Dr Wenna Lu



Department: Accounting, Economics and Finance
Telephone No: +44(0)29 2041 6030
Email Address: wlu@cardiffmet.ac.uk

​Prior to joining Cardiff Met in 2014, Wenna has obtained her PhD in Economics at Cardiff University under the thesis title "The Pricing of the risks in the Carry Trade". Her research area is international finance, asset pricing and volatility modelling. She is currently module leader of Capital Markets and Derivatives for both level 6 and level 7 students and teaching econometrics for level 6 economic students during autumn semesters. Wenna is also supervising MSc and PhD dissertations.

Journal Articles

Copeland and Lu 2016, "Dodging the Steamroller: Fundamentals versus the Carry Trade". Journal of International Financial Markets, Institutions & Money (forthcoming).

Working Papers

Lu 2016, "Conditional FX Volatility Risk Premiums in the Carry Trade" In: 2nd International Conference in Applied Theory, Macro and Finance (AMEF) in Thessaloniki

Arghyrou, Lu and Panayiotis 2015, "Exchange Rate Uncertainty and Derivations from PPP: Evidence from the G7 area" In: EMF 2015 Forum in Rotterdam

Lu 2015, "Conditional FX Volatility Risk Premiums in the Carry Trade"

Lu and Wong 2014, "The Carry Trade and Decomposed Foreign Exchange Market Volatilities" In: 7th International Workshop Methods in International Finance Network in Namur