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侯克强

博士 讲师 硕士生导师

电子邮箱:houkeqiang@shu.edu.cn

个人简介

主要研究方向为包括货币经济学理论和实证、开放宏观经济实证计量、贝叶斯时间序列预测以及金融量化算法等。2020年3月《新冠疫情对xxx影响》的决策咨询专报受到正国级领导人肯定批示。


教育背景

经济学博士,McMaster University,2005-2010

经济学硕士,University of Windsor,2003-2005

经济学学士,吉林大学,1997-2001


工作经历

上海财经大学金融学院,助理教授,2010-2016


学术/社会兼职

执行董事,上海具力资产管理有限公司,2018-至今


教学教研

主讲课程:《Investment Analysis and Risk Management》、《Investment Analysis》、《Fixed Income Securities》、《固定收益证券》、《Applied Portfolio Management》、《应用投资组合管理》、《International Finance Management》、《International Trade and Investment》、《私募股权投资》、《资产证券化》、《结构化融资工具实务》、《跨国公司投资》、《EconomicEvaluation》、《国际金融理论》、《货币银行学》、《金融学导论》等多门本科生与研究生专业必修课。


代表性论文

[1]Keqiang Hou, Xing Li, Ting Wu,Zeguang Li, Forecasting Bond Return in a Macro Model,International Review of Economics and Finance 2020 (72) pp 524-545(SSCI, IF 2.3, Q2)

[2] Zeguang Li,Keqiang Hou*(corresponding author), Chao Zhang, The impacts of trading restrictions on the stock market in China- Research based on the circuit breaker mechanism,Pacific Basin Finance Journal, forthcoming, 2021(SSCI, IF 1.92, Q1)

[3] Sarath Delpachitra,Keqiang Hou*(corresponding author), Simon Cottrell, The impact of oil price shocks in the Canadian economy: A structural investigation on an oil-exporting economy,Energy Economics, Volume 91, 2020, (SSCI, IF 4.51, Q1)

[4] Xing Li,Keqiang Hou*(corresponding author), Chao Zhang,Intangible Factor and the Idiosyncratic Volatility Puzzle,Financial Research Letter,2020, 34 (SSCI, IF 1.76, Q1)

[5]Xing Li,Keqiang Hou*(corresponding author),R&D Based Knowledge Capital and Future Firm Growth: Evidence from China’s Growth Enterprise Market Firms,Economic Modelling, (SSCI, IF 1.76, Q2)

[6]Hou, Keqiang, Xing Li, and Wei Zhong, Price limits and asymmetry of price dynamics – High frequency evidence from the Chinese stock market, forthcoming inEmerging Market Finance and Trade, 2020, 56: 1447-1461, (SSCI, IF 1.23, Q3)

[7] Zeguang Li,Keqiang Hou*(corresponding author), Simon Cottrell, Do listed banks have higher operating efficiency and output efficiency?Australian Economic Papers, 2018 Sep, 57, Pages 309-326, (SSCI, IF 1.34, Q3)

[8]Hou, Keqiang, Alok Johri, Intangible Capital, the labor wedge and the volatility of corporate profits,Review of Economic Dynamics, 2018, 29, Pages 216-234, (SSCI, IF 2.55, Q1)

[9]Hou, Keqiang, Dean Mountain, Ting Wu, Oil price shocks and their transmission mechanism in an oil-exporting economy: A VAR analysis in formed by a DSGE model, (with Dean Mountain and Ting Wu),Journal of International Money and Finance, 2016 Nov, 68, Pages 21-49, (SSCI, IF 1.91, Q2)

[10]侯克强,陈万华,开放小经济体的货币政策传导机制,《世界经济》,2009, 32(8): 51-67 (CSSCI)

[11]李杏、侯克强、陈万华,人力资本跨国流动与中国经济增长——基于外商直接投资视角的研究,《国际贸易问题》,2011(8):132-143 (CSSCI)


著作

[1]侯克强,《随机动态一般均衡模型的应用与分析》,上海大学出版社,2021(校稿)

[2]谢斐、侯克强、年四伍,《自贸区大宗商品交易及风险管理》,格致出版社,2015


代表性项目

[1]《我国货币政策的新视角:基于时变参数-动态因子矢量自回归模型的研究》,教育部人文社科基金,2012-2016