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 4 6 100
An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK 0 1 1 119 0 9 11 426
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 1 36 1 4 8 126
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 1 91 0 11 14 342
Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 1 20 1 5 9 102
Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework 0 0 0 50 2 7 12 143
Institutional investor portfolio allocation, quantitative easing and the global financial crisis 0 0 2 177 1 6 12 596
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 8 14 94
Total Working Papers 0 1 6 611 6 54 86 1,929

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 6 9 185
An open-economy macro-finance model of international interdependence: The OECD, US and the UK 0 0 0 87 6 13 19 365
FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK 0 0 1 14 0 1 6 67
Institutional Investors and the QE Portfolio Balance Channel 0 0 4 51 0 5 12 151
Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009 0 0 0 50 2 4 5 217
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? 0 1 2 63 0 6 16 253
Total Journal Articles 0 1 7 327 8 35 67 1,238

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Statistics updated 2026-03-04