Dr Dalu Zhang

Lecturer in FinanceDalu Zhang

Contact details

Personal

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.

Teaching

Module leader: MBA MN7705 Managing Finance for Corporate Policy and Strategy

Research

  • Time series analysis
  • Forecasting, Copula methods
  • Dependence analysis
  • Banking

Publications

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. DOI: 10.1080/01605682.2018.1542973

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.

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Contact Details

School of Business
University of Leicester
University Road
Leicester
LE1 7RH

ulsb@le.ac.uk

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