Xiaochun Liu : Citation Profile


Are you Xiaochun Liu?

University of Alabama-Tuscaloosa

2

H index

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i10 index

8

Citations

RESEARCH PRODUCTION:

8

Articles

5

Papers

RESEARCH ACTIVITY:

   9 years (2008 - 2017). See details.
   Cites by year: 0
   Journals where Xiaochun Liu has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 3 (27.27 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli690
   Updated: 2017-11-18    RAS profile: 2017-09-18    
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Relations with other researchers


Works with:

Gospodinov, Nikolay (2)

Anatolyev, Stanislav (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Xiaochun Liu.

Is cited by:

Anatolyev, Stanislav (1)

Huang, Lin (1)

Çevik, Emrah (1)

Gospodinov, Nikolay (1)

Diez de los Rios, Antonio (1)

Cites to:

Sarno, Lucio (17)

Bollerslev, Tim (12)

McAleer, Michael (11)

Campbell, John (9)

Gospodinov, Nikolay (9)

Jimenez-Martin, Juan (9)

Engle, Robert (9)

Harvey, Campbell (9)

Diebold, Francis (9)

Menkhoff, Lukas (8)

Anatolyev, Stanislav (8)

Main data


Where Xiaochun Liu has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany4

Recent works citing Xiaochun Liu (2017 and 2016)


YearTitle of citing document
2017Can macroeconomic dynamics explain the time variation of risk–return trade-offs in the U.S. financial market?. (2017). Liu, Xiaochun . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:275-293.

Full description at Econpapers || Download paper

Works by Xiaochun Liu:


YearTitleTypeCited
2016Markov switching quantile autoregression In: Statistica Neerlandica.
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2013Markov-Switching Quantile Autoregression.(2013) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
paper
2015Unfolded GARCH models In: Journal of Economic Dynamics and Control.
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article2
2016A new approach to risk-return trade-off dynamics via decomposition In: Journal of Economic Dynamics and Control.
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article1
2008Chinas segmented stock market: An application of the conditional international capital asset pricing model In: Emerging Markets Review.
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article4
2017Foreign exchange predictability and the carry trade: A decomposition approach In: Journal of Empirical Finance.
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2015Modeling time-varying skewness via decomposition for out-of-sample forecast In: International Journal of Forecasting.
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article1
2017Unfolded risk-return trade-offs and links to Macroeconomic Dynamics In: Journal of Banking & Finance.
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article0
2017An integrated macro-financial risk-based approach to the stressed capital requirement In: Review of Financial Economics.
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2015Foreign exchange predictability during the financial crisis: implications for carry trade profitability In: FRB Atlanta Working Paper.
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2011The Dynamic International Optimal Hedge Ratio In: MPRA Paper.
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2011Modeling the time-varying skewness via decomposition for out-of-sample forecast In: MPRA Paper.
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2013Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach In: MPRA Paper.
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