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

上海财经大学金融学院, 助理教授, 2010-2016

学术/社会兼职

投资策略总监， 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》、《Economic Evaluation》、《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] Xing Li, Keqiang Hou*(corresponding author), Over-weighting risk factor augmented with mutual fund managers' social networks, Pacific-Basin Finance Journal, Volume 77, 2023, 101914

[2] Yixin Dai, Ruijia Zhang, Hanqing Hu, Keqiang Hou*(corresponding author), Is there “productivity paradox” in Chinese producer-service enterprises' OFDI?, International Review of Financial Analysis, Volume 84, 2022, 102318

[3] 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)

[4] 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)

[5] 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)

[6] 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)

[7] 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)

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

[9] 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)

[10] 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)

[11] 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)

[12] 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)

[13] 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] 《基于滞涨视角下的企业创新投资估值与人力资本积累》，科技部高端外专项目，36万，2022-2023

[2]《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，7万，2012-2016