CBS Faculty
Dr Yanhui Zhu
Economics Section
Office: B27
Cardiff Business School,
Colum Drive,
Cardiff, CF10 3EUTelephone: +44 (0) 29 2087 5079
Fax: +44 (0) 29 2087 4419
Email Address: zhuy9@cardiff.ac.uk
Affiliation
Investment Management Research Unit
Research Interests
Financial Econometrics/Asset Pricing
Selected Publications
Copeland L. & Zhu Y. 2007. Rare Disasters and the Equity Premium in a Two-Country World. Working Paper E2007/06, Cardiff Economics Working Papers.
Copeland L. & Zhu Y. 2006. Hedging Effectiveness in the Index Futures Market. Working Paper E2006/10, Cardiff Economics Working Papers.