Dr Dalu Zhang

I am a Lecturer in Finance at the University of Leicester. Prior to that I worked in University of Salford Loughborough University and University of East Anglia. I was awarded a PhD in Economics by University of East Anglia.

I am a Financial Economist and Econometrician whose research interests lie in Time series analysis Forecasting Copula methods Dependence analysis and Banking. I have published papers in the International Review of Financial Analysis the European Journal of Finance the Journal of Operational Research Society and the Journal of Banking Regulation.

Yawen Hudson, Meilan Yan, Dalu Zhang, (2020) Herd behaviour & investor sentiment: Evidence from UK mutual funds, ABS 3* International Review of Financial Analysis, 71, 101494.

Chris Adcock, Caiwei Ye, Shuxing Yin & Dalu Zhang (2019) Price Discovery and Volatility Spillover with Price Limits on Chinese A-Share Market: a Truncated GARCH approach. ABS 3* Journal of the Operational Research Society, 70(10) pp 1709-1719.

Dalu Zhang, Meilan Yan & Andreas Tsopanakis (2018). Financial stress relationships among Euro area countries: an R-vine copula approach. ABS 3* The European Journal of Finance,24(17), pp 1587-1608.

Meilan Yan, Dalu Zhang, Maximilian J. B. Hall & Paul Turner (2017). How Liquid are Banks, Some evidence from the United Kingdom? ABS 2* Journal of Banking Regulation,18(2), pp 163-179.

Dalu Zhang (2014), Vine copulas and applications to the European Union sovereign debt analysis, ABS 3* International Review of Financial Analysis,36, pp 46-56.

I am happy to taking students around topics on Copula methods Financial markets Volatility modelling Time series analysis and Banking.

MN1019 Foundation of Finance MN7705 Managing Finance for Corporate Policy and Strategy

International Financial Market