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Zhuoshi Liu

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This is information that was supplied by Zhuoshi Liu in registering through RePEc. If you are Zhuoshi Liu , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Zhuoshi
Middle Name:
Last Name: Liu
Suffix:

RePEc Short-ID: pli410

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
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Affiliation

Bank of England
Location: London, United Kingdom
Homepage: http://www.bankofengland.co.uk/
Email:
Phone: +44 (020) 7601 4444
Fax: +44 (020) 7601 5460
Postal: Threadneedle Street, London EC2R 8AH
Handle: RePEc:edi:boegvuk (more details at EDIRC)

Works

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Working papers

  1. A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework," Working Papers wp831, Dipartimento Scienze Economiche, Universita' di Bologna.
  2. Peter Spencer & Zhuoshi Liu, . "An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK," Discussion Papers 09/16, Department of Economics, University of York.

Articles

  1. Liu, Zhuoshi & Spencer, Peter, 2013. "Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 241-256.
  2. Spencer, Peter & Liu, Zhuoshi, 2010. "An open-economy macro-finance model of international interdependence: The OECD, US and the UK," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 667-680, March.
  3. Zhuoshi Liu & Peter Spencer, 2009. "An Admissible Term Structure Model Of Sovereign Yield Spreads With Macro Factors: The Case Of Brazilian Global Bonds," Manchester School, University of Manchester, vol. 77(s1), pages 108-125, 09.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2012-06-25. Author is listed
  2. NEP-ECM: Econometrics (1) 2012-06-25. Author is listed
  3. NEP-FOR: Forecasting (1) 2012-06-25. Author is listed
  4. NEP-RMG: Risk Management (1) 2012-06-25. Author is listed

Statistics

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Co-authorship network on CollEc

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