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Denghui Chen

Senior Financial Economist

Commercial Credit Risk Analysis Division

Denghui Chen is a Senior Financial Economist in the Commercial Credit Risk Analysis Division within Supervision Risk and Analysis at the Office of the Comptroller of the Currency (OCC). His practice in risk modeling and management is primarily focused on stress testing and valuation issues.

Dr. Chen joined the OCC in 2017. His research interests include risk modeling, asset pricing, market efficiency, and market microstructure. Dr. Chen earned his Ph.D. in Finance from West Virginia University and a master’s degree in Economics from Fordham University.

Dr. Chen’s research papers can be found here.

  1. Denghui Chen, Chen Gu, and Raluca Stan. “The Role of Investor Sentiment and Market Reaction to Macroeconomic News,” Journal of Futures Markets, 41 (2021), 1412-1426.
  2. Denghui Chen. “Risk Aversion Decomposition and the Impact of Monetary Policy Surprises on Aggregate Tail Risk Aversion,” Journal of Risk Finance, 19 (2018), 564-590.
  3. Denghui Chen and Kevin Krieger. “Post-Accident Stock Returns of Aircraft Manufacturers Based on Potential Fault,” Journal of Air Transport Management, 43 (2015), 20-28.
  4. Denghui Chen, Kevin Krieger, and Nathan Mauck. “VIX Changes and Derivative Returns on FOMC Meeting Days,” Financial Markets and Portfolio Management, 26 (2012), 315-331.

  1. Denghui Chen, Chen Gu, and Raluca Stan (2022). “The Impact of Unemployment News on Financial Market Uncertainty.”
  2. Denghui Chen, Hua Kiefer, and Xiaodong Liu (2022). “Estimation of Spillover Effects in Home Mortgage Delinquencies with Sampled Loan Performance Data.”
  3. Denghui Chen, Chen Gu, Raluca Stan, and Jing Lu (2021). “Does Social Media Attention Foretell Stock Trading Activities? Evidence from Twitter Attention.”
  4. Denghui C//hen, Chen Gu, Aizhong Shen, and Raluca Stan (2019). “It is not just What you say, but How you say it: Why Tonality Matters in Central Bank Communication.”