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
Foreign exchange predictability during the financial crisis: implications for carry trade profitability 0 1 1 158 2 6 13 367
Markov-Switching Quantile Autoregression 0 0 1 81 1 2 8 116
Modeling the time-varying skewness via decomposition for out-of-sample forecast 0 0 0 12 1 1 3 58
Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach 0 0 1 58 2 2 4 101
The Dynamic International Optimal Hedge Ratio 0 0 1 30 2 2 4 103
Total Working Papers 0 1 4 339 8 13 32 745


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 1 18 0 1 6 80
An integrated macro-financial risk-based approach to the stressed capital requirement 0 1 1 6 1 3 6 22
Can macroeconomic dynamics explain the time variation of risk–return trade-offs in the U.S. financial market? 0 0 0 0 0 3 4 15
China's segmented stock market: An application of the conditional international capital asset pricing model 0 0 1 60 1 2 4 215
Cyclicality of stock market volatility 0 0 0 0 0 0 2 2
Foreign exchange predictability and the carry trade: A decomposition approach 1 2 2 11 4 10 27 66
How is the Taylor Rule Distributed under Endogenous Monetary Regimes? 1 1 2 2 2 4 5 6
Markov switching quantile autoregression 0 0 0 6 0 2 6 26
Markov-switching quantile autoregression: a Gibbs sampling approach 2 3 8 12 3 7 36 52
Measuring systemic risk with regime switching in tails 0 1 3 4 2 6 13 26
Modeling time-varying skewness via decomposition for out-of-sample forecast 0 0 0 9 1 2 2 32
Structural Volatility Impulse Response Function and Asymptotic Inference 1 2 3 3 2 4 8 11
Unfolded GARCH models 0 1 1 14 2 5 11 63
Unfolded risk-return trade-offs and links to Macroeconomic Dynamics 0 0 1 2 6 9 12 30
Total Journal Articles 5 11 23 147 24 58 142 646


Statistics updated 2019-11-03