Chunming Yuan

   Ph.D., University of California, Los Angeles

Associate Professor, Economics

Contact Information

Office: Public Policy 324
Phone: 410-455-2314

Curriculum Vitae
Research Interests

International Economics/Finance, Financial Economics, Applied Time-Series Econometrics.


Working Papers

“The Robustness of Momentum: Evidence from Selected Emerging Asian Stock Markets”

“The Behavior of Futures Traders: Do Trends and Volatility in Cash Markets Matter?”

“China’s Export Boom, Currency Revaluation and Future Trade Competitiveness: A Panel VAR Sectoral Analysis”


 Recent/Selected Publications

Policy Transmissions, External Imbalances, and Their Impacts: Cross-Country Evidence from BRICS,” (with Ruo Chen),China Economic Review., Volume 33, April 2015, Pages 1–24.

Fiscal Austerity, Growth Prospects, and Sovereign CDS Spreads: The Eurozone and Beyond,” (with Tanu J. Pongsiri), forthcoming in International Economics

Speculation and hedging in the currency futures markets: Are they informative to the spot exchange rates,” (with Aaron Tornell), Journal of Futures Markets, Volume 32, Issue 2, February 2012, pages 122–151.

Exchange Rates and Macroeconomic Determinants: Time-varying transitional dynamics,” The North American Journal of Economics and Finance, Volume 22, August 2011, Pages 197-220.

Forecasting Exchange Rates: Multi-State Markov-Switching Models with Smoothing,” International Review of Economics & Finance, Volume 20, Issue 2, April 2011, Pages 342-362.

An Analysis of the Fiscal Revenue to GDP: The Comparative Perspective ,” Journal of Guangdong AIB Management (Quarterly), No.2, 2000, Pages 8-13. (In Chinese)

“China’s Corporate Governance Reforms in State-Owned Enterprises: Insider Controlling and Financial Regulation,” Beijing Financial Management and Accounting (Monthly), No.8, 2000, Pages 49-53. (In Chinese)

The Collection Scale of Value-Added Taxes in China: Choices and Their Anticipated Impact,” Taxation and Economy–Journal of Changchun Taxation College (Bimonthly), No.4, 2000,  Page 21-25. (In Chinese)

“The Challenges to Taxing E-Commerce in China: A Proactive Exploration” (with Bing Ma), Journal of Guangzhou Finance & Trade Management Institute (Quarterly), No.4, 1999, Page 43-46. (In Chinese)



(For a complete list of publications, see Curriculum Vitae)