Fei Wu

Doctoral researcherFei WuDepartment of Economics

Title of research: Essays on systemic risk in financial markets
Contact details: 
F.Wu.1@bham.ac.ukfeiwubham@gmail.com
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Qualifications

Master of Commerce in Professional Accounting. University of Queensland, Australia. (High Distinction)

B.S. in Accounting (CPA). Southwestern University of Finance and Economics, China.

Research overview

Fei’s research focuses on systemic risk in financial markets. Since the global financial crisis, it has been central to global and domestic regulatory and supervisory bodies to identify the source of systemic risk and its various patterns of contagion and amplification. Fei’s research seeks to contribute to the voluminous literature on empirically modelling systemic risk. Fei’s research interests also extend to topics on banking, commodity markets and corporate finance.

Research interests

Empirical modelling of financial markets; Systemic risk; ​Commodity markets; Corporate Finance

PhD details

Starting date: 25 September 2017

PhD title: Essays on systemic risk in financial markets

Supervisors:
Prof. David Dickinson
Prof. Nicholas Horsewood

Teaching responsibilities

Econometrics, teaching assistant, master level seminars, Business School, University of Birmingham, 2018-19. (Module Banner codes: 06719, 06720, 06721, 18216, 19958)

Publications

Wu, F. 2019. Stock market integration in East and Southeast Asia: the role of global factors. International Review of Financial Analysis (ABS 3). Forthcoming. https://doi.org/10.1016/j.irfa.2019.101416.

Wu, F., Zhang, D., & Zhang, Z. 2019. Connectedness and risk spillovers in China’s stock market: A sectoral analysis. Economic Systems (ABS 2). Forthcoming. https://doi.org/10.1016/j.ecosys.2019.100718.

Zhang, Z. & Wu, F. 2019. Moral hazard, external governance and risk-taking: Evidence from Commercial banks in China. Finance Research Letters (ABS 2). Forthcoming. https://doi.org/10.1016/j.frl.2019.101383.

Wu, F. 2018. Sectoral contributions to systemic risk in the Chinese stock market. Finance Research Letters (ABS 2). 31, 386-390.


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