Yang Liu : Citation Profile


Are you Yang Liu?

University of Hong Kong

4

H index

1

i10 index

40

Citations

RESEARCH PRODUCTION:

3

Articles

4

Papers

RESEARCH ACTIVITY:

   6 years (2016 - 2022). See details.
   Cites by year: 6
   Journals where Yang Liu has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 2 (4.76 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli1307
   Updated: 2024-12-03    RAS profile: 2022-03-08    
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Relations with other researchers


Works with:

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

Is cited by:

Davis, Steven (3)

Barrero, Jose Maria (3)

Wu, Steve Pak Yeung (3)

Meyer, Brent (3)

Engel, Charles (3)

bloom, nicholas (3)

Montes-Rojas, Gabriel (2)

Li, Geng (1)

Pereira da Silva, Luiz Awazu (1)

Ferrara, Laurent (1)

Ahmad, Wasim (1)

Cites to:

Obstfeld, Maurice (16)

Verdelhan, Adrien (11)

KRISHNAMURTHY, ARVIND (8)

Sarno, Lucio (8)

Gabaix, Xavier (7)

Maggiori, Matteo (7)

Lustig, Hanno (7)

Mueller, Philippe (7)

Perri, Fabrizio (6)

Roussanov, Nikolai (6)

Rogoff, Kenneth (6)

Main data


Where Yang Liu has published?


Journals with more than one article published# docs
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Yang Liu (2024 and 2023)


YearTitle of citing document
2023Global banking, financial spillovers and macroprudential policy coordination. (2023). Pereira, Luiz A ; Jackson, Timothy P ; Agenor, Pierrerichard. In: Economica. RePEc:bla:econom:v:90:y:2023:i:359:p:1003-1040.

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2023The market for inflation risk. (2023). Czech, Robert ; Reis, Ricardo ; Ding, Sitong ; Bahaj, Saleem. In: Bank of England working papers. RePEc:boe:boeewp:1028.

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2023Who bears the costs of inflation? Euro area households and the 2021–2022 shock. (2023). Paz-Pardo, Gonzalo ; Pallotti, Filippo ; Violante, Giovanni L ; Tristani, Oreste ; Slacalek, Jiri. In: Working Paper Series. RePEc:ecb:ecbwps:20232877.

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2023Income inequality, inflation and financial development. (2023). Lin, Shu-Chin ; Kim, Dong-Hyeon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:468-487.

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2023Global political risk and international stock returns. (2023). Zenios, Stavros A ; Pagliardi, Giovanni ; Gala, Vito D. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:78-102.

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2023On the driving forces of real exchange rates: Is the Japanese Yen different?. (2023). Zeng, Ming ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000907.

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2024Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Luo, Jiawen ; Zhang, Zhendong. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462.

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2024Presidential economic approval rating and trade credit. (2024). Yang, Lukai ; Tarkom, Augustine. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001686.

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2023Forecasting the U.S. Dollar in the 21st Century. (2023). Engel, Charles ; Yeung, Steve Pak. In: Journal of International Economics. RePEc:eee:inecon:v:141:y:2023:i:c:s0022199623000016.

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2023Presidential economic approval rating and the cross-section of stock returns. (2023). Wang, Liyao ; Huang, Dashan ; Da, Zhi ; Chen, Zilin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:106-131.

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2023Return predictability with endogenous growth. (2023). Tamoni, Andrea ; Bretscher, Lorenzo ; Bandi, Federico M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001642.

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2023Undisclosed material inflation risk. (2023). Konchitchki, Yaniv ; Xie, Jin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:140:y:2023:i:s:p:s82-s100.

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2023Have cryptocurrencies become an inflation hedge after the reopening of the U.S. economy?. (2023). Kurosaki, Tetsuo ; Sakurai, Yuji. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000417.

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2024Is the Evergrande crisis spilling beyond China?. (2024). James, Wendy ; Banerjee, Ameet Kumar ; Ahmed, Shamima ; Moussa, Faten. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002064.

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2023Global financial cycle, commodity terms of trade and financial spreads in emerging markets and developing economies. (2023). Montes-Rojas, Gabriel ; Toledo, Fernando ; Carrera, Jorge. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:64:y:2023:i:c:p:179-190.

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2023Are Real Assets Owners Less Averse to Inflation? Evidence from Consumer Sentiments and Inflation Expectations. (2023). Sinha, Nitish R ; Li, Geng. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-58.

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2024Downward Nominal Rigidities and Bond Premia. (2024). Ngo, Phuong ; Gourio, Francois. In: Working Paper Series. RePEc:fip:fedhwp:98104.

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2023Collateral Advantage: Exchange Rates, Capital Flows and Global Cycles. (2023). Engel, Charles ; Yeung, Steve Pak ; Devereux, Michael B. In: NBER Working Papers. RePEc:nbr:nberwo:31164.

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Works by Yang Liu:


YearTitleTypeCited
2018Volatility Risk Pass-Through In: CEPR Discussion Papers.
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paper14
2018Volatility Risk Pass-through.(2018) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 14
paper
2016Volatility Risk Pass-Through.(2016) In: 2016 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2021Volatility, intermediaries, and exchange rates In: Journal of Financial Economics.
[Full Text][Citation analysis]
article5
2022Government policy approval and exchange rates In: Journal of Financial Economics.
[Full Text][Citation analysis]
article4
2020On the (Changing) asymmetry of global spillovers: Emerging markets vs. advanced economies In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article8
2022Getting to the Core: Inflation Risks Within and Across Asset Classes In: NBER Working Papers.
[Full Text][Citation analysis]
paper9

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team