黃英，中國人，是浙江大學金融學教授，是教育部“新世紀優秀人才計畫”入選人員。
基本介紹
- 中文名：黃英
- 國籍：中國
- 職業：浙江大學金融學教授
- 主要成就：教育部“新世紀優秀人才計畫”入選人員
人物經歷,研究方向,主要貢獻,
人物經歷
浙江大學經濟學院金融學教授、博士生導師、教育部“新世紀優秀人才計畫”入選人員。City University of New York金融經濟學博士，曾長期在美國高校從事金融學的教學和科研工作，近年來致力於風險管理、公司治理、金融衍生品、中國金融市場等方面的研究。已在國際學術期刊發表近30篇論文，其中包括Journal of Banking & Finance、Journal of Empirical Finance、Journal of Corporate Finance、Journal of Futures Markets、Journal of Financial Services Research等金融類權威期刊。曾擔任國際金融管理學會 (FMA) 年會和多家國際知名學術期刊的審稿人， 並在多個主要金融學國際學術年會上宣讀論文，研究成果被廣泛引用。
研究方向
研究領域包括金融衍生產品、對沖基金、公司治理、風險管理等。
主要貢獻
· “Are College Chief Executives Paid Like Corporate CEOs or Bureaucrats?”Applied Economics (SSCI), 2013(45), No. 21, 3035-3043；
· “Mutual Fund Governance and Performance: A Quantile Regression Analysis of Morningstar’s Stewardship Grade”, Corporate Governance: An International Review (SSCI), 2011 (19), No. 4, 311–333；
· “Stock and Option Market Divergence in the Presence of Noisy Information”,Journal of Banking & Finance (SSCI), 2011 (35), 2001–2020；
· “Markets Contagion during Financial Crisis: A Regime-Switching Approach”,International Review of Economics & Finance (SSCI), 2011 (20), No.1, 95-109；
· “Hot Money and Business Cycle Volatility: Evidence from China", China & World Economy (SSCI), 2010 (18), No. 6, 73-89；
· “Does 'Hot Money' Drive China’s Real Estate and Stock Markets?”,International Review of Economics & Finance (SSCI), 2010 (19), No.3, 452-466；
· “The Dynamic Impact of Macro Shocks on Insurance Premiums”, Journal of Financial Services Research (SSCI), 2009 (35), No.3, 225-244；
· “Hourly Index Return Autocorrelation and Conditional Volatility in an EAR-GJR-GARCH Model with Generalized Error Distribution”, Journal of Empirical Finance (SSCI), 2008 (15), No.4, 789-798；
· "Deposit Insurance and Banking Supervision in China: The Agenda Ahead ",The Geneva Papers on Risk and Insurance (SSCI), 2008 (33), No.3, 547-565；
· "Determinants of the Japanese Yen Interest Rate Swap Spreads: Evidence from a Smooth Transition Vector Autoregressive Model", Journal of Futures Markets (SSCI), 2008 (28), No.1, 82-107；
· "Macro Shocks and the Japanese Stock Market", Applied Financial Economics, 2008 (18), 1391-1400；
· "Swap Curve Dynamics across Markets: Case of US Dollar vs. HK Dollar",Journal of International Financial Markets, Institutions & Money, 2008 (18), No.1, 79-93；
· "Author Affiliation Index, Finance Journal Rankings, and the Pattern of Authorship", Journal of Corporate Finance (SSCI), 2007 (13), 1008-1026；
· "The Role of Oil Price Shocks on China’s Real Exchange Rate", China Economic Review (SSCI), 2007(18), No.4, 403-416；
· "The Effect of Fed Monetary Policy Regimes on the U.S. Interest Rate Swap Spreads", Review of Financial Economics, 2007 (16), No. 4, 375-399；
· "Modeling Swap Spreads: The Roles of Credit, Liquidity and Market Volatility",Review of Futures Markets, 2006(14), No. 4, 431-450。
