Ai Jun Hou 


Professor of Finance; 

Head of Finance Section

Stockholm University


Tel: 0046(0)86747097

Email: aijun.hou@sbs.su.se


I am a professor of Finance at Stockholm Business School (SBS) Stockholm University.  I do research in Financial Volatility and Correlation modeling; Nonparametric Interest Rate Modeling;  Derivatives and Empirical Asset Pricing.  Recently, I have been also extended my research area to the financial networks and Financial markets microstructure. My articles have been published in international peer reviewed journals such as: Journal of Financial Econometrics; Journal of Financial Stability; Journal of Empirical Finance; Quantitative Finance; Journal of International Financial Markets, Institutions & Money; Energy Economics, amongst others.





Updates:


1. My new working paper, "A Model-based Commodity Risk Measure on Commodity and Stock Market Returns" (with Emmanouil Platanakis, Xiaoxia Ye and Guofu Zhou) is available on SSRN.

  ** Semifinallist of the best paper award for investment in FMA annual meeting, 2022


2. My new working paper, "Term Premia Co-movement and Global Trade Network" (with Caihong Xu and Xiaoxia Ye) is available on SSRN.