Access Statistics for Zhuoshi Liu

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A joint affine model of commodity futures and US Treasury yields	0	0	0	71	0	0	2	94
An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK	0	0	0	118	0	1	1	416
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework	0	1	1	36	0	1	1	119
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework	0	1	3	91	0	1	6	329
Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework	0	1	2	20	0	1	2	94
Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework	0	0	0	50	0	2	3	133
Institutional investor portfolio allocation, quantitative easing and the global financial crisis	0	1	1	176	1	4	12	588
The informational content of market-based measures of inflation expectations derived from govenment bonds and inflation swaps in the United Kingdom	0	0	0	47	1	3	6	83
Total Working Papers	0	4	7	609	2	13	33	1,856

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
AN ADMISSIBLE TERM STRUCTURE MODEL OF SOVEREIGN YIELD SPREADS WITH MACRO FACTORS: THE CASE OF BRAZILIAN GLOBAL BONDS	0	0	0	62	0	1	2	177
An open-economy macro-finance model of international interdependence: The OECD, US and the UK	0	0	0	87	0	0	0	346
FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK	0	1	2	14	1	3	8	64
Institutional Investors and the QE Portfolio Balance Channel	0	0	1	47	1	1	6	140
Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009	0	0	1	50	0	0	3	212
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?	0	0	4	61	1	2	12	239
Total Journal Articles	0	1	8	321	3	7	31	1,178

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Statistics updated 2025-06-06