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Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Ruting Wang

Contact

E-mail:

wangruti[at] hu-berlin.de

 

Phone:

 

+49 30 2093-99468 

Office:

Office hours:

Dorotheenstraße 1, Room 110

upon appointment

Postal address:

School of Business and Economics
Humboldt-Universität zu Berlin
Unter den Linden 6
10099 Berlin, Germany

 

Education

2020-2021 Visiting PhD student in Humboldt-Universität zu Berlin

2018-Present PhD student in Finance, Sun Yat-sen University, PRC

2014-2017 M. Sc. in Financial Management, Zhongnan University of Economics and Law,PRC

2010-2014 B. Sc. in Financial Management, Zhongnan University of Economics and Law, PRC

 

Research Interests

  • Machine Learning
  • Monetary Economics
  • Financial Costs
  • Bond Market
  • Financial Risk

 

Publications

  • Zhan, K., Wang, R.T.,& Zhang, F. (2021). The Spillover Effect and Transmission Mechanism of US Monetary Policy Adjustment on China. International Economics and Trade Research, 37(01), 83-98.(Language: Chinese)
  • Li, H., Wang, R.T., & Chen, G.H., (2020). Empirical Research on Hong Kong's Real Estate Income and Spillover Effect of Domestic and Foreign Capital Markets. Asia-Pacific Economic Review, 5:142-148.(Language: Chinese)

  • Wang, R.T., Li, W.Q., & Huang, Y.R., (2019). Trade Frictions, Intraday Jumps, and Stock Market Volatility: Empirical Evidence Based on High Frequency Data in China, Studies of International Finance, 12:63-73.(Language: Chinese)

 

Working Papers

  • Althof, M., Härdle, W.K.H, & Wang, R.T., FRM Financial Risk Meter for China
  • Zhang, Y.Z., Zhen, C., & Wang, R.T., Stock Market Liberalization and Corporate Innovation: Evidence from China.
  • Liu, S.R., Nie, Z., & Wang, R.T., Bank Competition and Government Debt Surge: Evidence from China
  • Peng, F.P., Wang, R.T., & Tang, Y.P., Ownership Discrimination and the Debt Cost of Enterprises.
  • Wang, R.T., Peng, F.P., Li, W., & Wang, C.L., Does Rigid Payment's Breaking Down Diminish Financing Cost?(Language: Chinese)
  • Wang, R.T., Nie, Z., & Zhao, J.X., VAT Burden and Corporate Debt Structure: Evidence from VAT Rate Reduction in China.(Language: Chinese)

 

Presentations

Metis: Kalman Filter

 

Talks

Trade Frictions, Intraday Jumps, and Stock Market Volatility: Empirical Evidence Based on High Frequency Data in China" in The 2nd Cross-Strait Business School Academic Exchange Seminar