Chia-Yi Yen

Chia-Yi Yen

Ph.D. Candidate in Finance

University of Mannheim

Biography

Chia-Yi Yen is a Ph.D. candidate in Finance at the University of Mannheim. Her research interests span empirical macro-finance, asset management, and corporate governance. She has published empirical macro-finance papers in decent field journals and has been dedicated to numerous research projects. Before commencing her doctoral studies, she worked as a quantitative strategy analyst in the fund industry and as a data science consultant for financial institutions.

Interests
  • Investment
  • Mutual Funds
  • Empirical Macro-Finance
  • Corporate Governance
Education
  • Ph.D. Candidate in Finance, 2017-2024 (expected)

    University of Mannheim

  • M.Sc. in Economics, 2012-2014

    National Taiwan University

  • B.A. in Economics, 2007-2012

    National Taiwan University

Publications

(2023). Convenience yield and real exchange rate dynamics: A present‐value interpretation. Canadian Journal of Economics, 56(2), 453-489.

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(2020). Understanding the macroeconomic impact of illiquidity shocks in the United States. Economic Inquiry, 58(3), 1245-1278.

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(2015). Predicting US recessions with stock market illiquidity. The BE Journal of Macroeconomics, 16(1), 93-123.

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