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

8

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SSRN CITATIONS
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Top 36,320

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8

CROSSREF CITATIONS

14

Scholarly Papers (8)

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1.

Volatility Risk Pass-Through

Downloads 589 ( 58,065)
Citation 2

Volatility Risk Pass-Through

Number of pages: 66 Posted: 27 Nov 2015 Last Revised: 29 Apr 2021
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 573 (59,418)
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
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 16 (693,399)

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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

Volatility Risk Pass-Through

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Posted: 01 Oct 2018 Last Revised: 29 Apr 2021
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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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: 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 573 (60,236)

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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 498 (71,688)
Citation 4

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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
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 440 (83,359)

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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 228 (168,406)
Citation 1

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

6.

The Risks of Safe Assets

Downloads 192 (197,567)
Citation 6

The Risks of Safe Assets

Number of pages: 70 Posted: 13 Nov 2020 Last Revised: 24 Jul 2021
Yang Liu, Lukas Schmid, Amir Yaron and Amir Yaron
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 192 (197,493)
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

The Risks of Safe Assets

CEPR Discussion Paper No. DP16407
Number of pages: 73 Posted: 27 Sep 2021
Lukas Schmid, Yang Liu, Amir Yaron and Amir Yaron
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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fiscal costs, Government Debt, risk premia, safe assets

7.

Dynamic ESG Equilibrium

Number of pages: 61 Posted: 05 Oct 2021 Last Revised: 15 Oct 2021
Doron Avramov, Abraham Lioui, Yang Liu and Andrea Tarelli
Interdisciplinary Center (IDC) Herzliyah, EDHEC Business School and Scientific Beta Research Chair, The University of Hong Kong - Faculty of Business and Economics and Catholic University of Milan
Downloads 121 (287,980)

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ESG, Dynamic equilibrium, Asset pricing, Preference shock

8.

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 30 (574,949)
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