Yin Liao

Queensland University of Technology

2 George Street

Brisbane, Queensland 4000

Australia

Australian National University - The Centre for Applied Macroeconomic Analysis (CAMA)

Research Associate

Canberra, Australian Capital Territory 2601

Australia

SCHOLARLY PAPERS

6

DOWNLOADS

348

1

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Scholarly Papers (6)

Contingent Liabilities and Sovereign Risk: Evidence from Banking Sectors

25th Australasian Finance and Banking Conference 2012
Number of pages: 31 Posted: 06 Sep 2012 Last Revised: 31 Oct 2012
Serkan Arslanalp and Yin Liao
International Monetary Fund (IMF) and Queensland University of Technology
Downloads 179 (165,139)

Abstract:

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Contingent Liabilities, Sovereign Risk, Systemic Risk, Banking Sector, Expected Loss, Unexpected Loss

Contingent Liabilities and Sovereign Risk: Evidence from Banking Sectors

CAMA Working Paper 43/2013
Number of pages: 52 Posted: 16 Jul 2013
Serkan Arslanalp and Yin Liao
International Monetary Fund (IMF) and Queensland University of Technology
Downloads 39 (429,765)

Abstract:

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Contingent Liabilities, Sovereign Risk, Banking Sector

2.

Modeling the Cross Section of Stock Returns Using Sensible Models in a Model Pool

Number of pages: 51 Posted: 04 Nov 2017 Last Revised: 08 Oct 2018
University of North Carolina (UNC) at Charlotte, Queensland University of Technology and Department of Applied Finance and Actuarial Studies, Macquarie University
Downloads 57 (359,436)

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asset pricing model; model uncertainty; out-of-sample forecast; density; model confidence set; model selection; model averaging; model pooling

Contingent Liabilities from Banks: How to Track Them?

International Monetary Fund (IMF) Working Paper 15/255
Number of pages: 30 Posted: 15 Dec 2015
Serkan Arslanalp and Yin Liao
International Monetary Fund (IMF) and Queensland University of Technology
Downloads 22 (517,156)

Abstract:

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Contingent Liabilities, Sovereign Risk, Banking Sector

Contingent Liabilities from Banks: How to Track Them?

IMF Working Paper No. 15/255
Number of pages: 31 Posted: 17 Feb 2016
Serkan Arslanalp and Yin Liao
International Monetary Fund (IMF) and Queensland University of Technology
Downloads 22 (517,156)

Abstract:

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bank, banks, banking, risk, Government Policy and Regulation, All Countries,

4.

Political Corruption and Household Finance

Number of pages: 48 Posted: 22 Apr 2019
Di Bu, Tobin Hanspal and Yin Liao
Macquarie University, Research Center SAFE, Goethe University Frankfurt and Queensland University of Technology
Downloads 29 (463,781)

Abstract:

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Corruption, Household finance, Cultural finance, Trust, Political institutions

5.

Incorporating Forward-Looking Economic Information into Financial Downside Risk Prediction: A State-Dependent Approach

Posted: 21 Jun 2016
Xi'an Jiaotong University (XJTU) - Jinhe Center for Economic Research, Department of Applied Finance and Actuarial Studies, Macquarie University, Queensland University of Technology and University of Queensland

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state-dependent, forward-looking, economic state, risk

6.

Does the Financial Market Fully Price Unfunded Pension Liabilities in Australia: Evidence from Corporate Defined-Benefit Superannuatio

Posted: 30 Nov 2012
Adam Butt, Yin Liao and Di Bu
Australian National University - Research School of Finance, Actuarial Studies & Statistics, Queensland University of Technology and University of Queensland

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