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	1	70	0	0	3	80
An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK	0	0	2	116	0	0	13	402
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework	0	2	2	82	0	3	7	293
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework	0	0	1	30	1	2	7	98
Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework	0	0	0	16	1	1	11	87
Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework	0	1	1	44	0	1	3	119
Institutional investor portfolio allocation, quantitative easing and the global financial crisis	2	4	21	164	14	49	123	472
The informational content of market-based measures of inflation expectations derived from govenment bonds and inflation swaps in the United Kingdom	0	0	0	43	1	1	7	55
Total Working Papers	2	7	28	565	17	57	174	1,606

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	0	4	168
An open-economy macro-finance model of international interdependence: The OECD, US and the UK	0	0	0	83	1	1	2	333
FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK	0	0	2	5	3	5	13	34
Institutional Investors and the QE Portfolio Balance Channel	1	6	14	26	2	9	34	74
Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009	0	0	0	48	2	2	2	204
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?	1	2	6	24	3	4	25	94
Total Journal Articles	2	8	22	248	11	21	80	907

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Statistics updated 2021-01-03