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Y. Li

Bank for International Settlements (from arXiv:2512.13642, 2025) · ORCID · OpenAlex

5 papers in scope · 4 published · 1 on the econ.EM arXiv · 7 citations · h-index 1 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Lyudmila Grigoryeva
  2. Marcel Hirt
  3. Sophie van Huellen
  4. Juan-Pablo Ortega
  5. Πέτρος Δελλαπόρτας
  6. Giovanni Ballarin
  7. Marc Hallin
  8. Eduardo Mendes
  9. Matteo Barigozzi
  10. Marcelo C. Medeiros
  11. Ricardo Masini
  12. Byunghoon Kang
  13. Quinlan Lee
  14. Iones Kelanemer Holban
  15. Lutz Kilian
  16. Elena Peavento
  17. Susan Athey
  18. Guido W. Imbens
  19. Ana María Herrera
  20. Philipp Gersing

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(1 of 5)

Navigating the Storm: Firm-Level Economic Policy Uncertainty and Its Network Propagation in China
published2026 · Emerging Markets Finance and Trade
with Yinong Liu, Shi Chen
Emerging Markets Finance and Trade
From Many Models, One: Macroeconomic Forecasting with Reservoir Ensembles
working paper2025 · arXiv
with Giovanni Ballarin, Lyudmila Grigoryeva
Paper profile arXiv arXiv:2512.13642
Firm-level economic policy uncertainty perception and stock volatility dynamics: Evidence from a panel GARCH-MIDAS model
published2025 · Finance research letters · 1 citations
with Yinong Liu, Haohua Li
Finance research letters
Low-risk anomaly: Idiosyncratic risk or return distribution
published2025 · Finance research letters · 1 citations
with Tianyang Li
Finance research letters
The predictability of industry portfolio returns
published2010 · Applied Economics · 5 citations
with Weili Lu, Maosen Zhong
Applied Economics

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.