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 0 19 0 1 3 35
Encompassing tests for value at risk and expected shortfall multi-step forecasts based on inference on the boundary 0 0 0 9 0 7 19 44
Foreign exchange predictability during the financial crisis: implications for carry trade profitability 0 0 0 162 0 3 8 395
Markov-Switching Quantile Autoregression 0 0 1 89 1 7 18 175
Modeling the time-varying skewness via decomposition for out-of-sample forecast 0 0 0 12 0 4 6 76
Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach 0 0 0 70 0 2 4 149
The Dynamic International Optimal Hedge Ratio 0 0 0 34 0 2 3 121
Total Working Papers 0 0 1 395 1 26 61 995

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 3 9 13 116
An integrated macro-financial risk-based approach to the stressed capital requirement 0 0 0 7 0 1 6 48
An integrated macro‐financial risk‐based approach to the stressed capital requirement 0 0 0 0 1 3 6 12
Are exchange rates absorbers of global oil shocks? A generalized structural analysis 0 0 5 8 0 8 16 24
Can macroeconomic dynamics explain the time variation of risk–return trade-offs in the U.S. financial market? 0 0 0 2 0 6 8 48
China's segmented stock market: An application of the conditional international capital asset pricing model 0 0 0 64 0 5 7 244
Cyclicality of stock market volatility 1 1 1 4 2 4 7 24
Encompassing Tests for Value at Risk and Expected Shortfall Multistep Forecasts Based on Inference on the Boundary* 0 0 1 4 1 2 8 18
Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach 1 1 6 54 1 4 26 168
Foreign exchange predictability and the carry trade: A decomposition approach 0 0 0 24 3 7 12 153
How is the Taylor Rule Distributed under Endogenous Monetary Regimes? 0 0 0 6 0 0 2 21
Markov switching quantile autoregression 0 0 0 8 1 14 18 64
Markov-switching quantile autoregression: a Gibbs sampling approach 0 1 3 26 0 6 14 113
Measuring systemic risk with regime switching in tails 0 0 0 12 0 3 6 77
Modeling time-varying skewness via decomposition for out-of-sample forecast 0 0 0 10 1 2 4 49
On fiscal and monetary policy-induced macroeconomic volatility dynamics 0 0 0 20 2 5 8 64
On tail fatness of macroeconomic dynamics 0 0 1 20 0 4 10 73
QUANTILE-BASED ASYMMETRIC DYNAMICS OF REAL GDP GROWTH 0 0 1 11 0 2 4 25
Structural Volatility Impulse Response Function and Asymptotic Inference 0 0 0 13 1 6 8 52
Structural sources of oil market volatility and correlation dynamics 0 0 0 5 0 1 3 18
Unfolded GARCH models 0 0 0 19 1 3 7 102
Unfolded Skewness and Kurtosis Timings in Out-of-Sample Density Forecasts of Financial Returns 1 2 5 5 5 27 31 31
Unfolded risk-return trade-offs and links to Macroeconomic Dynamics 0 1 1 8 1 6 9 74
Total Journal Articles 3 6 24 350 23 128 233 1,618

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Statistics updated 2026-04-09