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Xiaochun Liu

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This is information that was supplied by Xiaochun Liu in registering through RePEc. If you are Xiaochun Liu , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Xiaochun
Middle Name:
Last Name: Liu
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RePEc Short-ID: pli690

Email:
Homepage: https://sites.google.com/site/xiaochunliu2015/home
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Affiliation

Department of Economics
Emory University
Location: Atlanta, Georgia (United States)
Homepage: http://www.economics.emory.edu/
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Handle: RePEc:edi:deemous (more details at EDIRC)

Works

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Working papers

  1. Liu, Xiaochun, 2013. "Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach," MPRA Paper 55801, University Library of Munich, Germany.
  2. Liu, Xiaochun, 2013. "Markov-Switching Quantile Autoregression," MPRA Paper 55800, University Library of Munich, Germany.
  3. Liu, Xiaochun, 2011. "Modeling the time-varying skewness via decomposition for out-of-sample forecast," MPRA Paper 41248, University Library of Munich, Germany.
  4. Liu, Xiaochun & Jacobsen, Brian, 2011. "The Dynamic International Optimal Hedge Ratio," MPRA Paper 35260, University Library of Munich, Germany.

Articles

  1. Jacobsen, Brian J. & Liu, Xiaochun, 2008. "China's segmented stock market: An application of the conditional international capital asset pricing model," Emerging Markets Review, Elsevier, vol. 9(3), pages 153-173, September.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2014-05-17. Author is listed
  2. NEP-ECM: Econometrics (1) 2014-05-17. Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2014-05-17. Author is listed
  4. NEP-MAC: Macroeconomics (1) 2014-05-17. Author is listed
  5. NEP-RMG: Risk Management (2) 2011-12-13 2014-05-17. Author is listed

Statistics

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Corrections

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