Jinan Liu

University of Calgary - Department of Economics

2500 University Drive, NW

Calgary, Alberta T2N 1N4

Canada

SCHOLARLY PAPERS

5

DOWNLOADS

113

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Volatility in the Cryptocurrency Market

Open Economies Review (Forthcoming)
Number of pages: 41 Posted: 22 Jul 2019
Jinan Liu and Apostolos Serletis
University of Calgary - Department of Economics and University of Calgary - Department of Economics
Downloads 56 (445,343)
Citation 2

Abstract:

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Cryptocurrency; Financial markets; Spillover effects; GARCH-in-mean model; Asymmetric BEKK model; Volatility transmission

2.

Cryptocurrency Shocks

Forthcoming in: The Manchester School
Number of pages: 23 Posted: 28 Jan 2021
University of Calgary - Department of Economics, Texas A&M University and University of Calgary - Department of Economics
Downloads 34 (541,149)

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Cryptocurrency price shocks, Heteroscedasticity, VAR model

3.

Recent Monetary Policy and the Credit Card-Augmented Divisia Monetary Aggregates

Number of pages: 40 Posted: 11 May 2020
University of Calgary - Department of Economics, University of Calgary, Students and University of Calgary - Department of Economics
Downloads 10 (700,796)
Citation 1

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Money and business cycles, Divisia monetary aggregates, Credit card-augmented Divisia monetary aggregates.

4.

Inflation and Economic Activity in Advanced and Emerging Economies

Forthcoming in: International Journal of Finance and Economics
Number of pages: 48 Posted: 28 Jan 2021
Apostolos Serletis and Jinan Liu
University of Calgary - Department of Economics and University of Calgary - Department of Economics
Downloads 7 (724,103)

Abstract:

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Inflation uncertainty, Output, GARCH-in-Mean structural VAR

5.

Money Growth Variability and Output: Evidence with Credit Card-Augmented Divisia Monetary Aggregates

Forthcoming in: Studies in Nonlinear Dynamics & Econometrics
Number of pages: 19 Posted: 13 May 2020
Jinan Liu and Apostolos Serletis
University of Calgary - Department of Economics and University of Calgary - Department of Economics
Downloads 6 (731,981)
Citation 1

Abstract:

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Credit card-augmented Divisia monetary aggregates, Multivariate GARCH-in-mean, Optimal monetary aggregation