Yu Xu

Photograph
Title Assistant Professor of Finance
Email yuxu@nospam666c0a32329c8.udel.edu
Office 314 Purnell Hall
Biography

Biography

Yu Xu is an assistant professor of finance at the University of Delaware’s Alfred Lerner College of Business and Economics. He received his Ph.D. in finance from MIT Sloan in 2015. His research interests include asset pricing, credit risk, international finance, labor and macro-finance. You can find additional information regarding his research on his personal webpage.

Education

  • Ph.D. in finance, Massachusetts Institution of Technology

Select Publications

  • “High Discounts and Low Fundamental Surplus: An Equivalence Result for Unemployment Fluctuations,” with Indrajit Mitra and Taeuk Seo, Management Science, forthcoming.
  • “A Theory of the Term Structure of Interest Rates under Limited Household Risk Sharing,” with Indrajit Mitra, Review of Financial Studies, forthcoming.
  • “Illiquidity in Sovereign Debt Markets,” with Juan Passadore, Journal of International Economics, Volume 137, July 2022, 103618.
  • “Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads,” with Hui Chen and Jun Yang, Journal of Financial Economics, 2021, 139(3): 770-799.
  • “Time-varying Risk Premium and Unemployment Risk across Age Groups,” with Indrajit Mitra, Review of Financial Studies, 2020, 33(8): 3624-3673.

Awards & Honors

  • Early Career Scheme Grant, Hong Kong Research Grants Council, 2016.
  • TCW Best Paper Award, China International Conference in Finance, for “Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads,” 2012.

Website

Visit Yu Xu’s personal webpage.