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Modelling sovereign credit spreads with international macro-factors : the case of Brazil 1998 - 2009
Liu, Zhuoshi; Spencer, Peter D. - In: Journal of banking & finance 37 (2013) 2, pp. 241-256
Persistent link: https://www.econbiz.de/10009705703
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An open-economy macro-finance model of international interdependence : the OECD, US and the UK
Spencer, Peter D.; Liu, Zhuoshi - In: Journal of banking & finance 34 (2010) 3, pp. 667-680
Persistent link: https://www.econbiz.de/10003951954
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What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?
Kaminska, Iryna; Liu, Zhuoshi; Relleen, Jon; … - In: Journal of banking & finance 88 (2018), pp. 76-96
Persistent link: https://www.econbiz.de/10011962585