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 1 1 1 71 1 1 2 86
An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK 0 0 0 118 3 3 8 415
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 0 85 0 1 10 315
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 2 2 4 34 3 3 7 110
Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 0 16 0 0 1 89
Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework 0 1 1 49 0 1 2 127
Institutional investor portfolio allocation, quantitative easing and the global financial crisis 0 0 1 174 3 8 23 557
The informational content of market-based measures of inflation expectations derived from govenment bonds and inflation swaps in the United Kingdom 0 0 1 45 0 0 4 68
Total Working Papers 3 4 8 592 10 17 57 1,767


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 4 175
An open-economy macro-finance model of international interdependence: The OECD, US and the UK 0 0 2 87 2 2 7 345
FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK 0 0 1 7 0 2 5 42
Institutional Investors and the QE Portfolio Balance Channel 1 1 8 40 2 4 22 116
Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009 0 0 0 49 0 0 1 208
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? 1 3 6 43 2 8 34 188
Total Journal Articles 2 4 17 288 6 16 73 1,074


Statistics updated 2022-11-05