Xiaoliang Wang
| xlwangfin@ust.hk | |
| 23587676 | |
| LSK 5060 | |
| Website |
Xiaoliang Wang
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Areas of Expertise
Asset Pricing, International Macro Finance, Monetary Policy and Econometrics
Short Bio
My research mainly focuses on the investigation of Currency dealers’ role in the international transmission of US monetary through the lens of global investors’ portfolio rebalancing. I also develop the quantitative methods on semiparametric conditional factor models to study the cross-sectional asset returns.
Selected papers and publications
1: Financially Constrained Intermediaries and the International Pass-Through of Monetary Policy (with Mengbo Zhang)
2: Following the Fed: Limits of Arbitrage and the Dollar (with Nikolai Roussanov)
