清華大學(xué)

周皓 紫光講席教授

貨幣政策與金融穩(wěn)定研究中心主任

中國(guó) 北京（100083）

清華大學(xué)五道口金融學(xué)院

電話：8610- 62790665

傳真：8610- 62799557

Email: zhouh@pbcsf.tsinghua.edu.cn

Google Scholar Page

教育背景

1994-2000  美國(guó)杜克大學(xué)，經(jīng)濟(jì)學(xué)，博士學(xué)位

1989-1993  北京大學(xué)光華管理學(xué)院，管理學(xué)，碩士學(xué)位

1985-1989  北京大學(xué)，國(guó)際經(jīng)濟(jì)學(xué)，學(xué)士學(xué)位

工作經(jīng)歷

2013至今    清華大學(xué)五道口金融學(xué)院，紫光講席教授

2006-2013  美國(guó)聯(lián)邦儲(chǔ)備委員會(huì)風(fēng)險(xiǎn)分析部，高級(jí)經(jīng)濟(jì)學(xué)家

2000-2006  美國(guó)聯(lián)邦儲(chǔ)備委員會(huì)交易風(fēng)險(xiǎn)分析部，經(jīng)濟(jì)學(xué)家

1999-2000  美國(guó)杜克大學(xué)經(jīng)濟(jì)系，講師

1993-1994  中國(guó)國(guó)務(wù)院研究發(fā)展中心，顧問(wèn)

1989-1990  中國(guó)廣西省南丹縣，行政官員

主要研究領(lǐng)域

以消費(fèi)為基礎(chǔ)的隨機(jī)波動(dòng)資產(chǎn)定價(jià)模型

信用風(fēng)險(xiǎn)的結(jié)構(gòu)化模型與信用衍生品市場(chǎng)

金融市場(chǎng)波動(dòng)性和收益的預(yù)測(cè)

消費(fèi)期限結(jié)構(gòu)模型與通貨膨脹的不確定性

金融市場(chǎng)的跳躍性與資產(chǎn)定價(jià)之謎

國(guó)際風(fēng)險(xiǎn)溢價(jià)動(dòng)態(tài)模型

金融機(jī)構(gòu)的系統(tǒng)性風(fēng)險(xiǎn)和宏觀審慎監(jiān)管

講授課程

資產(chǎn)定價(jià)之謎，金融市場(chǎng)和投資，計(jì)量經(jīng)濟(jì)學(xué)導(dǎo)論

學(xué)術(shù)兼職

2009年2月  技術(shù)顧問(wèn)，國(guó)際清算銀行（香港）

2007年 秋   訪問(wèn)教授，麻省理工學(xué)院斯隆管理學(xué)院

2005年9月  訪問(wèn)教授，北京大學(xué)中國(guó)經(jīng)濟(jì)研究中心

榮譽(yù)及獎(jiǎng)項(xiàng)

1. “Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities,” with Tim Bollerslev and Mike Gibson, Whitebox Selected Research Best Financial Research Paper finalist, 2012.

2. “Predicting Stock Returns with Variance Risk Premia: Statistical Inference and International Evidence,” with Tim Bollerslev, James Marrone, and Lai Xu, China International Conference in Finance Best Paper Award, 2011.

3. “Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty,” Crowell Memorial Prize 3rd Place by PanAgora Asset Management, 2010.

4. “Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty,” Chicago Quantitative Alliance (CQA) Academic Competition Award 3rd Place, 2009.

5. “Assessing the Systemic Risk of a Heterogeneous Portfolio of Banks during the Recent Financial Crisis,” with Xin Huang and Haibin Zhu, BankScope Best Paper Prize of the 22nd Australasian Finance and Banking Conference, 2009.

6. “Credit Default Swap Spreads and Variance Risk Premia,” with Hao Wang and Yi Zhou, Global Association of Risk Professionals (GARP) Research Proposal Award, 2009.

7. “Credit Default Swap Spreads and Variance Risk Premia,” with Hao Wang and Yi Zhou, Imperial College London Centre for Hedge Fund Research (CHFR) Research Proposal Award, 2009.

8. “A Framework for Assessing the Systemic Risk of Major Financial Institutions,” with Xin Huang and Haibin Zhu, Bocconi Centre for Applied Research in Finance (CAREFIN) Research Proposal Award, 2008.

9. “Short Course on Asset Pricing Puzzles,” China Center for Economic Research (CCER) of Peking University, Oversea Young Chinese Forum (OYCF) Gregory C. and Paula K. Chow Teaching Fellowship, 2005.