| Liu Siyue
Associate Professor
Finance Department
Email: syliu4856@yahoo.com.cn
Phone : 027-68753062
PhD, International Finance, Wuhan University, China(1994—1998)
MSc, International Finance,Wuhan University, China (1986-1989)
B.A., Political Economics, East China Normal University, China (1980-1984)
Curriculum Vitae
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TEACHING AND RESEARCH AREAS
• Teaching courses:International Finance,International financial management
• Research Areas : RMB exchange rate,International Finance
ACADEMIC EXPERIENCE
Teacher, Hunan Normal University, July 1984 – 1986
• teacher of Finance Department, Wuhan University, 1998– present
MANAGERAL AND PRACTICAL EXPERIENCE
• Independent director, Chutian Expressway and Yueyang Paper Company, 2002- present
CONSULTING AND TRAINING EXPERIENCE (GOVERNMENT OR CORPORATE)
• Financial management consultant, in many companys, present
SELECTED PUBLICATIONS
Journal Papers (International)
• Siyue Liu, Dongxiang Zhang, Tsangyao Chang: Purchasing power parity-nonlinear threshold unit root test for transition countries, Applied Economics Letters, 2012,Volume19, Issue18,1781-1785.(SSCI)
• Siyue Liu, Tsangyao Chang, Chia-Hao Lee, Pei-I Chou:Nonlinear Adjustment to Purchasing Power Parity: The ADL Test for Threshold Cointegration, Applied Economics Letters , 2012,Volume19,Issue 6, 569-573.(SSCI)
Journal Papers (Domestic)
Siyue Liu , Meizi Yuan: "foreign carbon finance theory research progress", "foreign social science" 2011 (4)
• Siyue Liu , Meizi Yuan:”An empirical analysis of exchange rate transmission delay in different exchange rate regimes,” “Economic Review” 2011(4)
• Siyue Liu , Meizi Yuan: "the difference between the RMB exchange rate and the price transmission effect", "technical economy" 2010 (10)
• Siyue Liu , Meizi Yuan :”the changes in the exchange rate, foreign exchange risk exposure and value of listed companies "," securities market Herald "2010 (10)
• Siyue Liu , Meizi Yuan: "the study on the effect of RMB exchange rate fluctuation on price transmission in Hubei province", "Wuhan finance" 2010 (3)
• Siyue Liu , Meizi Yuan: "" empirical analysis of exchange rate under different exchange rate regimes of the transfer coefficient of the world "," management 2009 (8)
Cases and Practical Papers
Liu siyue,Yuan meizi,“An empirical analysis of RMB exchange rate fluctuations on the domestic price transmission effect”,Shanghai Finance,April,2010
Conference Papers (International)
• Siyue Liu, Li Xing and Xibo Guo: The Discussion about Foreign Exchange Risk Measurement in the Light of VaR and ES Method from Extreme Value Theory. The 2nd International Conference on Information Science and Engineering. (ICISE 2010)
• Siyue Liu, Qiuyu Li:The Forecasting of RMB Exchange Rate Based on GARCH Model. Proceedings of China-Canada Industry Workshop on Enterprise Risk Management 2009, p 33-38 2009.11 (CPCI-SSH)
• Siyue Liu, Yonggang Zhou: The Application of Time Series Models in the RMB Exchange Rate Forecasting-comparative analysis based on two samples. Proceedings of 2009 International Conference of Management Science and Information System, VOLS 1-4 页: 1276-1279, 2009.9 (CPCI-SSH)
Textbooks
• International Finance,Exchange rate and international finance
RESEARCH GRANTS
Government-funded grants
• Liu siyue,The impact of foreign currency derivatives market on the RMB exchange rate pricing,2005.
• Liu siyue, The financial risks of the RMB foreign exchange derivatives market and the study of its Countermeasures, 2005, Ref. 70741016
AWARDS AND HONORS
• Hubei Province outstanding achievement award,2001