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 0 2 94
An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK 0 0 0 118 0 0 1 416
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 1 36 1 1 2 120
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 2 91 1 1 5 330
Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 2 20 0 0 2 94
Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework 0 0 0 50 1 1 4 134
Institutional investor portfolio allocation, quantitative easing and the global financial crisis 0 0 1 176 0 1 11 588
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 0 3 6 83
Total Working Papers 0 0 6 609 3 7 33 1,859

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 1 177
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 2 14 0 1 8 64
Institutional Investors and the QE Portfolio Balance Channel 0 0 1 47 0 1 4 140
Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009 0 0 1 50 0 0 3 212
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? 0 0 4 61 0 2 11 239
Total Journal Articles 0 0 8 321 0 5 27 1,178

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Statistics updated 2025-07-04