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 0 10 104
An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK 0 0 1 119 0 0 14 430
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 0 91 1 2 24 354
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 0 36 1 3 15 135
Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 0 20 0 0 12 107
Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework 0 1 1 51 1 2 14 148
Institutional investor portfolio allocation, quantitative easing and the global financial crisis 0 0 0 177 2 2 13 602
The informational content of market-based measures of inflation expectations derived from govenment bonds and inflation swaps in the United Kingdom 1 1 1 48 2 3 17 103
Total Working Papers 1 2 3 613 7 12 119 1,983

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 0 9 186
An open-economy macro-finance model of international interdependence: The OECD, US and the UK 0 0 0 87 0 0 20 367
FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK 0 1 1 15 0 1 8 73
Institutional Investors and the QE Portfolio Balance Channel 0 0 5 52 1 2 20 160
Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009 0 0 0 50 1 3 13 225
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? 0 0 2 63 1 4 24 263
Total Journal Articles 0 1 8 329 3 10 94 1,274

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Statistics updated 2026-09-10