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An admissible term structure model of sovereign yield spreads with macro factors : the case of Brazilian global bonds
Liu, Zhuoshi; Spencer, Peter D. - In: Papers in money, macroeconomics and finance : … 77 (2009), pp. 108-125
Persistent link: https://www.econbiz.de/10003866900
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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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An open-economy macro-finance model of international interdependence : the OECD, US and the UK
Spencer, Peter D.; Liu, Zhuoshi - 2009
Persistent link: https://www.econbiz.de/10003874653
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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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Institutional investor portfolio allocation, quantitative easing and the global financial crisis
Joyce, Michael A. S.; Liu, Zhuoshi; Tonks, Ian - 2014
Persistent link: https://www.econbiz.de/10010411461
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Institutional investor investment behaviour during the Crisis and the portfolio balance effect of QE
Joyce, Michael A. S.; Liu, Zhuoshi; Tonks, Ian - In: Quantitative easing : evolution of economic thinking as …, (pp. 63-71). 2016
Persistent link: https://www.econbiz.de/10011498135
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The informational content of market-based measures of inflation expectations derived from government bonds and inflation swaps in the United Kingdom
Liu, Zhuoshi; Vangelista, Elisabetta; Kaminska, Iryna; … - 2015
Persistent link: https://www.econbiz.de/10011402735
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Forecasting value-at-risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework
Gabrielsen, Alexandros; Kirchner, Axel; Liu, Zhuoshi; … - In: Annals of financial economics 10 (2015) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10011382540
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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
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Institutional investors and the QE portfolio balance channel
Joyce, Michael A. S.; Liu, Zhuoshi; Tonks, Ian - In: Journal of money, credit and banking : JMCB 49 (2017) 6, pp. 1225-1246
Persistent link: https://www.econbiz.de/10011946591