Cardiff School of Management>Staff Profiles>Wenna Lu

Dr Wenna Lu

Department: Accounting, Economics and Finance

Office/Location: 2.41C, Ogmore Building, Cardiff School of Management, Llandaff Campus

Telephone: +44 (0)29 2041 6030

Email: wlu@cardiffmet.ac.uk

Staff Overview

Wenna holds a PhD in Economics from Cardiff University. Her research area includes international finance and volatility modelling. She teaches financial derivatives and econometrics.

Teaching

  • ​BAC6011 Capital Markets and Derivatives
  • BAC7002 Quantitative Finance
  • MBA7007 Capital Markets and Derivatives
  • BEC7006 Econometrics and Data Analysis
  • MSc and MBA dissertation supervision

Research

  • ​International Finance
  • Asset Pricing
  • Volatility Modelling

Key Publications

​“Dodging the Steamroller: Fundamentals versus the Carry Trade” (with Copeland, L) Journal of International Financial Markets, Institutions and Money, 42 (2016): 115-131.

“Illiquidity and volatility spill over effects in equity markets during and after the global financial crisis: An MEM approach” (with Xu, Y and Taylor, N) International Review of Financial Analysis 56 (2018): 208-220.

Other Projects and activities

External Links