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 1 2 94
An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK 0 0 0 118 0 0 0 415
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 0 35 0 0 1 118
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 2 90 0 0 5 328
Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 2 19 0 0 2 93
Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework 0 0 0 50 0 1 2 131
Institutional investor portfolio allocation, quantitative easing and the global financial crisis 0 0 0 175 3 5 10 584
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 1 5 80
Total Working Papers 0 0 4 605 4 8 27 1,843

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 1 176
An open-economy macro-finance model of international interdependence: The OECD, US and the UK 0 0 0 87 0 0 0 346
FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK 0 0 3 13 0 2 9 61
Institutional Investors and the QE Portfolio Balance Channel 0 0 5 47 0 0 17 139
Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009 0 1 1 50 1 2 3 212
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? 0 2 7 61 1 3 21 237
Total Journal Articles 0 3 16 320 2 7 51 1,171

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Statistics updated 2025-03-03