Source: Lingnan College
Written by: Lingnan College
Edited by: Wang Dongmei

Recently, a research paper by Professor Yang Zihui, Professor of Finance and Doctoral Supervisor at Lingnan College of Sun Yat-sen University, titled “Quantitative Easing and Volatility Spillovers across Countries and Asset Classes” was published in the internationally renowned journal Management Science.

Management Science is recognized as an academic journal of the highest caliber in the management field. Sun Yat-sen University is among the very first schools in Guangdong province to publish an academic paper as first author's affiliation in Management Science.

By adopting a novel network approach and using quantitative easing policy to explore international volatility spillover among global markets, this paper identifies the geographical network structure of global volatility transmission and further demonstrates the role of unconventional monetary policy in international volatility transmission. The paper bears great academic value and practical significance with regards to coping with global systematic risk and improving investment and trading strategy. This paper has received large amounts of attention domestically and overseas and has been spoken of highly by distinguished economists across the world.

In recent years, Lingnan faculty members have made substantial achievements in international publications. For the past three years, Lingnan faculty members have published more than 20 academic papers in first-class international journals.

Yang Zihui holds the titles of Professor, PhD supervisor, and Head of the Finance Department at Lingnan College, Sun Yat-sen University. His doctoral dissertation was recognized as a National Top 100 Doctoral Dissertation of the People’s Republic of China by the Ministry of Education and Academic Degree Commission of the State Council. He has also been honored as a New Century Excellent Talent in University by the Ministry of Education and as a 2016 Young Zhujiang Scholar among Guangdong universities. He has been a Visiting Scholar at the Department of Economics, Stanford University and at the Sloan School of Management, Massachusetts Institute of Technology. Apart from publishing his research achievements in Management Science, he has also published almost 40 papers in other renowned journals including Social Sciences in China, Economic Research, Management World, World Economy, China Economic Quarterly, Journal of Financial Research, and Journal of Statistical Research. His personal monograph has also been published by The Commercial Press, and his relevant research achievements have been reported by Bloomberg Brief and other well-known financial and economical media outlets. Furthermore, he has been selected as part of the "Sun Yat-sen University Outstanding Talents Plan" and "Sun Yat-sen University Outstanding Young Teacher Training Plan” and has obtained scientific research funds from the Natural Science Foundation of China and the Ministry of Education. He has been awarded by the Government of Guangdong province for his academic publication in Philosophy and the Social Sciences.