Xiaochun Liu : Citation Profile

Are you Xiaochun Liu?

University of Alabama-Tuscaloosa

5

H index

3

i10 index

83

Citations

RESEARCH PRODUCTION:

20

Articles

7

Papers

RESEARCH ACTIVITY:

   15 years (2008 - 2023). See details.
   Cites by year: 5
   Journals where Xiaochun Liu has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 14 (14.43 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli1583
   Updated: 2024-04-18    RAS profile: 2024-01-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Liu, Xiaochun (8)

Liu, Xiaochun (7)

Liu, Xiaochun (7)

You, Yu (2)

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

Is cited by:

Nguyen, Hoang (10)

Kiss, Tamas (7)

Österholm, Pär (7)

Anatolyev, Stanislav (4)

GUPTA, RANGAN (4)

Karlsson, Sune (3)

Naraidoo, Ruthira (3)

Yang, Minxian (2)

Kim, Tae-Hwan (2)

Pfarrhofer, Michael (2)

Shin, Minchul (2)

Cites to:

Liu, Xiaochun (25)

Liu, Xiaochun (25)

Liu, Xiaochun (25)

Engle, Robert (17)

Bollerslev, Tim (16)

Sarno, Lucio (16)

Rossi, Barbara (16)

West, Kenneth (15)

Campbell, John (14)

Harvey, Campbell (12)

Diebold, Francis (12)

Main data

Where Xiaochun Liu has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control3
Journal of Banking & Finance2

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

Recent works citing Xiaochun Liu (2024 and 2023)

YearTitle of citing document
2023Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2023). M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Papers. RePEc:arx:papers:2303.16149.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834.

Full description at Econpapers || Download paper

2023How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? Evidence from major currencies. (2023). Huang, Jianglu ; Qi, Zikang ; Wang, Xinyu. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003923.

Full description at Econpapers || Download paper

2023Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty. (2023). Adediran, Idris ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000913.

Full description at Econpapers || Download paper

2023On the role of interest rate differentials in the dynamic asymmetry of exchange rates. (2023). Ulm, M ; Hambuckers, J. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003668.

Full description at Econpapers || Download paper

2023Nowcasting of the Short-run Euro-Dollar Exchange Rate with Economic Fundamentals and Time-varying Parameters. (2023). Yemba, Boniface ; Biswas, Nabaneeta ; Tang, Biyan ; Otunuga, Olusegun Michael. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007474.

Full description at Econpapers || Download paper

2023Global economic uncertainty and the Chinese stock market: Assessing the impacts of global indicators. (2023). Cui, Can ; Zhang, Yueyan ; Bai, Jiancheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000752.

Full description at Econpapers || Download paper

2023High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction?. (2020). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha. In: Working Papers. RePEc:fip:fedpwp:88714.

Full description at Econpapers || Download paper

2023DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors. (2023). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10200-y.

Full description at Econpapers || Download paper

2023Exploring Systemic Risk Measurement Issues in Shadow Banks: A Case of an Emerging Economy. (2023). Pati, Ambika Prasad ; Bhattacharjee, Nandita. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:12:y:2023:i:2:p:186-217.

Full description at Econpapers || Download paper

2023Modelling Okun’s law: Does non-Gaussianity matter?. (2023). Österholm, Pär ; Kiss, Tamas ; Osterholm, Par ; Nguyen, Hoang. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02309-2.

Full description at Econpapers || Download paper

2023Modeling the relation between the US real economy and the corporate bond?yield spread in Bayesian VARs with non?Gaussian innovations. (2023). Österholm, Pär ; Osterholm, Par ; Nguyen, Hoang ; Mazur, Stepan ; Kiss, Tamas. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:347-368.

Full description at Econpapers || Download paper

Works by Xiaochun Liu:

YearTitleTypeCited
2020Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary In: Papers.
[Full Text][Citation analysis]		paper2
2020Encompassing tests for value at risk and expected shortfall multi-step forecasts based on inference on the boundary.(2020) In: Hohenheim Discussion Papers in Business, Economics and Social Sciences.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2018How is the Taylor Rule Distributed under Endogenous Monetary Regimes? In: International Review of Finance.
[Full Text][Citation analysis]		article3
2016Markov switching quantile autoregression In: Statistica Neerlandica.
[Full Text][Citation analysis]		article3
2013Markov-Switching Quantile Autoregression.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2018Markov-switching quantile autoregression: a Gibbs sampling approach In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article3
2020QUANTILE-BASED ASYMMETRIC DYNAMICS OF REAL GDP GROWTH In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article0
2021On fiscal and monetary policy-induced macroeconomic volatility dynamics In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
2015Unfolded GARCH models In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article5
2016A new approach to risk-return trade-off dynamics via decomposition In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article8
2017Measuring systemic risk with regime switching in tails In: Economic Modelling.
[Full Text][Citation analysis]		article13
2008Chinas segmented stock market: An application of the conditional international capital asset pricing model In: Emerging Markets Review.
[Full Text][Citation analysis]		article4
2017Foreign exchange predictability and the carry trade: A decomposition approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article5
2023Structural sources of oil market volatility and correlation dynamics In: Energy Economics.
[Full Text][Citation analysis]		article0
2015Modeling time-varying skewness via decomposition for out-of-sample forecast In: International Journal of Forecasting.
[Full Text][Citation analysis]		article2
2011Modeling the time-varying skewness via decomposition for out-of-sample forecast.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2020Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article13
2017Unfolded risk-return trade-offs and links to Macroeconomic Dynamics In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article7
2019On tail fatness of macroeconomic dynamics In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article13
2017Can macroeconomic dynamics explain the time variation of risk–return trade-offs in the U.S. financial market? In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article1
2017An integrated macro-financial risk-based approach to the stressed capital requirement In: Review of Financial Economics.
[Full Text][Citation analysis]		article0
2017An integrated macro?financial risk?based approach to the stressed capital requirement.(2017) In: Review of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2015Foreign exchange predictability during the financial crisis: implications for carry trade profitability In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper0
2018Structural Volatility Impulse Response Function and Asymptotic Inference In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article1
2011The Dynamic International Optimal Hedge Ratio In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2013Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2019Cyclicality of stock market volatility In: Applied Economics Letters.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team