在《中国社会科学》、《经济研究》、《金融研究》、《世界经济》、《管理科学学报》、《Finance Research Letters》、《Journal of International Financial Markets, Institutions and Money》、《International Journal of Finance & Economics》、《Applied Economics》、《中国管理科学》、《管理工程学报》、《系统工程理论与实践》等国内外学术期刊发表论文200余篇，获得6项技术专利，出版专著5部。
代表性中文论文：
[1] 中国宏观经济韧性测度-基于系统性风险的视角[J].中国社会科学。2021（1）：12-32（CSSCI)
[2] 中央银行的实时时变偏好行为研究[J].经济研究，2018（10）:33-49.（CSSCI）
[3] 杠杆对资产价格泡沫的非对称效应研究[J].金融研究.2018（3）:52-68.（CSSCI）
[4] 金融脱媒、资产价格与经济波动:基于DNK-DSGE模型分析[J].世界经济,2016,06:29-53.（CSSCI）
[5] 投资者行为如何影响股票市场流动性？——基于投资者情绪、信息认知和卖空约束的分析[J].管理科学学报，2016（10）:87-100.（CSSCI）
[6] 欧美主权债务危机的股票市场流动性变点检测[J].管理科学学报,2014,07:82-94.（CSSCI）
[7] 股票市场风险溢出效应研究:基于EVT-Copula-CoVaR模型的分析[J].世界经济,2011,11:145-159. （CSSCI）
[8] 金融压力指数构建及其有效性检验——基于中国数据的实证分析[J].管理工程学报,2012,03:1-6. （CSSCI）
[9] 流动性调整的风险价值度量——基于金融高频数据的实证分析[J].系统工程理论与实践(CSCD),2009(7)
[10]舆情传播、风险感知与投资者行为——基于系统模糊控制的视角[J].系统工程理论与实践,2021,41(12)
[11]市场流动性与市场预期的动态相关结构研究——基于ARMA-GJR-GARCH-Copula模型分析[J].中国管理科学, 2016,24(2)
专著：
1、《基于VaR的商业银行风险管理研究》，中国社会科学出版社，2007年6月
2、《全球化条件下中国新型金融监管体系构建研究》，中国金融出版社，2015年6月
3、《流动性与金融系统稳定：传导机制及其监控研究》，科学出版社，2017年3月
4、《大数据金融》，清华大学出版社，2018年3月
5、《资产价格波动与实体经济——影响机制及其动态均衡研究》，科学出版社，2022年11月
代表性英文论文：
[1]Dynamic correlations and portfolio implications across stock and commodity markets before and during the COVID-19 era: A key role of gold. Resources Policy, 2022, 79, 102985.
[2] COVID-19’s disasters are perilous than Global Financial Crisis: A rumor or fact? Finance Research Letters, 2020, 36, 101669.
[3] Research on the dynamic evolution and its influencing factors of stock correlation network in the Chinese new energy market. Finance Research Letters, 2022, 45 102138.
[4] Stock price fluctuation and the business cycle in the BRICS countries: A nonparametric quantiles causality approach. Finance Research Letters, 2020, 33, 101223.
[5] What influences portfolio contagion among open-end mutual funds? Finance Research Letters, 2019, 30, 145-152.
[6] Time-varying causality between stock and housing markets in China. Finance Research Letters, 2017, 22, 227-232.
[7] Pricing options under the non-affine stochastic volatility models: An extension of the high-order compact numerical scheme. Finance Research Letters, 2016, 16, 220-229.
[8] Financial market resilience and financial development: A global perspective. Journal of International Financial Markets, Institutions and Money, 2022, 80, 101650.
[9] How does carbon market affect corporate risk-taking? — Evidence from China. Emerging Markets Finance and Trade, 2023, 59, 1115–1128.
[10] Does China’s green power trading policy play a role? - Evidence from renewable energy generation enterprises. Journal of Environmental Management, 2023, 345, 118775.
[11] Analysing time difference and volatility linkages between China and the United States during financial crises and stable period using VARX-DCC-MEGARCH model.
International Journal of Finance & Economics, 2021, 26 (1), 814-833.
[12] Customer concentration, leverage adjustments, and firm value. Accounting & Finance, 2023, 63, 2035–2079.
[13] Does diversification promote systemic risk? The North American Journal of Economics and Finance, 2022, 61, 101680.
[14] Time-varying risk spillovers in Chinese stock market – New evidence from high-frequency data. The North American Journal of Economics and Finance, 2023, 64, 101870.
[15]The dynamic causality between commodity prices, inflation and output in China: a bootstrap rolling window approach. Applied Economics, 2018, 50 (4), 407-425.
[16]Internet tradition and tourism development: A causality analysis on BRI listed economies. Tourism Economics, 2020, 26, 926–957.
[17] Bitcoin speculation, investor attention and major events. Are they connected? Applied Economics Letters, 2023, 30, 1033–1041.
[18] The choice between bank loans, affiliated loans, and non-affiliated loans: evidence from Chinese listed firms. Applied Economics Letters, 2019, 26 (15), 1224-1227.
[19] Multi-scale causality between saving and growth: evidence from China. Applied Economics Letters, 2017, 24 (11), 790-794.
[20] A regime-switching approach to estimating the nonlinear quantity-based monetary policy rule in China. Applied Economics Letters, 2017, 24 (2), 132-135.
[21] Bank versus nonbank financial institution lending behaviour: indictors of firm size, risk or ownership? Applied Economics Letters, 2017, 24 (18), 1285-1288.
[22] Assessing the impact of the demographic dividend on real estate prices: empirical evidence from China. Applied Economics Letters, 2015, 22 (18), 1450-1456.
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对金融工程与风险管理、金融智能与金融安全等相关领域感兴趣的博硕研究生、博士后和访问学者加入我们团队。
