Yang Liu : Citation Profile

University of Hong Kong

5

H index

5

i10 index

69

Citations

RESEARCH PRODUCTION:

3

Articles

4

Papers

RESEARCH ACTIVITY:

   6 years (2016 - 2022). See details.
   Cites by year: 11
   Journals where Yang Liu has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 2 (2.82 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli1307
   Updated: 2026-03-28    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:

Weber, Michael (4)

Engel, Charles (3)

Barrero, Jose Maria (3)

Davis, Steven (3)

Wu, Steve Pak Yeung (3)

Meyer, Brent (3)

bloom, nicholas (3)

Correa, Ricardo (2)

Paz-Pardo, Gonzalo (2)

Montes-Rojas, Gabriel (2)

Slacalek, Jiri (2)

Cites to:

Obstfeld, Maurice (16)

Verdelhan, Adrien (11)

Sarno, Lucio (8)

KRISHNAMURTHY, ARVIND (8)

Maggiori, Matteo (7)

Lustig, Hanno (7)

Mueller, Philippe (7)

Gabaix, Xavier (7)

Roussanov, Nikolai (6)

Perri, Fabrizio (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 (2025 and 2024)

YearTitle of citing document
2024The Term Structure of Covered Interest Rate Parity Violations. (2024). Song, Dongho ; Chernov, Mikhail ; Schmid, Lukas ; Augustin, Patrick. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2077-2114.

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2024Inflation and Trading. (2024). Weber, Michael ; Hackethal, Andreas ; Schnorpfeil, Philip. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11580.

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2025Changes in Inflation Expectations and Firm Performance during Recent Global Economic Shocks. (2025). Selmi, Refk. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2025:v:26:i:2:selmi.

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2024Asymmetric monetary policy spillovers: the role of supply chains, credit networks and fear of floating. (2024). Ozkan, Gulcin ; Mistak, Jakub. In: Working Paper Series. RePEc:ecb:ecbwps:20242995.

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2024Nominal exchange rates and heterogeneous beliefs. (2024). Lu, Lei ; Jiao, Feng ; Croitoru, Benjamin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000964.

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2025Real estate as an inflation hedge: new evidence from an international analysis. (2025). Hoesli, Martin ; Muckenhaupt, Jan ; Zhu, Bing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001287.

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2024Do investors care about inflation risk? Evidence from global bond portfolio allocation. (2024). Ceballos, Luis ; Ng, Oscar. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524004397.

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2025Hedging political risk in international portfolios. (2025). Pagliardi, Giovanni ; Lotfi, Somayyeh ; Zenios, Stavros A ; Paparoditis, Efstathios. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:2:p:629-646.

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2024Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter. (2024). Yildirim, Zekeriya ; Guloglu, Hasan. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224020711.

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2024Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Zhang, Zhendong ; Luo, Jiawen. 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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2024Does RMB exchange rate regime reform decrease corporate risk-taking? Evidence from China. (2024). Si, Deng-Kui ; Cui, Ling. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011401.

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2025Analyzing the response of energy and major financial assets to global financial risks: a time-quantile analysis in a volatile global environment. (2025). Zambrano-Monserrate, Manuel ; USMAN, OJONUGWA ; Adebayo, Tomiwa ; Zkan, Oktay. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pb:s154461232501712x.

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2025Dealer leverage and exchange rates: Heterogeneity across intermediaries. (2025). Correa, Ricardo ; Demarco, Laurie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:174:y:2025:i:c:s0378426625000214.

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2024Inflation and Disintermediation. (2024). Baron, Matthew ; Agarwal, Isha. In: Journal of Financial Economics. RePEc:eee:jfinec:v:160:y:2024:i:c:s0304405x24001259.

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2025Back to the 1980s or not? The drivers of inflation and real risks in Treasury bonds. (2025). Pflueger, Carolin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000352.

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2025The trade imbalance network and currency returns. (2025). Hou, Ai Jun ; Sarno, Lucio ; Ye, Xiaoxia. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001205.

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2025Inflation and Trading. (2025). Weber, Michael ; Schnorpfeil, Philip ; Hackethal, Andreas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:173:y:2025:i:c:s0304405x25001746.

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2024Who bears the costs of inflation? Euro area households and the 2021–2023 shock. (2024). Slacalek, Jiri ; Paz-Pardo, Gonzalo ; Violante, Giovanni L ; Tristani, Oreste ; Pallotti, Filippo. In: Journal of Monetary Economics. RePEc:eee:moneco:v:148:y:2024:i:s:s0304393224001247.

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2025An investigation into the causes of stock market return deviations from real earnings yields. (2025). Alsalman, Zeina ; Souropanis, Ioannis ; Murphy, Austin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s105905602500379x.

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2024Re-examining international spillovers: An Asian perspective. (2024). Magkonis, Georgios ; Rudkin, Simon ; Zhang, Shuonan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024005732.

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

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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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2025Banks’ Foreign Currency Revaluations and Liquidity Creation. (2025). Sokolov, Vladimir ; Gorodilov, Alexey. In: HSE Working papers. RePEc:hig:wpaper:99/fe/2025.

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2025Listed Real Estate as an Inflation Hedge Across Regimes. (2025). Zhu, Bing ; Hoesli, Martin ; Muckenhaupt, Jan. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:70:y:2025:i:2:d:10.1007_s11146-023-09964-x.

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2024Does Trade Freedom Affect Exchange Rate Movement? A perspective of High-Technology Trade. (2024). Kumarusamy, Risidaxshinni ; Chin, Lee ; Cong, Shufeng. In: MPRA Paper. RePEc:pra:mprapa:126888.

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2025Forecasts of Period-average Exchange Rates: Insights from Real-time Daily Data. (2025). Snudden, Stephen ; McCarthy, Martin. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2025-09.

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2025From Tailwinds to Headwinds : Emerging and Developing Economies in the Twenty-First Century. (2025). Mozzanica, Mirco Balatti ; McKinnon, Kate Frances ; Kose, Ayhan ; Palombo, Edoardo ; Bustos, Guillermo Verduzco ; Sugawara, Naotaka ; Vorisek, Dana. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:11169.

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2024Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148.

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2024Inflation and trading. (2024). Weber, Michael ; Hackethal, Andreas ; Schnorpfeil, Philip. In: CFS Working Paper Series. RePEc:zbw:cfswop:308804.

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2024FX dealer constraints and external imbalances. (2024). de Boer, Jantke ; Eichler, Stefan. In: Ruhr Economic Papers. RePEc:zbw:rwirep:311303.

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2024Inflation and trading. (2024). Weber, Michael ; Hackethal, Andreas ; Schnorpfeil, Philip. In: SAFE Working Paper Series. RePEc:zbw:safewp:296483.

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2025Stock-Oil Comovement: Cash Flows or Discount Rates?. (2025). Zechner, Josef ; Sgner, Leopold ; Randl, Otto ; Melone, Alessandro. In: VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy. RePEc:zbw:vfsc25:325398.

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Works by Yang Liu:

YearTitleTypeCited
2018Volatility Risk Pass-Through In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper15
2018Volatility Risk Pass-through.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2016Volatility Risk Pass-Through.(2016) In: 2016 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2021Volatility, intermediaries, and exchange rates In: Journal of Financial Economics.
[Full Text][Citation analysis]		article12
2022Government policy approval and exchange rates In: Journal of Financial Economics.
[Full Text][Citation analysis]		article10
2020On the (Changing) asymmetry of global spillovers: Emerging markets vs. advanced economies In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article11
2022Getting to the Core: Inflation Risks Within and Across Asset Classes In: NBER Working Papers.
[Full Text][Citation analysis]		paper21

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