Access Statistics for Xiaochun Liu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary 0 0 1 19 1 1 5 35
Encompassing tests for value at risk and expected shortfall multi-step forecasts based on inference on the boundary 0 0 0 9 7 12 20 44
Foreign exchange predictability during the financial crisis: implications for carry trade profitability 0 0 0 162 1 4 6 393
Markov-Switching Quantile Autoregression 0 0 1 89 4 10 15 172
Modeling the time-varying skewness via decomposition for out-of-sample forecast 0 0 0 12 3 5 6 75
Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach 0 0 0 70 2 4 5 149
The Dynamic International Optimal Hedge Ratio 0 0 0 34 1 1 2 120
Total Working Papers 0 0 2 395 19 37 59 988

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new approach to risk-return trade-off dynamics via decomposition 0 0 0 20 6 8 10 113
An integrated macro-financial risk-based approach to the stressed capital requirement 0 0 0 7 1 2 6 48
An integrated macro‐financial risk‐based approach to the stressed capital requirement 0 0 0 0 0 2 3 9
Are exchange rates absorbers of global oil shocks? A generalized structural analysis 0 1 5 8 6 10 15 22
Can macroeconomic dynamics explain the time variation of risk–return trade-offs in the U.S. financial market? 0 0 0 2 6 8 8 48
China's segmented stock market: An application of the conditional international capital asset pricing model 0 0 0 64 5 6 7 244
Cyclicality of stock market volatility 0 0 0 3 1 4 4 21
Encompassing Tests for Value at Risk and Expected Shortfall Multistep Forecasts Based on Inference on the Boundary* 0 0 1 4 1 2 11 17
Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach 0 1 6 53 3 11 27 167
Foreign exchange predictability and the carry trade: A decomposition approach 0 0 0 24 0 1 5 146
How is the Taylor Rule Distributed under Endogenous Monetary Regimes? 0 0 0 6 0 1 2 21
Markov switching quantile autoregression 0 0 0 8 13 16 17 63
Markov-switching quantile autoregression: a Gibbs sampling approach 1 2 3 26 4 11 13 111
Measuring systemic risk with regime switching in tails 0 0 0 12 1 2 4 75
Modeling time-varying skewness via decomposition for out-of-sample forecast 0 0 0 10 0 1 2 47
On fiscal and monetary policy-induced macroeconomic volatility dynamics 0 0 0 20 2 3 5 61
On tail fatness of macroeconomic dynamics 0 0 1 20 3 6 10 72
QUANTILE-BASED ASYMMETRIC DYNAMICS OF REAL GDP GROWTH 0 0 1 11 1 2 3 24
Structural Volatility Impulse Response Function and Asymptotic Inference 0 0 0 13 5 6 7 51
Structural sources of oil market volatility and correlation dynamics 0 0 1 5 1 2 4 18
Unfolded GARCH models 0 0 0 19 2 3 7 101
Unfolded Skewness and Kurtosis Timings in Out-of-Sample Density Forecasts of Financial Returns 1 4 4 4 11 15 15 15
Unfolded risk-return trade-offs and links to Macroeconomic Dynamics 0 0 0 7 3 5 6 71
Total Journal Articles 2 8 22 346 75 127 191 1,565

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Statistics updated 2026-02-12