Yirong Liu

Research Title

Bond pricing in the Chinese market

Research Areas

Treasury and corporate bond pricing, machine learning methods, climate finance

 

Publication

  • Jiang, Y., Liu, X., Liu, Y.*, Zhu, F (2024). Bond return predictability: Macro factors and machine learning methods. European Financial Management, 30, 2596-2627.
  • Zhu Fumin, Liu Yirong, Zheng Zunxin, Liu Xiaoquan., 2024.  Volatility Spillover and Jump Propagation in Global Equity Markets under the Impact of Major Events. Journal of Management Sciences in China, (12):116~138. (in Chinese)
  • Zhu Fumin, Liu Yirong, Zheng Zunxin., 2023. Do the cumulative changes of volatility trigger jumps? Evidence from international equity markets. Journal of Management Sciences in China, 26(7):54-76. (in Chinese)22

 

Conference

  •  The 2025 International Conference on Green Finance and ESG, Chengdu, March, 2025
  • The 20th Chinese Finance Annual Meeting, accepted for presentation, Beijing, October 2023
  • The 2023 XJTLU AI and Big Data in Accounting and Finance Research Conference and the BAR special issue, Suzhou, June 2023
  • The 3rd NUBS Tri-campus Conference, University of Nottingham Ningbo China, Ningbo, March 2023.

Honors and awards

Tri-Campus Postgraduate Prize