Jinjing Liu

World Bank

1818 H Street, NW

Washington, DC 20433

United States

SCHOLARLY PAPERS

2

DOWNLOADS

146

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

A Novel Downside Risk Measure and Expected Returns

Number of pages: 33 Posted: 25 Jun 2019
Jinjing Liu
World Bank
Downloads 54 (384,608)

Abstract:

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Downside Risk, Risk-return Relation, Prediction

A Novel Downside Risk Measure and Expected Returns

World Bank Policy Research Working Paper No. 8947
Number of pages: 35 Posted: 06 Aug 2019
Jinjing Liu
World Bank
Downloads 40 (437,203)

Abstract:

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Public Sector Economics, Public Finance Decentralization and Poverty Reduction, International Trade and Trade Rules, Economic Insecurity, Finance and Development, National Governance, Government Policies, Youth and Governance, Quality of Life & Leisure, Social Analysis

2.

A New Tail-Based Correlation Measure and its Application in Global Equity Markets

World Bank Policy Research Working Paper No. 8709
Number of pages: 42 Posted: 18 Jan 2019 Last Revised: 19 Jan 2019
Jinjing Liu
World Bank
Downloads 52 (385,019)

Abstract:

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Capital Markets and Capital Flows, Securities Markets Policy & Regulation, Capital Flows