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 0 1 159 0 0 10 373
Markov-Switching Quantile Autoregression 0 0 1 82 0 0 16 131
Modeling the time-varying skewness via decomposition for out-of-sample forecast 0 0 0 12 0 0 4 61
Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach 0 1 4 62 1 6 23 122
The Dynamic International Optimal Hedge Ratio 0 2 3 33 1 6 10 111
Total Working Papers 0 3 9 348 2 12 63 798


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 1 1 19 1 5 13 93
An integrated macro-financial risk-based approach to the stressed capital requirement 0 0 0 6 0 1 6 27
Can macroeconomic dynamics explain the time variation of risk–return trade-offs in the U.S. financial market? 0 0 1 1 0 0 6 19
China's segmented stock market: An application of the conditional international capital asset pricing model 1 2 2 62 1 3 5 218
Cyclicality of stock market volatility 0 0 1 1 1 3 6 8
Foreign exchange predictability and the carry trade: A decomposition approach 0 0 6 16 1 3 31 89
How is the Taylor Rule Distributed under Endogenous Monetary Regimes? 0 0 1 2 0 0 4 8
Markov switching quantile autoregression 0 0 2 8 0 1 13 38
Markov-switching quantile autoregression: a Gibbs sampling approach 0 0 9 18 1 2 24 69
Measuring systemic risk with regime switching in tails 0 0 4 7 0 1 19 40
Modeling time-varying skewness via decomposition for out-of-sample forecast 0 0 0 9 0 0 7 37
On tail fatness of macroeconomic dynamics 0 0 2 2 0 4 11 11
Structural Volatility Impulse Response Function and Asymptotic Inference 0 0 4 5 0 1 14 22
Unfolded GARCH models 0 0 0 14 1 4 9 70
Unfolded risk-return trade-offs and links to Macroeconomic Dynamics 0 0 1 3 0 1 18 41
Total Journal Articles 1 3 34 173 6 29 186 790


Statistics updated 2020-09-04