Dr Dalu Zhang

Lecturer in FinanceDalu Zhang

Contact details


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.


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


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


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.

Share this page:

Contact Details

School of Business
University of Leicester
University Road



AccessAble logo

The University of Leicester is committed to equal access to our facilities. DisabledGo has detailed accessibility guides for the Astley Clarke Building and the Ken Edwards Building.