Ran Zhao

Doctoral student Ran Zhao (MSFE/Math) and Lu Zhu co-authored “The Externalities of Credit Default Swaps on Stock Return Synchronicity,” which was published last year in the Journal of Futures Markets. Zhao also presented on “Credit Derivatives and Corporate Default Prediction,” “Improving Asymmetric Stochastic Volatility Models with Ex-post Volatility,” “Bond Volatility and CDS Auctions,” and “Credit Risk Contagion in a Network Economy: Evidence from Supply Chain Data” at various finance association annual meetings in 2020/21, including the Financial Management Association Annual Meeting, Southern Finance Association Annual Meeting, Midwest Finance Association Annual Meeting, and the Western Conference in Mathematical Finance.