聶禾檢視原始碼討論檢視歷史
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聶禾，男， 武漢大學經濟與管理學院金融系特聘副研究員。
研究領域
貨幣政策、財政政策、資產定價和金融時間序列建模
學術經歷
金融系特聘副研究員，武漢大學，2023年6月-至今
學術成果
論文及書籍（近五年或過去十年較有社會影響力的）
Nie, H., & Roulleau-Pasdeloup, J. (2023). The promises (and perils) of control-contingent forward guidance. Review of Economic Dynamics, 49, 77-98.
Nie, H. (2023). Government spending multipliers with the real cost channel. Macroeconomic Dynamics, forthcoming.
Meng, J., Mo, B., & Nie, H. (2023). The dynamics of crude oil future prices on China’s energy markets: Quantile-on-quantile and casualty-in-quantiles approaches. Journal of Futures Markets, forthcoming.
Li, Z., Mo, B., & Nie, H. (2023). Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China. International Review of Economics & Finance, 86, 46-57.
Jiang, Y., Mu, J., Nie, H., & Wu, L. (2022). Time‐frequency analysis of risk spillovers from oil to BRICS stock markets: A long‐memory Copula‐CoVaR‐MODWT method. International Journal of Finance & Economics, 27(3), 3386-3404.
Jiang, Y., Wu, L., Tian, G., & Nie, H. (2021). Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19?–New evidence from quantile coherency analysis. Journal of International Financial Markets, Institutions and Money, 72, 101324.
Jiang, Y., Feng, Q., Mo, B., & Nie, H. (2020). Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches. The North American Journal of Economics and Finance, 52, 101161.
Chen, K., Nie, H., & Ge, Z. (2019). Policy uncertainty and FDI: Evidence from national elections. The Journal of International Trade & Economic Development, 28(4), 419-428.
Jiang, Y., Nie, H., & Ruan, W. (2018). Time-varying long-term memory in Bitcoin market. Finance Research Letters, 25, 280-284.
Jiang, Y., Nie, H., & Monginsidi, J. Y. (2017). Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests. Economic Modelling, 64, 384-398.
科研項目
縱向項目
[1] 參與國家自然科學基金面上項目：「動態相關視角下國際油價波動對中國股市的系統性風險溢出研究」（項目編號：71971098），48萬元。[1]