Academic staff

Dr Weiou Wu

Dr Weiou Wu

wuw6@lsbu.ac.uk

Finance, Economics, Accounting and Analytics

https://orcid.org/0000-0001-7021-1776 (unauthenticated)

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I am Senior Lecturer in the Finance, Economics, Accounting & Analytics Division.

I obtained my Master's degree in Financial Mathematics from the University of Warwick, and I also hold a PhD degree in Finance from the University of St Andrews. Prior to joining LSBU in 2016, I held positions at the University of Limerick as a postdoc researcher and Lecturer in Finance at the National University of Ireland, Maynooth.

I was visiting professor at Sibiren Federal University and I am also an Adjunct Professor at Beijing Institute of Petrochemical Technology.

My research focuses on the over-arching theme of Empirical Finance, especially time-series modelling and copula modelling. I published several papers on ABS-rated journals including the Journal of Risk; Quarterly Review of Economics and Finance; Research in International Business and Finance, and Studies in Nonlinear Dynamics & Econometrics.

Courses taught

International Finance - MSc

Accounting and Finance - BA (Hons)

Economics - BSc (Hons)

Business Management (Finance pathway) - BA (Hons)

Postgraduate Research Supervision
Current
Miss Mandeep SainiDoctoral Research ProjectPhD
Mrs Tano Yah Awa AbdoulayeAnalysing and Testing Investor Assurance and Confidence in Sukuk (Islamic Financial Certificate): Pre and Post the Global Financial CrisisDProf
Mr Quang Dong DangDoctoral Research ProjectPhD
Miss Liping WuThe empirical research of global economic policy uncertainty, stock and cryptocurrency markets using copula modelPhD
Miss Shahbano Aurang Zaib KhanEstimating Dependences and Risk between Gold Prices and S&P500: New Evidences from ARCH,GARCH, Copula and ES-VaR modelsPhD

Awarded in the last 5 years
Miss Christina Athena AnderlAn Empirical Investigation of UIP and PPP in Inflation Targeting CountriesPhD
Epigeum Supervisory TrainingPhD
PhD

University of St Andrews

2008
2013
Lecturer
Maynooth University

2015
2016
Education
Postdoc Researcher
University of Limerick

2013
2015
Education
Journal of Business Administration

Associate editor
2017
Siberian Federal University
Visiting professor

Financial Modelling

December 2017
December 2017
Beijing Institute of Petrochemical Technology
Other

Adjunct Professor

Accounting and Finance

April 2018

Filter publications

Quantile Dependence between the Stock, Bond and Foreign Exchange Markets - Evidence from the UK
Hamid, R and Wu, W (2018). Quantile Dependence between the Stock, Bond and Foreign Exchange Markets - Evidence from the UK. Quarterly Review of Economics and Finance. 69, pp. 286-296. https://doi.org/10.1016/j.qref.2018.03.009

Modelling Asymmetric Conditional Dependence between Shanghai and Hong Kong Stock Markets
Wu, W, Lau, M and Vigne, S (2017). Modelling Asymmetric Conditional Dependence between Shanghai and Hong Kong Stock Markets. Research in International Business and Finance. 42, pp. 1137-1149. https://doi.org/10.1016/j.ribaf.2017.07.050