| Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach Y You, X Liu Journal of Banking & Finance 116, 105849, 2020 | 46 | 2020 |
| Measuring systemic risk with regime switching in tails X Liu Economic Modelling 67, 55-72, 2017 | 29 | 2017 |
| A new approach to risk-return trade-off dynamics via decomposition DT Frazier, X Liu Journal of Economic Dynamics and Control 62, 43-55, 2016 | 21 | 2016 |
| Markov switching quantile autoregression X Liu Statistica Neerlandica 70 (4), 356-395, 2016 | 19 | 2016 |
| Unfolded GARCH models X Liu, R Luger Journal of Economic Dynamics and Control 58, 186-217, 2015 | 18 | 2015 |
| Unfolded risk-return trade-offs and links to macroeconomic dynamics X Liu Journal of Banking & Finance 82, 1-19, 2017 | 17 | 2017 |
| China's segmented stock market: An application of the conditional international capital asset pricing model BJ Jacobsen, X Liu Emerging Markets Review 9 (3), 153-173, 2008 | 17 | 2008 |
| Foreign exchange predictability and the carry trade: A decomposition approach S Anatolyev, N Gospodinov, I Jamali, X Liu Journal of Empirical Finance 42, 199-211, 2017 | 15 | 2017 |
| On tail fatness of macroeconomic dynamics X Liu Journal of Macroeconomics 62, 103154, 2019 | 14 | 2019 |
| Markov-switching quantile autoregression: a Gibbs sampling approach X Liu, R Luger Studies in Nonlinear Dynamics & Econometrics 22 (2), 20160078, 2017 | 12 | 2017 |
| On fiscal and monetary policy-induced macroeconomic volatility dynamics X Liu Journal of Economic Dynamics and Control 127, 104123, 2021 | 11 | 2021 |
| Modeling time-varying skewness via decomposition for out-of-sample forecast X Liu International Journal of Forecasting 31 (2), 296-311, 2015 | 9 | 2015 |
| Encompassing tests for value at risk and expected shortfall multistep forecasts based on inference on the boundary T Dimitriadis, X Liu, J Schnaitmann Journal of Financial Econometrics 21 (2), 412-444, 2023 | 8 | 2023 |
| Structural volatility impulse response function and asymptotic inference X Liu Journal of Financial Econometrics 16 (2), 316-339, 2018 | 7 | 2018 |
| Cyclicality of stock market volatility Y You, X Liu Applied Economics Letters 26 (8), 645-649, 2019 | 6 | 2019 |
| Quantile-based asymmetric dynamics of real GDP growth X Liu Macroeconomic Dynamics 24 (8), 1960-1988, 2020 | 5 | 2020 |
| An integrated macro-financial risk-based approach to the stressed capital requirement X Liu Review of Financial Economics 34, 86-98, 2017 | 5 | 2017 |
| Structural sources of oil market volatility and correlation dynamics A Harrison, X Liu, S Stewart Energy Economics 121, 1-14, 2023 | 4 | 2023 |
| How is the Taylor rule distributed under endogenous monetary regimes? X Liu International Review of Finance 18 (2), 305-316, 2018 | 4 | 2018 |
| Can macroeconomic dynamics explain the time variation of risk–return trade-offs in the US financial market? X Liu The Quarterly Review of Economics and Finance 66, 275-293, 2017 | 1 | 2017 |
Yu You（游宇）Liaoning University, China在 lnu.edu.cn 的电子邮件经过验证
