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 1 70 0 0 3 80
An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK 0 0 2 116 0 0 13 402
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 2 2 82 0 3 7 293
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 1 30 1 2 7 98
Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 0 16 1 1 11 87
Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework 0 1 1 44 0 1 3 119
Institutional investor portfolio allocation, quantitative easing and the global financial crisis 2 4 21 164 14 49 123 472
The informational content of market-based measures of inflation expectations derived from govenment bonds and inflation swaps in the United Kingdom 0 0 0 43 1 1 7 55
Total Working Papers 2 7 28 565 17 57 174 1,606


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 4 168
An open-economy macro-finance model of international interdependence: The OECD, US and the UK 0 0 0 83 1 1 2 333
FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK 0 0 2 5 3 5 13 34
Institutional Investors and the QE Portfolio Balance Channel 1 6 14 26 2 9 34 74
Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009 0 0 0 48 2 2 2 204
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? 1 2 6 24 3 4 25 94
Total Journal Articles 2 8 22 248 11 21 80 907


Statistics updated 2021-01-03