czi-finance
Financial economist studying macro-finance, asset pricing, financial markets, monetary and fiscal policy
Shanghai Advanced Institute of FinanceShanghai, China
Pinned Repositories
COVID-19
Novel Coronavirus (COVID-19) Cases, provided by JHU CSSE
EconPDEs.jl
PDE solver for economics models
GP2015_RepEx.jl
A Replication Exercise of Garleanu and Panageas (2015)
IdRiskExtnl
Supplementary Materials for "Under-diversification and Idiosyncratic Risk Externalities"
tactile
Tactile is a Jekyll theme for GitHub Pages
welch_market_beta.sas
A SAS macro that calculates market betas following Welch (2019)
wrds_sample_code
Sample SAS programs that process WRDS data and facilitate econometric analysis
czi-finance's Repositories
czi-finance/wrds_sample_code
Sample SAS programs that process WRDS data and facilitate econometric analysis
czi-finance/welch_market_beta.sas
A SAS macro that calculates market betas following Welch (2019)
czi-finance/GP2015_RepEx.jl
A Replication Exercise of Garleanu and Panageas (2015)
czi-finance/IdRiskExtnl
Supplementary Materials for "Under-diversification and Idiosyncratic Risk Externalities"
czi-finance/COVID-19
Novel Coronavirus (COVID-19) Cases, provided by JHU CSSE
czi-finance/EconPDEs.jl
PDE solver for economics models
czi-finance/tactile
Tactile is a Jekyll theme for GitHub Pages