Access Statistics for Zhuoshi Liu

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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
Journal Article	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

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Statistics updated 2022-11-05