Prof. DU Du (杜渡教授)
PhD - Economics (University of Chicago)
Associate Professor
Research Grant
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PI:
"A dynamic model for control-ownership wedge",
RGC - RGC Competitive Earmarked Research Grant ,
Amount: 254572
(2021-2023)
, Du Du
-
PI:
"What does derivative and credit markets tell us about rare consumption disasters",
RGC Competitive Earmarked Research Grant - RGC ,
Amount: 311216
(2013-2015)
, Du Du
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PI:
"Understanding the Common Sources of Event Risk Premium in Financial Markets",
RGC Competitive Earmarked Research Grant - RGC ,
Amount: 262746
(2011-2013)
, Du Du
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PI:
"Variable Disasters and Asset Pricing",
RGC Competitive Earmarked Research Grant - RGC ,
Amount: 521488
(2008-2011)
, Du Du
Publications
| Journal Publications and Reviews |
- DU, Du; Elkamhi, Redouane; Ericsson, Jan / Time-Varying Asset Volatility and the Credit Spread Puzzle. August 2019; In: Journal of Finance. Vol. 74, No. 4, pp. 1841-1885
- Du, Du; Luo, Dan / The Pricing of Jump Propagation: Evidence from Spot and Options Markets. May 2019; In: Management Science. Vol. 65, No. 5, pp. 2360-2387
- Christoffersen, Peter; Du, Du; Elkamhi, Redouane / Rare disasters, credit, and option market puzzles. May 2017; In: Management Science. Vol. 63, No. 5, pp. 1341-1364
- Du, Du / General equilibrium pricing of currency and currency options. December 2013; In: Journal of Financial Economics. Vol. 110, No. 3, pp. 730-751
- Du, Du / General equilibrium pricing of options with habit formation and event risks. February 2011; In: Journal of Financial Economics. Vol. 99, No. 2, pp. 400-426
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