Yang Liu

The University of Hong Kong - Faculty of Business and Economics

Pokfulam Road

Hong Kong

China

SCHOLARLY PAPERS

7

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Top 27,434

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2,178

SSRN CITATIONS
Rank 42,216

SSRN RANKINGS

Top 42,216

in Total Papers Citations

4

CROSSREF CITATIONS

13

Scholarly Papers (7)

1.
Downloads 557 ( 60,273)
Citation 2

Volatility Risk Pass-Through

Number of pages: 66 Posted: 27 Nov 2015 Last Revised: 29 Apr 2021
University of North Carolina Kenan-Flagler Business School, Finance Department, Bocconi University, The University of Hong Kong - Faculty of Business and Economics and University of Wisconsin - Madison
Downloads 548 (60,845)
Citation 2

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Volatility pass-through, foreign exchange disconnect, risk sharing

Volatility Risk Pass-Through

NBER Working Paper No. w25276
Number of pages: 51 Posted: 19 Nov 2018
University of North Carolina Kenan-Flagler Business School, Finance Department, Bocconi University, The University of Hong Kong - Faculty of Business and Economics and University of Wisconsin - Madison
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Volatility Risk Pass-Through

CEPR Discussion Paper No. DP13325
Number of pages: 53 Posted: 19 Nov 2018
University of North Carolina Kenan-Flagler Business School, Finance Department, Bocconi University, The University of Hong Kong - Faculty of Business and Economics and University of Wisconsin - Madison
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foreign exchange disconnect, Risk Sharing, Volatility pass-through

Volatility Risk Pass-Through

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Posted: 01 Oct 2018 Last Revised: 29 Apr 2021
University of North Carolina Kenan-Flagler Business School, Finance Department, Bocconi University, The University of Hong Kong - Faculty of Business and Economics and University of Wisconsin - Madison

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Volatility, International Risk Sharing, Exchange Rate

2.

Volatility, Intermediaries, and Exchange Rates

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 53 Posted: 20 Nov 2016 Last Revised: 10 Mar 2021
Xiang Fang and Yang Liu
The University of Hong Kong and The University of Hong Kong - Faculty of Business and Economics
Downloads 523 (65,203)

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Volatility, Financial Intermediaries, Exchange Rates, Currency Return, Value-at- Risk

3.

Government Debt and Risk Premia

Number of pages: 58 Posted: 23 Nov 2016 Last Revised: 18 May 2021
Yang Liu
The University of Hong Kong - Faculty of Business and Economics
Downloads 477 (73,074)
Citation 6

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Government debt, risk premia, fiscal policy risk

4.

Getting to the Core: Inflation Risks Within and Across Asset Classes

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 74 Posted: 17 Feb 2021 Last Revised: 10 Mar 2021
The University of Hong Kong, The University of Hong Kong - Faculty of Business and Economics and University of Pennsylvania - The Wharton School
Downloads 266 (140,483)

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5.

Government Policy Approval and Exchange Rates

Number of pages: 56 Posted: 27 Dec 2017
Yang Liu and Ivan Shaliastovich
The University of Hong Kong - Faculty of Business and Economics and University of Wisconsin - Madison
Downloads 210 (176,653)

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Government Policy Approval, Policy Uncertainty, Exchange Rate, Currency Risk

6.

The Risks of Safe Assets

Number of pages: 64 Posted: 13 Nov 2020
Yang Liu, Lukas Schmid and Amir Yaron
The University of Hong Kong - Faculty of Business and Economics, University of Southern California - Marshall School of Business and University of Pennsylvania -- Wharton School of Business
Downloads 117 (286,734)
Citation 7

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Government debt, safe assets, liquidity premium, uncertainty, growth, fiscal costs, risk premia, credit spreads, cost of capital, unconventional stabilization policies

7.

On the Asymmetry of Global Spillovers: Emerging Markets Versus Advanced Economies

World Bank Policy Research Working Paper No. 8662
Number of pages: 31 Posted: 04 Dec 2018 Last Revised: 07 Dec 2018
Rabah Arezki and Yang Liu
World Bank and The University of Hong Kong - Faculty of Business and Economics
Downloads 28 (570,469)
Citation 1

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International Trade and Trade Rules, Investment and Investment Climate, Natural Disasters, Energy and Environment, Energy Demand, Energy and Mining, Regional Urban Development