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BingYue Liu

Personal Details

First Name:BingYue
Middle Name:
Last Name:Liu
Suffix:
RePEc Short-ID:pli842

Affiliation

School of Management
University of Science and Technology of China

Hefei, China
http://business.ustc.edu.cn/




RePEc:edi:smustcn (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Qiang Ji & Bing-Yue Liu & Juncal Cunado & Rangan Gupta, 2017. "Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data," Working Papers 201759, University of Pretoria, Department of Economics.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Qiang Ji & Bing-Yue Liu & Juncal Cunado & Rangan Gupta, 2017. "Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data," Working Papers 201759, University of Pretoria, Department of Economics.

    Cited by:

    1. Warshaw, Evan, 2019. "Extreme dependence and risk spillovers across north american equity markets," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 237-251.
    2. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, "undated". "Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data," Working Papers 202117, University of Pretoria, Department of Economics.
    3. Sun, Qingru & Gao, Xiangyun & An, Haizhong & Guo, Sui & Liu, Xueyong & Wang, Ze, 2021. "Which time-frequency domain dominates spillover in the Chinese energy stock market?," International Review of Financial Analysis, Elsevier, vol. 73(C).

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper 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-CFN: Corporate Finance (1) 2017-08-27. Author is listed
  2. NEP-HIS: Business, Economic & Financial History (1) 2017-08-27. Author is listed
  3. NEP-RMG: Risk Management (1) 2017-08-27. Author is listed

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