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Gordon Yu Liao

Personal Details

First Name:Gordon
Middle Name:Yu
Last Name:Liao
Suffix:
RePEc Short-ID:pli1385
[This author has chosen not to make the email address public]
http://goliao.github.io

Affiliation

Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (United States)
http://www.federalreserve.gov/
RePEc:edi:frbgvus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. John Caramichael & Gordon Y. Liao, 2022. "Stablecoins: Growth Potential and Impact on Banking," International Finance Discussion Papers 1334, Board of Governors of the Federal Reserve System (U.S.).
  2. Gordon Y. Liao & Tony Zhang, 2020. "The Hedging Channel of Exchange Rate Determination," International Finance Discussion Papers 1283, Board of Governors of the Federal Reserve System (U.S.).
  3. Ricardo Correa & Wenxin Du & Gordon Y. Liao, 2020. "U.S. Banks and Global Liquidity," NBER Working Papers 27491, National Bureau of Economic Research, Inc.
  4. Robert J. Barro & Gordon Y. Liao, 2019. "Tractable Rare Disaster Probability and Options-Pricing," Finance and Economics Discussion Series 2019-073, Board of Governors of the Federal Reserve System (U.S.).
  5. Robert J. Barro & Gordon Liao, 2017. "Option-pricing formula with disaster risk," AEI Economics Working Papers 966780, American Enterprise Institute.
  6. Peter Sands & Gordon Liao & Yueran Ma, 2017. "Rethinking Operational Risk Capital Requirements," Working Paper 482781, Harvard University OpenScholar.
  7. Gordon Y. Liao, 2016. "Credit Migration and Covered Interest Rate Parity," Working Paper 468601, Harvard University OpenScholar.
  8. Fiona McAlister & Debasis Bandyopadhyay & Robert Barro & Jeremy Couchman & Norman Gemmell & Gordon Liao, 2012. "Average Marginal Income Tax Rates for New Zealand, 1907-2009," Treasury Working Paper Series 12/04, New Zealand Treasury.
    repec:vuw:vuwcpf:2423 is not listed on IDEAS

Articles

  1. Liao, Gordon Y., 2020. "Credit migration and covered interest rate parity," Journal of Financial Economics, Elsevier, vol. 138(2), pages 504-525.
  2. Peter Sands & Gordon Liao & Yueran Ma, 2018. "Rethinking Operational Risk Capital Requirements," Journal of Financial Regulation, Oxford University Press, vol. 4(1), pages 1-34.
  3. Robin Greenwood & Samuel G Hanson & Gordon Y Liao, 2018. "Asset Price Dynamics in Partially Segmented Markets," The Review of Financial Studies, Society for Financial Studies, vol. 31(9), pages 3307-3343.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (7) 2016-03-23 2019-11-11 2019-11-25 2020-06-15 2020-08-24 2020-09-14 2022-02-14. Author is listed
  2. NEP-MON: Monetary Economics (4) 2020-06-15 2020-08-24 2020-09-14 2022-02-14
  3. NEP-RMG: Risk Management (4) 2016-03-23 2017-01-15 2019-11-25 2022-02-14
  4. NEP-BAN: Banking (3) 2020-08-24 2020-09-14 2022-02-14
  5. NEP-HIS: Business, Economic and Financial History (3) 2012-10-13 2013-04-27 2022-02-14
  6. NEP-IFN: International Finance (2) 2020-08-24 2020-09-14
  7. NEP-OPM: Open Economy Macroeconomics (2) 2019-11-11 2020-06-15
  8. NEP-PBE: Public Economics (2) 2012-10-13 2013-04-27
  9. NEP-PUB: Public Finance (2) 2012-10-13 2013-04-27
  10. NEP-UPT: Utility Models and Prospect Theory (2) 2016-03-23 2019-11-25
  11. NEP-ACC: Accounting and Auditing (1) 2013-04-27
  12. NEP-CBA: Central Banking (1) 2017-01-15
  13. NEP-FDG: Financial Development and Growth (1) 2022-02-14
  14. NEP-FMK: Financial Markets (1) 2020-08-24
  15. NEP-ORE: Operations Research (1) 2019-11-11
  16. NEP-PAY: Payment Systems and Financial Technology (1) 2022-02-14

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