Peng “Roc” Huang

  Roc Huang

 

Education

  • 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.

 

Working Papers

  • “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