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Edith X. Liu

Personal Details

First Name:Edith
Middle Name:X.
Last Name:Liu
Suffix:
RePEc Short-ID:pli469
21st and Constitution NW Washington DC 20551
202-452-3713

Affiliation

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

Washington, District of Columbia (United States)
http://www.federalreserve.gov/

:

20th Street and Constitution Avenue, NW, Washington, DC 20551
RePEc:edi:frbgvus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Edith X. Liu & Jonathan Pogach, 2017. "The Effect of Foreign Lending on Domestic Loans : An Analysis of U.S. Global Banks," International Finance Discussion Papers 1198, Board of Governors of the Federal Reserve System (U.S.).
  2. Karen K. Lewis & Edith X. Liu, 2017. "Disaster Risk and Asset Returns: An International Perspective," NBER Working Papers 23065, National Bureau of Economic Research, Inc.
  3. Edith Liu & Karen Lewis, 2012. "International Consumption Risk Is Shared After All: An Asset Return View," 2012 Meeting Papers 643, Society for Economic Dynamics.
  4. Liu, Edith X., 2010. "Diversifying Credit Risk with International Corporate Bonds," Working Papers 10-4, University of Pennsylvania, Wharton School, Weiss Center.

Articles

  1. Liu, Edith X. & Pogach, Jonathan, 2017. "The effect of foreign lending on domestic loans: An analysis of US global banks," Economics Letters, Elsevier, vol. 156(C), pages 151-154.
  2. Lewis, Karen K. & Liu, Edith X., 2017. "Disaster risk and asset returns: An international perspective," Journal of International Economics, Elsevier, vol. 108(S1), pages 42-58.
  3. Liu, Edith X., 2016. "Portfolio Diversification and International Corporate Bonds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(03), pages 959-983, June.
  4. Lewis, Karen K. & Liu, Edith X., 2015. "Evaluating international consumption risk sharing gains: An asset return view," Journal of Monetary Economics, Elsevier, vol. 71(C), pages 84-98.
  5. Calum G. Turvey & Joshua Woodard & Edith Liu, 2014. "Financial engineering for the farm problem," Agricultural Finance Review, Emerald Group Publishing, vol. 74(2), pages 271-286, July.

Chapters

  1. Karen K. Lewis & Edith X. Liu, 2016. "Disaster Risk and Asset Returns: An International Perspective," NBER Chapters,in: NBER International Seminar on Macroeconomics 2016 National Bureau of Economic Research, Inc.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Karen K. Lewis & Edith X. Liu, 2017. "Disaster Risk and Asset Returns: An International Perspective," NBER Working Papers 23065, National Bureau of Economic Research, Inc.

    Cited by:

    1. Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017. "The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility," Working Papers 201770, University of Pretoria, Department of Economics.

  2. Edith Liu & Karen Lewis, 2012. "International Consumption Risk Is Shared After All: An Asset Return View," 2012 Meeting Papers 643, Society for Economic Dynamics.

    Cited by:

    1. Ricardo J. Caballero & Alp Simsek, 2016. "A Model of Fickle Capital Flows and Retrenchment," NBER Working Papers 22751, National Bureau of Economic Research, Inc.
    2. Jonathan Heathcote & Fabrizio Perri, 2013. "Assessing international efficiency," Staff Report 480, Federal Reserve Bank of Minneapolis.
    3. Robert Kollmann, 2015. "Exchange Rate and Current Account Dynamics: the Role of Asset Market Structure, Long-Run Risk and Risk Appetite," 2015 Meeting Papers 1397, Society for Economic Dynamics.
    4. Robert Kollmann, 2014. "Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences," CAMA Working Papers 2014-70, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    5. Joel M. David & Espen Henriksen & Ina Simonovska, 2014. "The Risky Capital of Emerging Markets," NBER Working Papers 20769, National Bureau of Economic Research, Inc.
    6. Lewis, Karen K. & Liu, Edith X., 2015. "Evaluating international consumption risk sharing gains: An asset return view," Journal of Monetary Economics, Elsevier, vol. 71(C), pages 84-98.
    7. Nicolas Coeurdacier & Hélène Rey & Pablo Winant, 2015. "Financial Integration and Growth in a Risky World," NBER Working Papers 21817, National Bureau of Economic Research, Inc.

  3. Liu, Edith X., 2010. "Diversifying Credit Risk with International Corporate Bonds," Working Papers 10-4, University of Pennsylvania, Wharton School, Weiss Center.

    Cited by:

    1. Karen K. Lewis, 2011. "Global asset pricing," Globalization and Monetary Policy Institute Working Paper 88, Federal Reserve Bank of Dallas.
    2. Karen K. Lewis & Sandy Lai, 2012. "Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-listed Stocks," NBER Working Papers 18627, National Bureau of Economic Research, Inc.
    3. Chua, Choong Tze & Lai, Sandy & Lewis, Karen K., 2010. "Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-Listed Stocks," Working Papers 10-1, University of Pennsylvania, Wharton School, Weiss Center.

Articles

  1. Lewis, Karen K. & Liu, Edith X., 2017. "Disaster risk and asset returns: An international perspective," Journal of International Economics, Elsevier, vol. 108(S1), pages 42-58.
    See citations under working paper version above.
  2. Liu, Edith X., 2016. "Portfolio Diversification and International Corporate Bonds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(03), pages 959-983, June.

    Cited by:

    1. Fletcher, Jonathan, 2018. "An empirical examination of the diversification benefits of U.K. international equity closed-end funds," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 23-34.

  3. Lewis, Karen K. & Liu, Edith X., 2015. "Evaluating international consumption risk sharing gains: An asset return view," Journal of Monetary Economics, Elsevier, vol. 71(C), pages 84-98.

    Cited by:

    1. Hakon Tretvoll, 2018. "Real Exchange Variability in a Two-Country Business Cycle Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 27, pages 123-145, January.
    2. Robert Kollmann, 2015. "Risk sharing in a world economy with uncertainty shocks," CAMA Working Papers 2015-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    3. Kollmann, Robert, 2017. "Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel," CEPR Discussion Papers 11911, C.E.P.R. Discussion Papers.
    4. Kollmann, Robert, 2016. "International business cycles and risk sharing with uncertainty shocks and recursive preferences," Journal of Economic Dynamics and Control, Elsevier, vol. 72(C), pages 115-124.
    5. Karen K. Lewis & Edith X. Liu, 2017. "Disaster Risk and Asset Returns : An International Perspective," International Finance Discussion Papers 1199, Board of Governors of the Federal Reserve System (U.S.).
    6. Michael Callen & Jean Imbs & Paolo Mauro, 2015. "Pooling risk among countries," PSE - Labex "OSE-Ouvrir la Science Economique" hal-01301583, HAL.
    7. Gurdip Bakshi & Mario Cerrato & John Crosby, 2016. "Studying the Implications of Consumption and Asset Return Data for Stochastic Discount Factors in Incomplete International Economies," Working Papers 2017_01, Business School - Economics, University of Glasgow.
    8. Robert Kollmann, 2016. "Risk Sharing, the Exchange Rate and Net Foreign Assets in a World Economy with Uncertainty Shocks," 2016 Meeting Papers 721, Society for Economic Dynamics.
    9. Lewis, Karen K., 2017. "Changing risk exposures of cross-listed firms and market integration," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 378-405.
    10. Robert Kollmann, 2017. "Explaining International Business Cycle Synchronization," 2017 Meeting Papers 1489, Society for Economic Dynamics.

  4. Calum G. Turvey & Joshua Woodard & Edith Liu, 2014. "Financial engineering for the farm problem," Agricultural Finance Review, Emerald Group Publishing, vol. 74(2), pages 271-286, July.

    Cited by:

    1. Ho, Shuay-Tsyr & Ifft, Jennifer E. & Rickard, Bradley J. & Turvey, Calum G., 2016. "Alternative Strategies to Manage Weather Risk in Perennial Fruit Crop Production," Working Papers 250036, Cornell University, Department of Applied Economics and Management.

Chapters

  1. Karen K. Lewis & Edith X. Liu, 2016. "Disaster Risk and Asset Returns: An International Perspective," NBER Chapters,in: NBER International Seminar on Macroeconomics 2016 National Bureau of Economic Research, Inc.
    See citations under working paper version above.Sorry, no citations of chapters recorded.

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 5 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-IFN: International Finance (2) 2017-02-05 2017-03-05. Author is listed
  2. NEP-OPM: Open Economy Macroeconomics (2) 2012-03-08 2013-05-11. Author is listed
  3. NEP-BAN: Banking (1) 2017-03-05

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