Yang Liu

The University of Hong Kong - Faculty of Business and Economics

Pokfulam Road

Hong Kong

China

  • The University of Hong Kong - Faculty of Business and Economics

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

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1.

Volatility Risk Pass-Through

Downloads 429 ( 64,782)

Volatility Risk Pass-Through

Number of pages: 50 Posted: 27 Nov 2015 Last Revised: 12 Nov 2018
Ric Colacito, Mariano (Max) Massimiliano Croce, Yang Liu and Ivan Shaliastovich
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 427 (65,429)

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Volatility pass-through, foreign exchange disconnect, risk sharing

Volatility Risk Pass-Through

Number of pages: 50 Posted: 01 Oct 2018
Ric Colacito, Mariano (Max) Massimiliano Croce, Yang Liu and Ivan Shaliastovich
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 2 (656,688)

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Volatility, International Risk Sharing, Exchange Rate

Volatility Risk Pass-Through

CEPR Discussion Paper No. DP13325
Number of pages: 53 Posted: 19 Nov 2018
Ric Colacito, Mariano (Max) Massimiliano Croce, Yang Liu and Ivan Shaliastovich
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

2.

Government Debt and Risk Premia

Number of pages: 54 Posted: 23 Nov 2016 Last Revised: 13 May 2019
Yang Liu
The University of Hong Kong - Faculty of Business and Economics
Downloads 252 (119,218)

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Government Debt, Risk Premia, Fiscal Uncertainty

3.

Volatility, Intermediaries and Exchange Rates

Number of pages: 45 Posted: 20 Nov 2016 Last Revised: 04 Oct 2018
Xiang Fang and Yang Liu
University of Pennsylvania, School of Arts & Sciences, Department of Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 225 (133,510)

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

4.

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 96 (267,813)

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