Qingqing Chen is a Economist in the Credit Risk Analysis Division within the Economics department of the Office of the Comptroller of the Currency (OCC).
Dr. Chen's current research interests include credit risk modeling, banking and financial institutions, asset pricing, financial econometrics, and forecasting. Her fields of interest include credit risk modeling, banking and financial institutions, asset pricing, financial econometrics, forecasting, and market microstructure. Dr. Chen received her doctorate in economics from Cornell University.
Chen, QingQing, Chor-Ching Goh, Bo Sun and Lixin Colin Xu (June 2011). “Market Integration in the People's Republic of China,” Asian Development Review, vol. 28.
Chen, QingQing (December 2002). “Personal Consumption, Asset Structure and Enterprise Financing Structure,” Journal of Economic Studies, No. 4.
Butaru, Florentin, QingQing Chen, Brian Clark, Sanmay Das, Andrew Lo and Akhtar Siddique (2015). “Risk and Risk Management in the Credit Card Industry”, NBER Working Paper 21305 and SSRN Working Paper.
Chen, QingQing and Yongmiao Hong (2014). "Predictability of Equity Returns over Different Time Horizons: A Nonparametric Approach."
Chen, QingQing, Dennis Glennon and Amos Golan (2013). "Estimating Conditional Mortgage Delinquency Transition Matrices."
Chen, QingQing (2012). "An Intraday Analysis of Related Investing Vehicles Traded in the NYSE and AMEX."
Chen, QingQing (2011). "Does Liquidity or Private Information Matter for International Comovement?"
Chen, QingQing, Chor-Ching Goh, Bo Sun and Lixin Colin Xu (April 2011). “Market Integration in China,” World Bank Policy Research Working Paper 5630.
Chen, QingQing (2010). "Endogenous Information Acquisitions, Cost of Information, and Comovement of Stock Returns."