Yulin Li (李昱霖)
Bio
Yulin Li is a tenure-track Assistant Professor of Finance at the Leon Hess Business School of Monmouth University. She holds a Ph.D. in Finance from the University of Texas at San Antonio (UTSA) 2020. Her research interests include investment, sovereign bonds, asset pricing, and international finance.
Publications
Sovereign Bonds, Coskewness, and Monetary Policy Regimes, with John Wald and Zijun Wang, Journal of Financial Stability, 2020
Investor Sentiment and Sovereign Bonds, Journal of International Money and Finance, 2021
Working Papers
“Not Just the News: Higher Moments of Macroeconomic Variables and Sovereign Bond Returns”, with John Wald and Zijun Wang
Education:
University of Texas at San Antonio , San Antonio, TX 2020
Ph.D. in Finance
Rensselaer Polytechnic Institute, Troy, NY 2015
M. Sc. in Applied Mathematics
M. Sc. in Financial Engineering and Risk Analytics (Quantitative Analysis Track)
Southwestern University of Finance and Economics, China 2012
B. A. in Economics
B. A. in Management
Research Interest:
Asset Pricing
Investments
Sovereign Bonds
International Finance
Skills:
Programming Languages: MATLAB, R, Python
Math & Statistical Software: STATA, SAS, EViews
Other Software: AMPL, LATEX