Zhuoshi Liu
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Personal Details
Location: London, United Kingdom
Homepage: http://www.bankofengland.co.uk/
Email:
Phone: +44 (020) 7601 4444
Fax: +44 (020) 7601 4771
Postal: Threadneedle Street, London EC2R 8AH
Handle: RePEc:edi:boegvuk (more details at EDIRC)
Homepage: http://www.bankofengland.co.uk/
Email:
Phone: +44 (020) 7601 4444
Fax: +44 (020) 7601 4771
Postal: Threadneedle Street, London EC2R 8AH
Handle: RePEc:edi:boegvuk (more details at EDIRC)
- Joyce, Michael & Liu, Zhuoshi & Tonks, Ian, 2014. "Institutional investor portfolio allocation, quantitative easing and the global financial crisis," Bank of England working papers 510, Bank of England.
- 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.
- Alexandros Gabrielsen & Paolo Zagaglia & Axel Kirchner & Zhuoshi Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Working Paper Series 34_12, The Rimini Centre for Economic Analysis.
- A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Papers 1206.1380, arXiv.org.
- Gabrielsen, A. & Zagaglia, Paolo & Kirchner, A. & Liu, Z., 2012. "Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework," MPRA Paper 39294, University Library of Munich, Germany.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-BAN: Banking (1) 2012-06-25
- NEP-ECM: Econometrics (1) 2012-06-25
- NEP-FOR: Forecasting (1) 2012-06-25
- NEP-GER: German Papers (1) 2014-09-29
- NEP-IFN: International Finance (1) 2014-09-29
- NEP-MAC: Macroeconomics (1) 2014-09-29
- NEP-RMG: Risk Management (1) 2012-06-25
Most cited item
- 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.
Most downloaded item (past 12 months)
- Joyce, Michael & Liu, Zhuoshi & Tonks, Ian, 2014. "Institutional investor portfolio allocation, quantitative easing and the global financial crisis," Bank of England working papers 510, Bank of England.
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