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 0 1 5 34
Encompassing tests for value at risk and expected shortfall multi-step forecasts based on inference on the boundary 0 0 0 9 4 8 15 37
Foreign exchange predictability during the financial crisis: implications for carry trade profitability 0 0 0 162 1 4 5 392
Markov-Switching Quantile Autoregression 0 1 1 89 2 10 11 168
Modeling the time-varying skewness via decomposition for out-of-sample forecast 0 0 0 12 1 2 3 72
Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach 0 0 0 70 1 2 3 147
The Dynamic International Optimal Hedge Ratio 0 0 0 34 0 1 2 119
Total Working Papers 0 1 2 395 9 28 44 969

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 2 2 4 107
An integrated macro-financial risk-based approach to the stressed capital requirement 0 0 0 7 0 1 5 47
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 1 1 5 8 3 4 10 16
Can macroeconomic dynamics explain the time variation of risk–return trade-offs in the U.S. financial market? 0 0 0 2 1 2 2 42
China's segmented stock market: An application of the conditional international capital asset pricing model 0 0 0 64 0 2 2 239
Cyclicality of stock market volatility 0 0 0 3 1 3 3 20
Encompassing Tests for Value at Risk and Expected Shortfall Multistep Forecasts Based on Inference on the Boundary* 0 0 2 4 0 2 11 16
Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach 0 1 7 53 1 11 27 164
Foreign exchange predictability and the carry trade: A decomposition approach 0 0 0 24 0 2 6 146
How is the Taylor Rule Distributed under Endogenous Monetary Regimes? 0 0 0 6 0 2 2 21
Markov switching quantile autoregression 0 0 0 8 1 4 4 50
Markov-switching quantile autoregression: a Gibbs sampling approach 0 1 3 25 5 7 11 107
Measuring systemic risk with regime switching in tails 0 0 0 12 1 1 3 74
Modeling time-varying skewness via decomposition for out-of-sample forecast 0 0 0 10 1 2 3 47
On fiscal and monetary policy-induced macroeconomic volatility dynamics 0 0 1 20 0 2 4 59
On tail fatness of macroeconomic dynamics 0 0 2 20 1 4 8 69
QUANTILE-BASED ASYMMETRIC DYNAMICS OF REAL GDP GROWTH 0 0 1 11 0 1 2 23
Structural Volatility Impulse Response Function and Asymptotic Inference 0 0 0 13 1 2 2 46
Structural sources of oil market volatility and correlation dynamics 0 0 1 5 1 1 3 17
Unfolded GARCH models 0 0 0 19 1 3 5 99
Unfolded Skewness and Kurtosis Timings in Out-of-Sample Density Forecasts of Financial Returns 2 3 3 3 3 4 4 4
Unfolded risk-return trade-offs and links to Macroeconomic Dynamics 0 0 0 7 2 2 3 68
Total Journal Articles 3 6 25 344 25 66 127 1,490

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Statistics updated 2026-01-09