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	0	71	0	0	2	94
An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK	0	0	0	118	1	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	0	0	4	330
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework	0	0	1	36	0	0	2	120
Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework	0	0	1	20	0	1	2	95
Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework	0	0	0	50	0	0	4	134
Institutional investor portfolio allocation, quantitative easing and the global financial crisis	0	1	2	177	0	1	12	589
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	3	9	86
Total Working Papers	0	1	5	610	1	6	37	1,865

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	1	1	2	178
An open-economy macro-finance model of international interdependence: The OECD, US and the UK	0	0	0	87	1	2	2	348
FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK	0	0	1	14	0	1	8	65
Institutional Investors and the QE Portfolio Balance Channel	2	2	3	49	2	2	6	142
Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009	0	0	1	50	0	0	2	212
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?	0	0	3	61	4	4	13	243
Total Journal Articles	2	2	8	323	8	10	33	1,188

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Statistics updated 2025-10-06