TEACHING AND RESEARCH AREAS

Research Areas: Monetary policy, fiscal policy, asset pricing, and financial time series modeling

ACADEMIC EXPERIENCE

Associate Professor, Department of Finance, Wuhan University, June 2023 - present

SELECTED PUBLICATIONS

Journal Papers (International)

ŸNie, H., & Roulleau-Pasdeloup, J. (2023). The promises (and perils) of control-contingent forward guidance. Review of Economic Dynamics, 49, 77-98.

ŸNie, H., Yao, J., & Wang H. (2025). The Real Cost Channel and the Phillips Curve for China. Economics Letters, forthcoming.

ŸNie, H. (2024). Government spending multipliers with the Real Cost channel. Macroeconomic Dynamics, 28(4), 791-812.

ŸMeng, J., Mo, B., & Nie, H. (2023). The dynamics of crude oil future prices on China’s energy markets: Quantile-on-quantile and casualty-in-quantiles approaches. Journal of Futures Markets, forthcoming.

ŸLi, Z., Mo, B., & Nie, H. (2023). Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China. International Review of Economics & Finance, 86, 46-57.

ŸJiang, Y., Mu, J., Nie, H., & Wu, L. (2022). Time‐frequency analysis of risk spillovers from oil to BRICS stock markets: A long‐memory Copula‐CoVaR‐MODWT method. International Journal of Finance & Economics, 27(3), 3386-3404.

ŸJiang, Y., Wu, L., Tian, G., & Nie, H. (2021). Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19?–New evidence from quantile coherency analysis. Journal of International Financial Markets, Institutions and Money, 72, 101324.

ŸJiang, Y., Feng, Q., Mo, B., & Nie, H. (2020). Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches. The North American Journal of Economics and Finance, 52, 101161.

ŸChen, K., Nie, H., & Ge, Z. (2019). Policy uncertainty and FDI: Evidence from national elections. The Journal of International Trade & Economic Development, 28(4), 419-428.

ŸJiang, Y., Nie, H., & Ruan, W. (2018). Time-varying long-term memory in Bitcoin market. Finance Research Letters, 25, 280-284.

ŸJiang, Y., Nie, H., & Monginsidi, J. Y. (2017). Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests. Economic Modelling, 64, 384-398.

RESEARCH GRANTS

Government-funded grants

ŸParticipated in the National Natural Science Foundation project: "Research on the Systemic Risk Spillover of International Oil price fluctuations on Chinese Stock Market from the perspective of Dynamic Correlation" (Project No.: 71971098), 480,000 yuan.

AWARDS AND HONORS

2022 Chinese Government Award for Outstanding Self-financed Students