macro Meeting, April 2013

TEACHING EXPERIENCE

Teaching Fellow, Macroeconomics, Department of Economics, Boston University, Spring 2013

Teaching Assistant, Portfolio Theory (Math-Finance Master and Ph.D.), Department of Finance, Boston University, Fall 2011

Teaching Assistant, Economics of Risk and Uncertainty, Department of Economics, Boston University, Spring 2012

Teaching Assistant, Introduction to Econometrics, Department of Economics, Boston University, Fall 2012

Teaching Assistant, Mathematical Economics, Department of Economics, Boston University, Spring 2011

FELLOWSHIPS AND AWARDS

Summer Research Grant, Department of Economics, Boston University, Summer 2012,Summer 2013

Teaching Scholarship, Department of Economics, Boston University, 2010,2011,2012,2013

LANGUAGES

Fluent in English, Native in Chinese

COMPUTER SKILLS: Matlab, SAS, VBA, C++

INVITED CONFERENCES

Macro Finance Society VI Workshop at the Wharton School, 2015

NBER Summer Institute 2014, 2015

REFERENCES

Professor Larry Epstein (lepstein@bu.edu)

Professor Francois Gourio (fgouriowork@gmail.com)

Professor Simon Gilchrist(sgilchri@bu.edu)

Professor Jianjun Miao(miaoj@bu.edu)

November 2016