Welcome!
I am an Assistant Professor of Finance at the University of Hong Kong. I received my PhD in Finance from MIT Sloan in 2015.
I teach Fixed Income Securities (MFIN7012) for the Master of Finance program at the University of Hong Kong.
My research interests include Asset Pricing, Credit Risk, International Finance, Labor and Macro-Finance. Please find my papers below.
Address:
KK Leung 1012
Faculty of Business and Economics
University of Hong Kong
Website:
Office number:
+852 2857 8515
Email:
Publications
Time-varying Risk Premium and Unemployment Risk Across Age Groups [link]
Internet Appendix [link]
Joint with Indrajit Mitra
Forthcoming, Review of Financial Studies
Blog summary [link]
Working papers
Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads [link]
Internet Appendix [link]
Joint with Hui Chen and Jun Yang
This version: November 2019
Conditionally accepted, Journal of Financial Economics
Limited Household Risk Sharing: General Equilibrium Implications for the Term Structure of Interest Rates [link]
Joint with Indrajit Mitra
This version: December 2019
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