No photo of Yin Liao

Yin Liao


  • 69 Citations
  • 5 h-Index

Research output per year

If you made any changes in Pure these will be visible here soon.

Personal profile


Dr Yin Liao joined Department of Applied Finance at Macquarie University from July, 2019. Prior to that, she held position at the Australian National University and Queensland University of Technology. She received a Mater in Economics and a PhD in Financial Econometrics from the Australian National University in 2011.

Dr Liao's main research interests are in the areas of financial econometrics, household finance and credit risk. Her research publications have appeared in internationally renowned academic journals, including Journal of Business and Economic statistics, Journal of Banking and Finance, Journal of Economic Dynamics and Control,and Energy Economics, etc.


Fingerprint Dive into the research topics where Yin Liao is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 2 Similar Profiles

Network Recent external collaboration on country level. Dive into details by clicking on the dots.


How Low-for-long Impact on Credit Risk Premium

Liao, Y., Berndt, A. & Helwege, J.

1/01/19 → …

Project: Research

Political Corruption and Household Financial Risk Taking

Liao, Y., Bu, D. & Hanspal, T.

1/07/18 → …

Project: Research

Novel Model Average Approach for Sovereign Credit Risk

Liao, Y. & Zhu, M.


Project: Research

Research Outputs

  • 69 Citations
  • 5 h-Index
  • 13 Article

Forecasting global equity market volatilities

Zhang, Y., Ma, F. & Liao, Y., 13 Apr 2020, In : International Journal of Forecasting.

Research output: Contribution to journalArticle

  • 1 Citation (Scopus)

    Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models

    Mei, D., Ma, F., Liao, Y. & Wang, L., Feb 2020, In : Energy Economics. 86, 8 p., 104624.

    Research output: Contribution to journalArticle

  • 1 Citation (Scopus)

    Large-scale minimum variance portfolio allocation using double regularization

    Bian, Z., Liao, Y., O'Neill, M., Shi, J. & Zhang, X., Jul 2020, In : Journal of Economic Dynamics and Control. 116, 16 p., 103939.

    Research output: Contribution to journalArticle

  • Dynamic expected shortfall: A spectral decomposition of tail risk across time horizons

    Bu, D., Liao, Y., Shi, J. & Peng, H., Nov 2019, In : Journal of Economic Dynamics and Control. 108, p. 1-15 15 p., 103753.

    Research output: Contribution to journalArticle

  • 1 Citation (Scopus)

    Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks

    Ma, F., Liao, Y., Zhang, Y. & Cao, Y., Jun 2019, In : Journal of Empirical Finance. 52, p. 40-55 16 p.

    Research output: Contribution to journalArticle

  • 25 Citations (Scopus)