纽约市哥伦比亚大学(Columbia University in the City of New York)

是一所坐落于纽约市曼哈顿上城晨边高地的私立研究型大学,常春藤联盟成员。她被视作世界上最具声望的大学之一。 哥伦比亚大学是美国大学协会的十四个创立成员之一,并且是美国第一所授予医学博士学位的大学。 哥伦比亚大学是每年一度的普利策奖的颁发机构,哥伦比亚大学——包括其前身国王学院——的著名校友包括五位美国开国元勋;九位美国最高法院法官;二十位在世的亿万富翁;二十九位奥斯卡奖获得者;以及二十九位各国元首,包括三位美国总统。九十五位校友、教职工或研究人员是诺贝尔奖获得者,数量在全球所有大学中名列第五。

哥伦比亚大学-经济学科研

一、课题方向

Financial Economics

金融经济学

Corporate Finance

企业融资

Financial Frictions

金融摩擦

Macro-economics

宏观经济

Corporate Debts and Investments

公司债务及投资

The Capital Structure of Nations

国家资本结构

 

二、导师背景

哥伦比亚大学经济系助理教授

国家经济研究院教研室研究员

 

三、科研内容

课题一:

Corporate Balance Sheets and the Macro-economy

Keywords: Corporate Finance, Financial Frictions, Macro-economics, Corporate Debts and Investments

Recommendations:

Students with basic knowledge of economics, whereby ad- ditional understanding of corporate finance and macro-economics would be a plus. Furthermore, the project is going to be data-intensive so computing skills are essential (Excel, Matlab, Stata and etc).

Introductions:

The big picture for this project is to understand what roles the balance-sheets of corporates have played in transmitting idiosyncratic financial shocks into aggregate dynamics in the macro-economy. It lies in between the branches of corporate finance and macro-economics.

This project has two goals. First, we aim to build a database of firm-level balance sheets for public companies in the United States over as long a period of time as possible; then, we try to analyze the database constructed in order to recover some stylized facts about firm-level balance-sheet adjustments and the aggregate dynamics of the economy in general.

课题二:

The Capital Structure of Nations

Keywords:

Sovereign Debts and Defaults, Financial Contagion of Sovereign Risks

Recommendations:

Students with basic knowledge of economics, whereby ad- ditional understanding of international finance and macro-economics would be a plus. Furthermore, the project is going to be data-intensive so computing skills are essential (Excel, Matlab, Stata and etc).

Introductions:

The overall scope for this project is to gain a better under- standing of a fundamental question: how do sovereigns finance themselves? In particular, it aims to gain further insights along the direction of better under- standing clustered sovereign defaults through financial contagion of sovereign risks.

This project has two goals. First, we aim to build a database of sovereign balance sheets in terms of their debt compositions as categorized by domes- tic/external debts, maturity, currency denominations, portfolio holdings of other sovereign debts and etc; then, we try to analyze the database constructed in order to recover some stylized facts about clustered sovereign risks through fi- nancial contagion of sovereigns balance sheets.

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