Teaching Positions

• 2019-Now Tongji University, Assistant Researcher
• 2017-2018 Ping An Annuity Insurance Company, Macro Strategist
• 2015-2017 Wuhan University, Assistant Professor

International Experience

• 2015.7-2015.11 PhD Internship, Capital Markets Division, Bank of England

RESEARCH FIELD

• Financial Econometrics
• Macro Finance
• Empirical Asset Pricing

TEACHING INTERESTS

• Econometrics
• Financial Engineering

RESEARCH

Working Papers

• A Gaussian Affine Term Structure Model of Interest Rates and Credit Spreads
• Energy Futures as an Inflation Hedge in a Time-Varying Coefficient Framework (with Chunbo Liu)
• Dynamic Equilibrium with Rare Events and Value-at-Risk Constraint (with Cheng Zhang and Yang Zhou)
• Value-at-Risk-Based Risk Management in a Jump-Diffusion Model (with Cheng Zhang and Yang Zhou)
• Influence of Religion and Social Attitudes in Stock Market Participation (with Jinwen Yu and Yang Zhou)

Publications

• Zijun Liu & Yang Zhou & Zhiping Zhou, 2019. "International Financial Contagion During the Subprime Crisis: Evidence from UK Financial Markets," World Scientific Book Chapters, in: Behavioral Finance The Coming of Age, chapter 8, pages 245-284, World Scientific Publishing Co. Pte. Ltd..
• Chunbo Liu & Cheng Zhang & Zhiping Zhou, 2018. "From funding liquidity to market liquidity: Evidence from the index options market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(10), pages 1189-1205, October.

• Referee (ad-hoc): Journal of Banking & Finance; Quarterly Review of Economics and Finance; Quantitative Finance; Economics Bulletin; The European Journal of Finance; International Journal of Forecasting
• Professional Activities: Editorial Board Members in World Scientific Lecture Notes in Finance, World Scientific Publishers

• 2014-2015 Bocconi University Research Grants
• 2010-2014 Bocconi University Graduate Fellowship