Zijun Liu : Citation Profile


Are you Zijun Liu?

Hong Kong Monetary Authority

4

H index

1

i10 index

78

Citations

RESEARCH PRODUCTION:

5

Articles

7

Papers

RESEARCH ACTIVITY:

   7 years (2010 - 2017). See details.
   Cites by year: 11
   Journals where Zijun Liu has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 3 (3.7 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli984
   Updated: 2018-06-16    RAS profile: 2017-08-27    
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Relations with other researchers


Works with:

Langfield, Sam (3)

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

Is cited by:

Silva, Thiago (6)

Tabak, Benjamin (6)

Aldasoro, Iñaki (5)

Guerra, Solange (4)

Langfield, Sam (4)

Hausenblas, Václav (3)

Soramäki, Kimmo (2)

Amzallag, Adrien (2)

Riccaboni, Massimo (2)

Pagano, Marco (2)

Carreno, Jose (2)

Cites to:

FREIXAS, XAVIER (8)

Rochet, Jean (7)

Langfield, Sam (5)

Suarez, Javier (4)

Perotti, Enrico (4)

Brunnermeier, Markus (3)

Prat, Andrea (3)

Viswanathan, S (3)

Kyle, Albert (3)

Subrahmanyam, Avanidhar (3)

Metrick, Andrew (3)

Main data


Where Zijun Liu has published?


Journals with more than one article published# docs
Journal of Banking & Finance2

Recent works citing Zijun Liu (2018 and 2017)


YearTitle of citing document
2017Multichannel Contagion vs Stabilisation in Multiple Interconnected Financial Markets. (2017). Serguieva, Antoaneta . In: Papers. RePEc:arx:papers:1701.06975.

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2017Contagion in financial systems: A Bayesian network approach. (2017). Chong, Carsten ; Kluppelberg, Claudia . In: Papers. RePEc:arx:papers:1702.04287.

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2017Obligations with Physical Delivery in a Multi-Layered Financial Network. (2017). Feinstein, Zachary. In: Papers. RePEc:arx:papers:1702.07936.

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2017Reverse stress testing interbank networks. (2017). Grigat, Daniel ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:1702.08744.

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2017An Agent-based Model of Contagion in Financial Networks. (2017). Coelho, Flavio Codeco ; Santos, Leonardo Dos . In: Papers. RePEc:arx:papers:1703.07513.

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2017Network models of financial systemic risk: A review. (2017). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:1710.11512.

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2018Dynamic Clearing and Contagion in Financial Networks. (2018). Banerjee, Tathagata ; Feinstein, Zachary ; Bernstein, Alex. In: Papers. RePEc:arx:papers:1801.02091.

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2018Structural changes in the interbank market across the financial crisis from multiple core-periphery analysis. (2018). Kojaku, Sadamori ; Masuda, Naoki ; Caldarelli, Guido ; Cimini, Giulio. In: Papers. RePEc:arx:papers:1802.05139.

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2017Retrieving Implied Financial Networks from Bank Balance-Sheet and Market Data. (2017). Fique, Jose . In: Staff Working Papers. RePEc:bca:bocawp:17-30.

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2017Multichannel contagion vs stabilisation in multiple interconnected financial markets. (2017). Serguieva, Antoaneta ; Bholat, David. In: IFC Bulletins chapters. RePEc:bis:bisifc:43-09.

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2017Multiplex interbank networks and systemic importance - An application to European data. (2017). Aldasoro, Iñaki ; Alves, Ivan . In: BIS Working Papers. RePEc:bis:biswps:603.

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2017An overview of the UK banking sector since the Basel Accord: insights from a new regulatory database. (2017). Milonas, Kristoffer ; Francis, William ; de-Ramon, Sebastian ; de RAMON, Sebastian . In: Bank of England working papers. RePEc:boe:boeewp:0652.

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2017Identifying Complex Core-Periphery Structures in the Interbank Market. (2017). Carreno, Jose ; Cifuentes, Rodrigo ; Carreo, Jose . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:813.

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2017Bank-based versus market-based financing: implications for systemic risk. (2017). Houben, Aerdt ; Bats, Joost. In: DNB Working Papers. RePEc:dnb:dnbwpp:577.

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2017Tracing European structured finance counterparty networks. (2017). Amzallag, Adrien ; Blau, Maximilian L. In: Occasional Paper Series. RePEc:ecb:ecbops:2017199.

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2017The systemic implications of bail-in: a multi-layered network approach. (2017). Kok, Christoffer ; Halaj, Grzegorz ; van der Kraaij, Anton ; Perales, Cristian ; Huser, Anne-Caroline ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20172010.

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2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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2017Network centrality and funding rates in the e-MID interbank market. (2017). Temizsoy, Asena ; Montes-Rojas, Gabriel ; Iori, Giulia. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:346-365.

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2018Multiplex interbank networks and systemic importance: An application to European data. (2018). Aldasoro, Iaki ; Alves, Ivan . In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:17-37.

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2017Efficiency and stability of a financial architecture with too-interconnected-to-fail institutions. (2017). Gofman, Michael . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:113-146.

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2017Why do vulnerability cycles matter in financial networks?. (2017). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:592-606.

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2017Monetary Policy Transmission in a Macroeconomic Agent-Based Model. (2017). Schasfoort, Joeri ; Kinsella, Stephen ; Godin, Antoine ; Caiani, Alessandro ; Bezemer, Dirk. In: Research Report. RePEc:gro:rugsom:17010-gem.

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2017Network models of financial systemic risk: A review. (2017). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Discussion Papers. RePEc:koe:wpaper:1719.

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2017Pénzügyi hálózatok mag-periféria szerkezete. A magyar bankközi fedezetlen hitelek piaca, 2003-2012. (2017). Berlinger, Edina ; Vadasz, Tamas ; Daroczi, Gergely ; Domotor, Barbara. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1734.

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2017Bargaining power and outside options in the interbank lending market. (2017). Bräuning, Falk ; Schulze, Niels ; Brauning, Falk ; Abbassi, Puriya. In: Discussion Papers. RePEc:zbw:bubdps:312017.

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Works by Zijun Liu:


YearTitleTypeCited
2015Investor Cash Flow and Mutual Fund Behavior In: Manchester School.
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article0
2014Mapping the UK interbank system In: Bank of England working papers.
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paper62
2014Mapping the UK interbank system.(2014) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 62
article
2017Systemic illiquidity in the interbank network In: Bank of England working papers.
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paper4
2016An agent-based model of dynamics in corporate bond trading In: Bank of England working papers.
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paper1
2016The role of collateral in supporting liquidity In: Bank of England working papers.
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paper0
2017Staff Working Paper No. 665: Dealer intermediation, market liquidity and the impact of regulatory reform In: Bank of England working papers.
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paper0
2015Banking sector interconnectedness: what is it, how can we measure it and why does it matter? In: Bank of England Quarterly Bulletin.
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article4
2013Stock Market Manipulation in the Presence of Fund Flows In: Annals of Economics and Finance.
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article1
2014Competition, premature trading and excess volatility In: Journal of Banking & Finance.
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article1
2010Credit Rating and Competition In: FMG Discussion Papers.
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paper4
2014Securities financing transactions and the (re)use of collateral in Europe – An analysis of the first data collection conducted by the ESRB from a sample of European banks and agent lenders In: ESRB Occasional Paper Series.
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paper1

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