Department of Economics

Academic Staff

Dr. Qiang Zhang
Reader

Room: Astley Clarke Building, AC007
Telephone: 0116 252 3371
E-mail: qz14@le.ac.uk

Research Interests

• Empirical Macroeconomics; Applied Econometrics

Representative Publications

• "Decreasing Relative Risk Aversion and Tests of Risk Sharing," with M. Ogaki, Econometrica, 2001, 69(2), 515-526.
   
• "Decreasing Relative Risk Aversion, Risk Sharing, and the Permanent Income Hypothesis," with M. Ogaki, Journal of Business & Economic Statistics, 2004, 22(4), 421-430.
   
• "Human Capital, Weak Identification, and Asset Pricing," Journal of Money, Credit, and Banking, 2006, 38(4), 873-899.
   
• "The Spirit of Capitalism and Asset Pricing: an Empirical Investigation," The B.E. Journal of Macroeconomics, 2006, Vol. 6: Iss. 3 (Topics), Article 1, 1-23.
   
• "Asset Pricing with Multiplicative Habit and Power-Expo Preferences," with W.T. Smith, Economics Letters, 2007, 94(3), 319-325.