Zhuoshi Liu : Citation Profile

Are you Zhuoshi Liu?

Renmin University of China

5

H index

4

i10 index

89

Citations

RESEARCH PRODUCTION:

6

Articles

8

Papers

RESEARCH ACTIVITY:

   9 years (2009 - 2018). See details.
   Cites by year: 9
   Journals where Zhuoshi Liu has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 2 (2.2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli410
   Updated: 2023-05-27    RAS profile: 2018-04-06    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Zhuoshi Liu.

Is cited by:

Abbritti, Mirko (3)

Pancaro, Cosimo (3)

Moreno, Antonio (3)

Ono, Arito (3)

Sola, Sergio (3)

Uctum, Remzi (3)

Lucas, Andre (3)

Kok, Christoffer (3)

Zhang, Xin (3)

Shin, Hyun Song (3)

Lojschova, Adriana (2)

Cites to:

Vayanos, Dimitri (9)

Duffie, Darrell (7)

Singleton, Kenneth (7)

Leland, Hayne (6)

Tong, Matthew (6)

Joyce, Michael (6)

Lyrio, Marco (5)

Spencer, Peter (5)

Pedersen, Lasse (5)

Dewachter, Hans (5)

Lopez-Salido, David (4)

Main data

Where Zhuoshi Liu has published?

Journals with more than one article published# docs
Journal of Banking & Finance3

Recent works citing Zhuoshi Liu (2022 and 2021)

YearTitle of citing document
2021A Detailed Guide on How to Use Statistical Software R for Text Mining. (2021). Wong, Wing-Keung ; Nguyen, Ngoc-Hien ; Pho, Kim-Hung ; Huynh, Huu-Nhan. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:3:p:92-110.

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2022Debt Intolerance: Threshold Level and Composition. (2022). Matsuoka, Hideaki. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:4:p:894-932.

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2021Preferred habitat investors in the UK government bond market. (2021). Worlidge, Jack ; Meaning, Jack ; Joyce, Michael ; Giese, Julia. In: Bank of England working papers. RePEc:boe:boeewp:0939.

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2021Modeling ex-ante risk premia in the oil market. (2021). Uctum, Remzi ; Prat, Georges. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-31.

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2022Look who’s Talking: Individual Committee members’ impact on inflation expectations. (2022). Kwiatkowski, Andrzej ; Menzies, Craig ; Rambaccussing, Dooruj. In: Dundee Discussion Papers in Economics. RePEc:dun:dpaper:305.

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2021The transformed Gram Charlier distribution: Parametric properties and financial risk applications. (2021). Iguez, Trino-Manuel ; Leon, Angel. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:323-349.

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2021Modeling dynamic higher moments of crude oil futures. (2021). Li, Chao ; Wang, Tianyi ; Liang, Fang ; Huang, Zhuo. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319302727.

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2022Corporate debt and unconventional monetary policy: The risk-taking channel with bond and loan contracts. (2022). Takahashi, Koji ; Takaoka, Sumiko. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000389.

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2021Impact of the ECB Quantitative Easing on the International Investment Position. (2021). CEZAR, Rafael ; Silvestrini, Maeva. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:241-263.

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2022The dynamics of money supply determination under asset purchase programs: A market-based versus a bank-based financial system. (2022). Wang, Ling. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000750.

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2022Forecasting in GARCH models with polynomially modified innovations. (2022). Bagnato, Luca ; Zoia, Maria Grazia ; Vacca, Gianmarco. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:117-141.

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2022Dissecting the yield curve: The international evidence. (2022). Plazzi, Alberto ; Berardi, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002429.

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2021The impact of quantitative easing on UK bank lending: Why banks do not lend to businesses?. (2021). Giansante, Simone ; Markose, Sheri ; Fatouh, Mahmoud. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:928-953.

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2021Unconventional monetary policy and the portfolio choice of international mutual funds. (2021). Elard, Ilaf ; Cenedese, Gino. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000061.

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2022How persistent are unconventional monetary policy effects?. (2022). Neely, Christopher. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000560.

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2021Modeling ex-ante risk premia in the oil market. (2021). Prat, Georges ; Uctum, Remzi. In: Post-Print. RePEc:hal:journl:hal-03318785.

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2021Modeling ex-ante risk premia in the oil market. (2021). Uctum, Remzi ; Prat, Georges. In: Working Papers. RePEc:hal:wpaper:hal-03508699.

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2022Buy-to-Rent Investors and the Market for Single Family Homes. (2022). Schultz, Paul ; Dlima, Walter. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:64:y:2022:i:1:d:10.1007_s11146-020-09790-5.

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2022Treasury Supply Shocks and the Term Structure of Interest Rates in the UK. (2022). Lengyel, Andras. In: MNB Working Papers. RePEc:mnb:wpaper:2022/6.

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2021Operational aspect of the policy coordination for financial stability: role of Jeffreys–Lindley’s paradox in operations research. (2021). Shahbaz, Muhammad ; Nasir, Muhammad Ali ; Soliman, Alaa M. In: Annals of Operations Research. RePEc:spr:annopr:v:306:y:2021:i:1:d:10.1007_s10479-020-03648-y.

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2022Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process. (2022). Pianese, Augusto ; Bianchi, Sergio ; Frezza, Massimiliano. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:1:d:10.1007_s10287-021-00412-w.

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2021Rationality and anchoring of inflation expectations: An assessment from survey?based and market?based measures. (2021). de Mendonça, Helder ; deMendona, Helder Ferreira ; Machado, Jose Valentim ; Garcia, Pedro Mendes ; de Mendona, Helder Ferreira. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:6:p:1027-1053.

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Works by Zhuoshi Liu:

YearTitleTypeCited
2012Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework In: Papers.
[Full Text][Citation analysis]		paper13
2012Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2012Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2012Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework.(2012) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2015FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK.(2015) In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		article
2009AN ADMISSIBLE TERM STRUCTURE MODEL OF SOVEREIGN YIELD SPREADS WITH MACRO FACTORS: THE CASE OF BRAZILIAN GLOBAL BONDS In: Manchester School.
[Full Text][Citation analysis]		article0
2014Institutional investor portfolio allocation, quantitative easing and the global financial crisis In: Bank of England working papers.
[Full Text][Citation analysis]		paper34
2015A joint affine model of commodity futures and US Treasury yields In: Bank of England working papers.
[Full Text][Citation analysis]		paper4
2015The informational content of market-based measures of inflation expectations derived from govenment bonds and inflation swaps in the United Kingdom In: Bank of England working papers.
[Full Text][Citation analysis]		paper3
2010An open-economy macro-finance model of international interdependence: The OECD, US and the UK In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article11
An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK..() In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2013Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009 In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article5
2018What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article5
2017Institutional Investors and the QE Portfolio Balance Channel In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article14

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