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1
Counterparty choice in the UK credit default swap market : an empirical matching approach
Ferrara, Gerardo
;
Kim, Jun Sung
;
Koo, Bonsoo
;
Liu, Zijun
- In:
Economic modelling
94
(
2021
),
pp. 58-74
Persistent link: https://www.econbiz.de/10012694709
Saved in:
2
Systemic illiquidity in the interbank network
Ferrara, Gerardo
;
Langfield, Sam
;
Liu, Zijun
;
Ota, Tomohiro
- In:
Quantitative finance
19
(
2019
)
11
,
pp. 1779-1795
Persistent link: https://www.econbiz.de/10012194827
Saved in:
3
Competition, premature trading and excess volatility
Deb, Pragyan
;
Koo, Bonsoo
;
Liu, Zijun
- In:
Journal of banking & finance
41
(
2014
),
pp. 178-193
Persistent link: https://www.econbiz.de/10010408477
Saved in:
4
Investor cash flow and mutual fund behavior
Liu, Xiangbo
;
Liu, Zijun
;
Qiu, Zhigang
- In:
The Manchester School
83
(
2015
)
1
,
pp. 56-71
Persistent link: https://www.econbiz.de/10011346142
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5
Asset pricing with relative performance and heterogeneous agents
Levy, Ting
;
Liu, Xiangbo
;
Liu, Zijun
;
Qiu, Zhigang
- In:
Theoretical economics letters
2
(
2012
)
5
,
pp. 520-523
Persistent link: https://www.econbiz.de/10009747053
Saved in:
6
Mapping the UK interbank system
Langfield, Sam
;
Liu, Zijun
;
Ota, Tomohiro
- In:
Journal of banking & finance
45
(
2014
),
pp. 288-303
Persistent link: https://www.econbiz.de/10010467901
Saved in:
7
Stock market manipulation in the presence of fund flows
Liu, Xiangbo
;
Liu, Zijun
;
Qiu, Zhigang
- In:
Annals of economics and finance
14
(
2013
)
2
,
pp. 483-491
Persistent link: https://www.econbiz.de/10010480658
Saved in:
8
Banking sector interconnectedness : what is it, how can we measure it and why does it matter?
Liu, Zijun
;
Quiet, Stephanie
;
Roth, Benedict
- In:
Quarterly bulletin / Bank of England
55
(
2015
)
2
,
pp. 130-138
Persistent link: https://www.econbiz.de/10011408905
Saved in:
9
The role of collateral in supporting liquidity
Baranova, Yuliya
;
Liu, Zijun
;
Noss, Joseph
- In:
The journal of financial market infrastructures
5
(
2016
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011673678
Saved in:
10
An agent-based model of corporate bond trading
Braun-Munzinger, K.
;
Liu, Zijun
;
Turrell, Arthur Edward
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 591-608
Persistent link: https://www.econbiz.de/10011906441
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