Academic Faculty

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Academic Faculty

: UK Office :1.1.13

Email: arieljingjing.sun@phbs.pku.edu.cn

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Jingjing (Ariel) Sun

Assistant Professor

Research Interests

Macro-Financial Economics, Financial Technology, Econometrics, Ageing Economy

Education

2017 ,Ph.D. in Finance, Imperial College Business School, Imperial College London

2009, Msc. Risk Management & Financial Engineering, Imperial College Business School, Imperial College London

2008, Bsc (Hons) Economics & Econometrics, University of Toronto, Canad

Academic Appointments

Dec 2023 - July 2024, Lecturer in Finance and Economics, University of Bath, Department of Economics, Bath, UK

Sep 2023, Visiting Scholar, University of Missouri, Trulaske College of Business, Department of Finance, Columbia, Missouri, US

Oct 2020 - Nov 2023, Research Fellow, Cranffeld University, Department of Finance and Accounting, Bedford, UK

Sep 2019 - Sep 2020, Lecturer in Financial Economics, University of Essex, Colchester, UK

Publications

Financial Network and Interconnectedness Risk in an Emerging Market Economy Quantitative Finance (2017) Best Paper Award at 4th

European Conference on Banking and the Economy (ECOBATE 2016), Winchester, UK. Joint work with Dr. Jorge A. Chan-Lau, IMF;

The Cost of Counterparty Credit Risk and Collateralization in Longevity Swaps, Journal of Risk and Insurance (2016). Joint work with Dr. Enrico Bifffs, Prof David Blake & Dr. Lorenzo Pitotti;

Working Papers

Consumption, Housing and Reverse Mortgages: An Equilibrium Approach (2023) (link) (Joint with Dr. Jialu Shen, University of Missouri, US, Shizhe Li, Hong Kong University of Science and Technology) -JMP

Bank governance and performance: Does CEO and chair diversity (2023) (Joint with Dr Yifan Zhou, University of Leicester, UK, Prof. Alper Kara (Brunel University, UK) Prof. Philip Molyneux (Bangor University, Wales, UK), previously Best Paper Award at the Quantitative Finance Workshop (2014), University of Sussex, UK

Does the economic performance of country align with policy prediction: A machine learning approach (2023) (Joint with Dr. Jorge A Chan-Lau, AMRO Macroeconomics Research, Singapore, Longguang Sun, University of Glasgow, UK)

Equity release mortgages in emerging markets (2023) (Joint with Dr. Jialu Shen, University of Missouri, US, Dr. Jorge A. Chan-Lau, AMRO Research, Singapore, Longguang Sun, University of Glasgow, UK)

Intangible Assets and Factor Investing (2023) (Joint with Dr. Jialu Shen, University of Missouri, US)

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