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 4 10 104
An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK 0 0 1 119 1 4 14 430
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 0 91 2 10 23 352
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 0 36 0 6 13 132
Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 0 20 0 5 13 107
Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework 0 0 0 50 1 3 13 146
Institutional investor portfolio allocation, quantitative easing and the global financial crisis 0 0 1 177 2 4 12 600
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 2 6 17 100
Total Working Papers 0 0 2 611 8 42 115 1,971

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 1 9 186
An open-economy macro-finance model of international interdependence: The OECD, US and the UK 0 0 0 87 0 2 21 367
FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK 0 0 0 14 0 5 8 72
Institutional Investors and the QE Portfolio Balance Channel 1 1 5 52 3 7 18 158
Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009 0 0 0 50 0 5 10 222
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? 0 0 2 63 0 6 20 259
Total Journal Articles 1 1 7 328 3 26 86 1,264

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Statistics updated 2026-06-04