Peng “Roc” Huang
- B.B.A., Shanghai Jiao Tong University
- M.A. and Ph.D. in economics, Western Michigan University
Current Courses Taught
- ECON 211 Principles of Economics: Macro
- ECON/POL 300 Maymester in China
- ECON 311 Money and Banking
- ECON/BSA 313 Corporate Finance
- ECON 352 Intermediate Macroeconomic Theory
- ECON 412 Investment Analysis
Recent Publications and Presentations
- “Traditional View or Revisionist View? The Effects of Monetary Policy on Exchange Rates in Asia,” with C. James Hueng and Ruey Yau. Applied Financial Economics, vol. 20, no. 9, 2010, pp. 753-760.
- “Interest-Rate Risk Factor and Stock Returns: A Time-Varying Factor-Loadings Model,” with C. James Hueng, Applied Financial Economics, vol. 19, no. 22, 2009, pp. 1813-1824.
- “Conditional Risk-Return Relationship in a Time-Varying Beta Model,” with C. James Hueng, Quantitative Finance, vol. 8, no. 4, 2008, pp. 381-390.
- “Macroeconomic Determinants of Workers’ Remittances: Host vs. Home Country’s Economic Condition,” with Carlos Vargas. Journal of International Trade and Economic Development, vol. 15, no. 1, 2006, pp. 81-99.
- “Impact of School Proximity on Residential Property Values: Evidence from Quantile Regression,” with Timothy Hess.
- “Do Survey Data Forecast Inflation Better? Evidence from a Time-Varying Parameter Model,” with Lezheng Liu.
Areas of Interest
- Financial economics
- Monetary economics
- Applied time series econometrics