Access Statistics for Zhuoshi Liu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 2 10 104
An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK 0 0 1 119 0 4 14 430
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 0 36 1 5 13 133
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 0 91 0 9 22 352
Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 0 20 0 3 13 107
Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework 0 0 0 50 0 3 12 146
Institutional investor portfolio allocation, quantitative easing and the global financial crisis 0 0 1 177 0 3 12 600
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 0 6 17 100
Total Working Papers 0 0 2 611 1 35 113 1,972

Journal Article File Downloads Abstract Views
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 9 186
An open-economy macro-finance model of international interdependence: The OECD, US and the UK 0 0 0 87 0 1 21 367
FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK 0 0 0 14 0 5 8 72
Institutional Investors and the QE Portfolio Balance Channel 0 1 5 52 1 5 19 159
Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009 0 0 0 50 2 5 12 224
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? 0 0 2 63 3 7 23 262
Total Journal Articles 0 1 7 328 6 24 92 1,270

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Statistics updated 2026-07-10