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 2 2 3 96
An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK 0 0 0 118 0 1 2 417
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 1 91 1 1 3 331
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 1 36 2 2 4 122
Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 1 20 1 2 4 97
Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework 0 0 0 50 1 2 6 136
Institutional investor portfolio allocation, quantitative easing and the global financial crisis 0 0 2 177 0 1 11 590
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 0 7 86
Total Working Papers 0 0 5 610 7 11 40 1,875

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 2 3 179
An open-economy macro-finance model of international interdependence: The OECD, US and the UK 0 0 0 87 2 5 6 352
FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK 0 0 1 14 0 1 7 66
Institutional Investors and the QE Portfolio Balance Channel 0 4 4 51 2 6 7 146
Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009 0 0 1 50 0 1 3 213
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? 0 1 3 62 2 8 13 247
Total Journal Articles 0 5 9 326 6 23 39 1,203

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Statistics updated 2025-12-06