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 2 17 0 1 6 25
Encompassing tests for value at risk and expected shortfall multi-step forecasts based on inference on the boundary 0 0 0 8 0 0 3 17
Foreign exchange predictability during the financial crisis: implications for carry trade profitability 0 0 0 162 0 0 2 386
Markov-Switching Quantile Autoregression 2 2 2 87 2 2 3 147
Modeling the time-varying skewness via decomposition for out-of-sample forecast 0 0 0 12 0 1 2 69
Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach 1 2 2 67 2 3 4 137
The Dynamic International Optimal Hedge Ratio 0 0 0 34 0 0 0 115
Total Working Papers 3 4 6 387 4 7 20 896


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 0 0 1 100
An integrated macro-financial risk-based approach to the stressed capital requirement 0 0 0 7 0 0 1 40
An integrated macro‐financial risk‐based approach to the stressed capital requirement 0 0 0 0 0 1 1 5
Can macroeconomic dynamics explain the time variation of risk–return trade-offs in the U.S. financial market? 0 0 0 2 0 1 3 33
China's segmented stock market: An application of the conditional international capital asset pricing model 0 0 0 63 0 1 5 231
Cyclicality of stock market volatility 0 0 0 2 0 1 3 14
Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach 0 1 9 31 4 8 31 99
Foreign exchange predictability and the carry trade: A decomposition approach 0 0 0 20 0 1 5 121
How is the Taylor Rule Distributed under Endogenous Monetary Regimes? 0 0 1 6 0 1 4 17
Markov switching quantile autoregression 0 0 0 8 1 1 2 43
Markov-switching quantile autoregression: a Gibbs sampling approach 1 1 3 22 1 1 6 91
Measuring systemic risk with regime switching in tails 0 0 1 9 0 0 7 62
Modeling time-varying skewness via decomposition for out-of-sample forecast 0 0 1 10 0 0 3 43
On fiscal and monetary policy-induced macroeconomic volatility dynamics 1 1 8 12 1 1 22 37
On tail fatness of macroeconomic dynamics 0 2 4 13 1 6 13 47
QUANTILE-BASED ASYMMETRIC DYNAMICS OF REAL GDP GROWTH 0 0 3 10 0 0 3 18
Structural Volatility Impulse Response Function and Asymptotic Inference 0 0 2 11 2 3 5 39
Unfolded GARCH models 0 0 1 15 0 0 3 89
Unfolded risk-return trade-offs and links to Macroeconomic Dynamics 0 0 1 5 0 0 6 57
Total Journal Articles 2 5 34 266 10 26 124 1,186


Statistics updated 2022-11-05