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 33
Encompassing tests for value at risk and expected shortfall multi-step forecasts based on inference on the boundary 0 0 0 9 0 0 3 25
Foreign exchange predictability during the financial crisis: implications for carry trade profitability 0 0 0 162 0 0 1 387
Markov-Switching Quantile Autoregression 0 0 0 88 1 1 1 158
Modeling the time-varying skewness via decomposition for out-of-sample forecast 0 0 0 12 0 0 1 70
Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach 0 0 0 70 0 0 2 145
The Dynamic International Optimal Hedge Ratio 0 0 0 34 0 0 1 118
Total Working Papers 0 0 1 394 2 2 14 936

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 2 105
An integrated macro-financial risk-based approach to the stressed capital requirement 0 0 0 7 0 1 2 43
An integrated macro‐financial risk‐based approach to the stressed capital requirement 0 0 0 0 0 0 1 6
Are exchange rates absorbers of global oil shocks? A generalized structural analysis 1 2 7 7 1 2 12 12
Can macroeconomic dynamics explain the time variation of risk–return trade-offs in the U.S. financial market? 0 0 0 2 0 0 2 40
China's segmented stock market: An application of the conditional international capital asset pricing model 0 0 0 64 0 0 2 237
Cyclicality of stock market volatility 0 0 0 3 0 0 1 17
Encompassing Tests for Value at Risk and Expected Shortfall Multistep Forecasts Based on Inference on the Boundary* 0 0 1 3 0 2 8 12
Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach 0 1 7 51 2 3 18 150
Foreign exchange predictability and the carry trade: A decomposition approach 0 0 3 24 0 1 10 143
How is the Taylor Rule Distributed under Endogenous Monetary Regimes? 0 0 0 6 0 0 0 19
Markov switching quantile autoregression 0 0 0 8 0 0 0 46
Markov-switching quantile autoregression: a Gibbs sampling approach 0 1 2 24 0 1 6 100
Measuring systemic risk with regime switching in tails 0 0 0 12 1 2 3 73
Modeling time-varying skewness via decomposition for out-of-sample forecast 0 0 0 10 0 0 2 45
On fiscal and monetary policy-induced macroeconomic volatility dynamics 0 0 2 20 0 0 2 56
On tail fatness of macroeconomic dynamics 0 0 2 20 0 0 5 64
QUANTILE-BASED ASYMMETRIC DYNAMICS OF REAL GDP GROWTH 0 0 0 10 0 0 1 21
Structural Volatility Impulse Response Function and Asymptotic Inference 0 0 0 13 0 0 1 44
Structural sources of oil market volatility and correlation dynamics 0 0 1 5 1 1 4 16
Unfolded GARCH models 0 0 0 19 0 0 2 95
Unfolded risk-return trade-offs and links to Macroeconomic Dynamics 0 0 0 7 0 0 1 65
Total Journal Articles 1 4 25 335 7 15 85 1,409

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Statistics updated 2025-08-05