EMPLOYMENT
Principal Researcher, Bank of Canada, 2020 – Now
Senior Economist, Bank of Canada, 2016 – 2020
Quantitative Analysis, Capital One, Treasury and Balance Sheet Management, 2015-2016
EDUCATION
Ph.D., Economics, Boston University, Boston MA, May 2016
M.A., Economics, University at Albany-SUNY, NY, 2009
B.S., Information System, Beijing Information Technology Institute, Beijing China
FIELDS OF INTEREST
Asset Pricing and Monetary Economics
WORKING PAPERS
“Expectation-Driven Term Structure of Equity and Bond Yields,” (with Ming Zeng), 2021, submitted
“Subjective Expectations and Equilibrium Yield Curves,” 2021, submitted
“Macroeconomic Volatility and the “Fed information effect”,” (joint with Simon Gilchrist and Ei Yang), 2021
PUBLICATIONS
“Ambiguity, Nominal Bond Yields, and Real Bond Yields,” 2020, American Economic Review: Insights 2 (2): 177-92
“Confidence, Bond Risks and Asset Returns,” 2017, Journal of Financial Economics 126(3):668-688
WORK IN PROGRESS
“International Bond Yields and FX Markets: A Joint Equilibrium Model” (joint with Ming Zeng)
“QQQ as an Alternative to Treasury Bonds during the Pandemic” (joint with Ming Zeng)
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
6th Macro Finance Society Workshop Ph.D. Student Awards
LANGUAGES
Fluent in English, Native in Chinese
REFERENCES
Professor Larry Epstein (lepstein@bu.edu)
Professor Francois Gourio (fgouriowork@gmail.com)
Professor Simon Gilchrist(sg40@nyu.edu)
February 2020
