Ai Jun Hou Professor

Ai Jun Hou är professor i finansgruppen vid Stockholm Business School. Hou har ett brett forskningsintresse: internationell finans, hushållsfinans, empirisk tillgångsprissättning med mera. Hon har publicerat artiklar i Journal of Financial Economics, Journal of Banking and Finance, Journal of Financial Econometrics med flera.

Selected Publications:

Trade imbalance Network and Currency Returns, (with  Lucio Sarno and Xiaoxia Ye), Journal of Financial Economics, Forthcoming. 

From employee to entrepreneuer: The role of unemployment risk (with Sara Jonsson, Xiaoxyang Li, Qinglin Ouyang), Journal of Financial Economics, January, 2025.

The effect of Uncertainty on Volatility and Correlation (with Asgharian Hissein and Charlotte Christiansen), Journal of Banking and Finance, 2023, 154  106929.

Macro-Finance Determinants of the Long-Run Stock-Bond Correlations: The DCC-MIDAS Specification (with Hossein Asgharain, Charlotte Christiansen), Journal of Financial Econometrics 2016, 14 (3), 617-642.

Pricing cryptocurrency options (with Weining Wang, Cathy Chen, Wolfgang Härdle), Journal of Financial Econometrics, 2020, Vol. 18, p250-279.

See more about me on my personal website:

http://www.daisyaijun.com