個人簡介

主要研究方向為包括貨幣經濟學理論和實證🙋🏽、開放宏觀經濟實證計量🪸、貝葉斯時間序列預測以及金融量化算法等。2020年3月《新冠疫情對xxx影響》的決策咨詢專報受到正國級領導人批示。

教育背景

經濟學博士，McMaster University🍤🤦‍♂️，2005-2010

經濟學碩士🌵，University of Windsor🫶🏿，2003-2005

經濟學學士，吉林大學，1997-2001

上海財經大學金融意昂3, 助理教授, 2010-2016

學術/社會兼職

投資策略總監， 上海具力資產管理有限公司，2018-至今

教學教研

主講課程：《Investment Analysis and Risk Management》🐾、《Investment Analysis》、《Fixed Income Securities》、《固定收益證券》🚶🏻‍♂️‍➡️、《Applied Portfolio Management》➞、《應用投資組合管理》🕺🏽、《International Finance Management》、《International Trade and Investment》、《私募股權投資》、《資產證券化》、《結構化融資工具實務》、《跨國公司投資》、《Economic Evaluation》、《國際金融理論》、《貨幣銀行學》、《金融學導論》等多門本科生與研究生專業必修課。

代表性論文

[1] Xing Li, Keqiang Hou*(corresponding author), Over-weighting risk factor augmented with mutual fund managers' social networks, Pacific-Basin Finance Journal, Volume 77, 2023, 101914

[2] Yixin Dai, Ruijia Zhang, Hanqing Hu, Keqiang Hou*(corresponding author), Is there “productivity paradox” in Chinese producer-service enterprises' OFDI?, International Review of Financial Analysis, Volume 84, 2022, 102318

[3] Keqiang Hou, Xing Li, Ting Wu, Zeguang Li, Forecasting Bond Return in a Macro Model, International Review of Economics and Finance 2020 (72) pp 524-545 (SSCI, IF 2.3, Q2)

[4] Zeguang Li, Keqiang Hou*(corresponding author), Chao Zhang, The impacts of trading restrictions on the stock market in China- Research based on the circuit breaker mechanism, Pacific Basin Finance Journal, forthcoming, 2021 (SSCI, IF 1.92, Q1)

[5] Sarath Delpachitra, Keqiang Hou*(corresponding author), Simon Cottrell, The impact of oil price shocks in the Canadian economy: A structural investigation on an oil-exporting economy, Energy Economics, Volume 91, 2020, (SSCI, IF 4.51, Q1)

[6] Xing Li, Keqiang Hou*(corresponding author), Chao Zhang, Intangible Factor and the Idiosyncratic Volatility Puzzle, Financial Research Letter, 2020, 34 (SSCI, IF 1.76, Q1)

[7] Xing Li, Keqiang Hou*(corresponding author), R&D Based Knowledge Capital and Future Firm Growth: Evidence from China’s Growth Enterprise Market Firms, Economic Modelling, (SSCI, IF 1.76, Q2)

[8] Hou, Keqiang, Xing Li, and Wei Zhong, Price limits and asymmetry of price dynamics – High frequency evidence from the Chinese stock market, forthcoming in Emerging Market Finance and Trade, 2020, 56: 1447-1461, (SSCI, IF 1.23, Q3)

[9] Zeguang Li, Keqiang Hou*(corresponding author), Simon Cottrell, Do listed banks have higher operating efficiency and output efficiency? Australian Economic Papers, 2018 Sep, 57, Pages 309-326, (SSCI, IF 1.34, Q3)

[10] Hou, Keqiang, Alok Johri, Intangible Capital, the labor wedge and the volatility of corporate profits, Review of Economic Dynamics, 2018, 29, Pages 216-234, (SSCI, IF 2.55, Q1)

[11] Hou, Keqiang, Dean Mountain, Ting Wu, Oil price shocks and their transmission mechanism in an oil-exporting economy: A VAR analysis in formed by a DSGE model, (with Dean Mountain and Ting Wu), Journal of International Money and Finance, 2016 Nov, 68, Pages 21-49, (SSCI, IF 1.91, Q2)

[12] 侯克強🧑🏿‍🎤，陳萬華，開放小經濟體的貨幣政策傳導機製🔏，《世界經濟》，2009, 32(8): 51-67 (CSSCI)

[13] 李杏、侯克強、陳萬華，人力資本跨國流動與中國經濟增長——基於外商直接投資視角的研究🤸🏻，《國際貿易問題》𓀄🧔🏽‍♂️，2011（8）：132-143 (CSSCI)

著作

[1] 侯克強，《隨機動態一般均衡模型的應用與分析》，意昂3体育官网出版社🤾🏿‍♂️🏇🏼，2021（校稿）

[2] 謝斐、侯克強、年四伍，《自貿區大宗商品交易及風險管理》，格致出版社，2015

代表性項目

[1] 《基於滯漲視角下的企業創新投資估值與人力資本積累》🥷🏽，科技部高端外專項目🕵🏼‍♀️，36萬，2022-2023

[2]《我國貨幣政策的新視角⛹🏽：基於時變參數-動態因子矢量自回歸模型的研究》，教育部人文社科基金🤸🏻‍♂️，7萬，2012-2016