Welcome!

I am an Assistant Professor of Finance at the University of Delaware. I received my PhD in Finance from MIT Sloan in 2015.

My research interests include Asset Pricing, Credit Risk, International Finance, Labor and Macro-Finance. Please find my papers below.

Address:

Alfred Lerner College ​of Business and Economics,

University of Delaware,

Newark, DE

 

Website:

www.yuxufinance.net/

Email: 

yuxu@udel.edu

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Publications

Time-varying Risk Premium and Unemployment Risk Across Age Groups [link]

Internet Appendix [link]

Joint with Indrajit Mitra

Review of Financial Studies, 2020, 33(8): 3624-3673.

Blog summary [link]

Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads [link]

Internet Appendix [link]

Joint with Hui Chen and Jun Yang

Forthcoming, Journal of Financial Economics

Working papers

Limited Household Risk Sharing: General Equilibrium Implications for the Term Structure of Interest Rates [link]

Internet Appendix [link]

Joint with Indrajit Mitra

This version: September 2020

Illiquidity in Sovereign Debt Markets [link]

Joint with Juan Passadore

This version: August 2019

Revise and resubmit, Journal of International Economics

Domestic Banking Fragility and Sovereign Debt Capacity [link]

This version: September 2017