Xiaochun Liu
Names
| first: |
Xiaochun |
| last: |
Liu |
Identifer
Contact
Affiliations
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University of Alabama-Tuscaloosa
/ Culverhouse College of Business
Research profile
author of:
- Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary (RePEc:arx:papers:2009.07341)
by Timo Dimitriadis & Xiaochun Liu & Julie Schnaitmann - How is the Taylor Rule Distributed under Endogenous Monetary Regimes? (RePEc:bla:irvfin:v:18:y:2018:i:2:p:305-316)
by Xiaochun Liu - Markov switching quantile autoregression (RePEc:bla:stanee:v:70:y:2016:i:4:p:356-395)
by Xiaochun Liu - Markov-switching quantile autoregression: a Gibbs sampling approach (RePEc:bpj:sndecm:v:22:y:2018:i:2:p:0:n:4)
by Liu Xiaochun & Luger Richard - Quantile-Based Asymmetric Dynamics Of Real Gdp Growth (RePEc:cup:macdyn:v:24:y:2020:i:8:p:1960-1988_4)
by Liu, Xiaochun - On fiscal and monetary policy-induced macroeconomic volatility dynamics (RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000580)
by Liu, Xiaochun - Unfolded GARCH models (RePEc:eee:dyncon:v:58:y:2015:i:c:p:186-217)
by Liu, Xiaochun & Luger, Richard - A new approach to risk-return trade-off dynamics via decomposition (RePEc:eee:dyncon:v:62:y:2016:i:c:p:43-55)
by Frazier, David T. & Liu, Xiaochun - Measuring systemic risk with regime switching in tails (RePEc:eee:ecmode:v:67:y:2017:i:c:p:55-72)
by Liu, Xiaochun - China's segmented stock market: An application of the conditional international capital asset pricing model (RePEc:eee:ememar:v:9:y:2008:i:3:p:153-173)
by Jacobsen, Brian J. & Liu, Xiaochun - Foreign exchange predictability and the carry trade: A decomposition approach (RePEc:eee:empfin:v:42:y:2017:i:c:p:199-211)
by Anatolyev, Stanislav & Gospodinov, Nikolay & Jamali, Ibrahim & Liu, Xiaochun - Structural sources of oil market volatility and correlation dynamics (RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001561)
by Harrison, Andre & Liu, Xiaochun & Stewart, Shamar L. - Modeling time-varying skewness via decomposition for out-of-sample forecast (RePEc:eee:intfor:v:31:y:2015:i:2:p:296-311)
by Liu, Xiaochun - Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach (RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620301151)
by You, Yu & Liu, Xiaochun - Unfolded risk-return trade-offs and links to Macroeconomic Dynamics (RePEc:eee:jbfina:v:82:y:2017:i:c:p:1-19)
by Liu, Xiaochun - Are exchange rates absorbers of global oil shocks? A generalized structural analysis (RePEc:eee:jimfin:v:146:y:2024:i:c:s026156062400113x)
by Harrison, Andre & Liu, Xiaochun & Stewart, Shamar L. - On tail fatness of macroeconomic dynamics (RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070418303367)
by Liu, Xiaochun - Can macroeconomic dynamics explain the time variation of risk–return trade-offs in the U.S. financial market? (RePEc:eee:quaeco:v:66:y:2017:i:c:p:275-293)
by Liu, Xiaochun - An integrated macro-financial risk-based approach to the stressed capital requirement (RePEc:eee:revfin:v:34:y:2017:i:c:p:86-98)
by Liu, Xiaochun - Foreign exchange predictability during the financial crisis: implications for carry trade profitability (RePEc:fip:fedawp:2015-06)
by Stanislav Anatolyev & Nikolay Gospodinov & Ibrahim Jamali & Xiaochun Liu - Structural Volatility Impulse Response Function and Asymptotic Inference (RePEc:oup:jfinec:v:16:y:2018:i:2:p:316-339.)
by Xiaochun Liu - The Dynamic International Optimal Hedge Ratio (RePEc:pra:mprapa:35260)
by Liu, Xiaochun & Jacobsen, Brian - Modeling the time-varying skewness via decomposition for out-of-sample forecast (RePEc:pra:mprapa:41248)
by Liu, Xiaochun - Markov-Switching Quantile Autoregression (RePEc:pra:mprapa:55800)
by Liu, Xiaochun - Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach (RePEc:pra:mprapa:55801)
by Liu, Xiaochun - Cyclicality of stock market volatility (RePEc:taf:apeclt:v:26:y:2019:i:8:p:645-649)
by Yu You & Xiaochun Liu - An integrated macro‐financial risk‐based approach to the stressed capital requirement (RePEc:wly:revfec:v:34:y:2017:i:1:p:86-98)
by Xiaochun Liu - Encompassing tests for value at risk and expected shortfall multi-step forecasts based on inference on the boundary (RePEc:zbw:hohdps:112020)
by Dimitriadis, Timo & Liu, Xiaochun & Schnaitmann, Julie