Yang Liu

The University of Hong Kong - Faculty of Business and Economics

Pokfulam Road

Hong Kong

China

SCHOLARLY PAPERS

11

DOWNLOADS
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Top 10,922

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7,945

SSRN CITATIONS
Rank 18,145

SSRN RANKINGS

Top 18,145

in Total Papers Citations

55

CROSSREF CITATIONS

17

Scholarly Papers (11)

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

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 91 Posted: 17 Feb 2021 Last Revised: 03 May 2022
The University of Hong Kong, The University of Hong Kong - Faculty of Business and Economics and University of Pennsylvania - The Wharton School
Downloads 2,677 (9,015)

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

NBER Working Paper No. w30169
Number of pages: 92 Posted: 20 Jun 2022 Last Revised: 08 Jun 2023
The University of Hong Kong, The University of Hong Kong - Faculty of Business and Economics and University of Pennsylvania - The Wharton School
Downloads 23 (915,821)
Citation 2

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2.

Dynamic ESG Equilibrium

Forthcoming in Management Science
Number of pages: 73 Posted: 05 Oct 2021 Last Revised: 07 Feb 2024
Reichman University - Interdisciplinary Center (IDC) Herzliyah, EDHEC Business School, The University of Hong Kong - Faculty of Business and Economics and Catholic University of Milan
Downloads 1,141 (34,196)
Citation 8

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ESG, Dynamic equilibrium, Asset pricing, Preference shock

3.

Volatility, Intermediaries, and Exchange Rates

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 53 Posted: 20 Nov 2016 Last Revised: 23 Jul 2021
Xiang Fang and Yang Liu
The University of Hong Kong and The University of Hong Kong - Faculty of Business and Economics
Downloads 881 (49,241)

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

4.

Government Debt and Risk Premia

Number of pages: 58 Posted: 19 May 2022
Yang Liu
The University of Hong Kong - Faculty of Business and Economics
Downloads 874 (49,798)
Citation 9

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Government debt, risk premia, fiscal policy risk

5.
Downloads 824 (53,987)
Citation 6

Volatility Risk Pass-Through

Number of pages: 66 Posted: 27 Nov 2015 Last Revised: 18 Oct 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 728 (62,847)
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 Last Revised: 26 Jul 2023
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 96 (487,053)

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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

6.
Downloads 470 (110,089)
Citation 9

The Risks of Safe Assets

Number of pages: 70 Posted: 13 Nov 2020 Last Revised: 24 Jul 2021
The University of Hong Kong - Faculty of Business and Economics, University of Southern California - Marshall School of Business and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business
Downloads 470 (108,900)
Citation 6

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

The Risks of Safe Assets

CEPR Discussion Paper No. DP16407
Number of pages: 73 Posted: 27 Sep 2021
University of Southern California - Marshall School of Business, The University of Hong Kong - Faculty of Business and Economics and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business
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Citation 5
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fiscal costs, Government Debt, risk premia, safe assets

7.

Political Announcement Return

Number of pages: 50 Posted: 28 Jan 2022 Last Revised: 28 Aug 2023
Yang Liu and Ivan Shaliastovich
The University of Hong Kong - Faculty of Business and Economics and University of Wisconsin - Madison
Downloads 358 (150,310)

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8.

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 341 (158,449)
Citation 8

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

Volatility (Dis)Connect in International Markets

Number of pages: 58 Posted: 28 Jan 2022 Last Revised: 04 Jun 2023
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 250 (217,549)

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Volatility risk, foreign exchange disconnect, risk sharing

Volatility (Dis)Connect in International Markets

CEPR Discussion Paper No. DP17101
Number of pages: 43 Posted: 29 Mar 2022
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 risk

10.

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 - African Development Bank and The University of Hong Kong - Faculty of Business and Economics
Downloads 85 (521,788)
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

11.

Currency Risk Under Capital Controls

Number of pages: 62 Posted: 13 Feb 2024
Yang Liu, Xiang Fang and Sining Liu
The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong and HKU Business School, The University of Hong Kong
Downloads 21 (906,431)

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Capital control, Currency risk, Risk premia, Emerging markets