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Zhuoshi Liu

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
[This author has chosen not to make the email address public]
London, United Kingdom
http://www.bankofengland.co.uk/

: +44 (020) 7601 4444
+44 (020) 7601 4771
Threadneedle Street, London EC2R 8AH
RePEc:edi:boegvuk (more details at EDIRC)
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  1. Chin, Michael & Liu, Zhuoshi, 2015. "A joint affine model of commodity futures and US Treasury yields," Bank of England working papers 526, Bank of England.
  2. Liu, Zhuoshi & Vangelista, Elisabetta & Kaminska, Iryna & Relleen, Jon, 2015. "The informational content of market-based measures of inflation expectations derived from govenment bonds and inflation swaps in the United Kingdom," Bank of England working papers 551, Bank of England.
  3. 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.
  4. 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.
  5. 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.
  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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 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 (3) 2014-09-29 2015-03-13 2015-10-17. Author is listed
  2. NEP-BAN: Banking (1) 2012-06-25
  3. NEP-CBA: Central Banking (1) 2015-10-17
  4. NEP-ECM: Econometrics (1) 2012-06-25
  5. NEP-FMK: Financial Markets (1) 2015-03-13
  6. NEP-FOR: Forecasting (1) 2012-06-25
  7. NEP-GER: German Papers (1) 2014-09-29
  8. NEP-IFN: International Finance (1) 2014-09-29
  9. NEP-MON: Monetary Economics (1) 2015-10-17
  10. NEP-RMG: Risk Management (1) 2012-06-25

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