所在系别:資本金融系
教育背景:
同濟大學數學與應用數學專業學士(2011)
廈門大學金融學博士(2017)
工作經曆:
2017.9-2018.8,香港科技大學伟德客户端,博士後
2018.9-2021.8,中證數據有限責任公司,經理
2021.8-2023.8,伟德客户端,講師
2023.9-至今,伟德客户端,副教授
學術論文
中文文章:
鐘山,林木材,洪智武.金融網絡視角下的銀行間市場基準利率體系與貨币政策沖擊傳導[J].金融研究,2023,(06):20-37.
洪智武, 沈潔.上市公司僞市值管理的行為特征與識别[J].鄭州大學學報(哲學社會科學版),2022,55(05):44-49.
洪智武,牛霖琳.中國通貨膨脹預期及其影響因素分析——基于混頻無套利Nelson-Siegel利率期限結構擴展模型[J].金融研究,2020,12:95-113.
牛霖琳,洪智武,陳國進.地方政府債務隐憂及其風險傳導——基于國債收益率與城投債利差的分析[J].經濟研究,2016,51(11):83-95.
英文文章:
Chen J, Hong Z, Niu L. Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution[J]. International Journal of Forecasting, 2025, 41(1):153-174.
Wang L, Huang Y, Hong Z. Digitalization as a double-edged sword: A deep learning analysis of risk management in Chinese banks[J]. International Review of Financial Analysis, 2024: 103249.
Hong Z, Wang Z, Li X. Foreign trade and China’s yield curve during the COVID-19 pandemic: An analysis based on an extended arbitrage-free Nelson–Siegel model[J]. Research in International Business and Finance, 2024, 70: 102369.
Lin M, Hong Z, Su G. Transmission of liquidity and credit risks in the Chinese bond market: Analysis based on joint modeling of multiple yield curves [J]. International Review of Economics & Finance, 2024, 91: 597-615.
Hong Z, Niu L, Zhang C. Affine arbitrage-free yield net models with application to the euro debt crisis[J]. Journal of Econometrics, 2022, 230(1): 201-220.
Hong Z, Niu L, Zeng G. US and Chinese yield curve responses to RMB exchange rate policy shocks: An analysis with the arbitrage-free Nelson-Siegel term structure model [J]. China Finance Review International, 2019, 9(3):360-385.
Chen G, Hong Z, Ren Y. Durable consumption and asset returns: Cointegration analysis [J]. Economic Modelling, 2016, 53:231-244.
Xu W, Hong Z, Qin X. A new sampling strategy willow tree method with application to path-dependent option pricing [J]. Quantitative Finance, 2013, 13(6):861-872.
主持和參與課題
主持:
2022 國家自然科學基金青年項目(72203237),數字經濟基礎産業債違約風險識别預警、溢出效應與傳導機制研究
參與:
2024 國家社科基金重點項目(24AZD018),地緣政治風險對我國金融安全影響及對策研究,主持人:牛霖琳
2024 國家自然科學基金專項項目(72441011),老齡化社會的養老金融産品創新與政策設計,主持人:胡繼晔
2022 教育部人文社科青年基金項目(22YJC790060),中國政府支出乘數實證估計和理論分析研究:基于混頻信息識别,主持人:李明陽