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Xiaochun Liu

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
RePEc Short-ID:pli690
Tuscaloosa, Alabama (United States)

: (205)348-7842
200 Alston Hall, Box 870224, Tuscaloosa, AL 35487
RePEc:edi:defuaus (more details at EDIRC)
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  1. Anatolyev, Stanislav & Gospodinov, Nikolay & Jamali, Ibrahim & Liu, Xiaochun, 2015. "Foreign exchange predictability during the financial crisis: implications for carry trade profitability," FRB Atlanta Working Paper 2015-6, Federal Reserve Bank of Atlanta.
  2. Liu, Xiaochun, 2013. "Markov-Switching Quantile Autoregression," MPRA Paper 55800, University Library of Munich, Germany.
  3. Liu, Xiaochun, 2013. "Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach," MPRA Paper 55801, 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.
  5. Liu, Xiaochun, 2011. "Modeling the time-varying skewness via decomposition for out-of-sample forecast," MPRA Paper 41248, University Library of Munich, Germany.
  1. Frazier, David T. & Liu, Xiaochun, 2016. "A new approach to risk-return trade-off dynamics via decomposition," Journal of Economic Dynamics and Control, Elsevier, vol. 62(C), pages 43-55.
  2. Liu, Xiaochun & Luger, Richard, 2015. "Unfolded GARCH models," Journal of Economic Dynamics and Control, Elsevier, vol. 58(C), pages 186-217.
  3. Liu, Xiaochun, 2015. "Modeling time-varying skewness via decomposition for out-of-sample forecast," International Journal of Forecasting, Elsevier, vol. 31(2), pages 296-311.
  4. 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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (2) 2011-12-13 2014-05-17. Author is listed
  2. NEP-BAN: Banking (1) 2014-05-17. Author is listed
  3. NEP-ECM: Econometrics (1) 2014-05-17. Author is listed
  4. NEP-ETS: Econometric Time Series (1) 2014-05-17. Author is listed
  5. NEP-FOR: Forecasting (1) 2015-11-01. Author is listed
  6. NEP-MAC: Macroeconomics (1) 2014-05-17. Author is listed
  7. NEP-OPM: Open Economy Macroeconomics (1) 2015-11-01. Author is listed

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