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 4 10 104
An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK 0 0 1 119 3 3 13 429
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 0 91 7 8 21 350
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 0 36 4 7 13 132
Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 0 20 3 6 13 107
Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework 0 0 0 50 2 4 12 145
Institutional investor portfolio allocation, quantitative easing and the global financial crisis 0 0 1 177 1 3 11 598
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 4 5 16 98
Total Working Papers 0 0 2 611 26 40 109 1,963

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 1 1 9 186
An open-economy macro-finance model of international interdependence: The OECD, US and the UK 0 0 0 87 1 8 21 367
FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK 0 0 0 14 5 5 9 72
Institutional Investors and the QE Portfolio Balance Channel 0 0 4 51 1 4 16 155
Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009 0 0 0 50 3 7 10 222
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? 0 0 2 63 4 6 21 259
Total Journal Articles 0 0 6 327 15 31 86 1,261

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Statistics updated 2026-05-06