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

7

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CROSSREF CITATIONS

13

Scholarly Papers (7)

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1.

Volatility Risk Pass-Through

Downloads 543 ( 59,175)
Citation 2

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 524 (61,247)
Citation 2

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Volatility pass-through, foreign exchange disconnect, risk sharing

Volatility Risk Pass-Through

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
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 11 (690,588)

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Volatility, International Risk Sharing, Exchange Rate

Volatility Risk Pass-Through

NBER Working Paper No. w25276
Number of pages: 51 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
Downloads 8 (714,260)

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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.

Volatility, Intermediaries, and Exchange Rates

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 53 Posted: 20 Nov 2016 Last Revised: 24 Feb 2021
Xiang Fang and Yang Liu
The University of Hong Kong and The University of Hong Kong - Faculty of Business and Economics
Downloads 437 (77,288)

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

3.

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 434 (77,960)
Citation 6

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Government Debt, Risk Premia, Fiscal Uncertainty

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 186 (189,007)

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

5.

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 79 (357,973)
Citation 3

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

6.

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: 19 Feb 2021
Xiang Fang, Yang Liu and Nikolai L. Roussanov
The University of Hong Kong, The University of Hong Kong - Faculty of Business and Economics and University of Pennsylvania - The Wharton School
Downloads 35 (574,749)

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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 26 (562,020)
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