Zijun Liu : Citation Profile


Are you Zijun Liu?

Hong Kong Monetary Authority

3

H index

1

i10 index

66

Citations

RESEARCH PRODUCTION:

5

Articles

7

Papers

RESEARCH ACTIVITY:

   7 years (2010 - 2017). See details.
   Cites by year: 9
   Journals where Zijun Liu has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 3 (4.35 %)

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   Permalink: http://citec.repec.org/pli984
   Updated: 2017-11-18    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:

Tabak, Benjamin (6)

Silva, Thiago (5)

Aldasoro, Iñaki (5)

Guerra, Solange (4)

Langfield, Sam (4)

Hausenblas, Václav (3)

Milonas, Kristoffer (2)

Garratt, Rodney (2)

de-Ramon, Sebastian (2)

Francis, William (2)

Riccaboni, Massimo (2)

Cites to:

FREIXAS, XAVIER (8)

Rochet, Jean (7)

Langfield, Sam (5)

Suarez, Javier (4)

Perotti, Enrico (4)

Kyle, Albert (3)

Brunnermeier, Markus (3)

Viswanathan, S (3)

Metrick, Andrew (3)

Liedorp, Franka (2)

Upper, Christian (2)

Main data


Where Zijun Liu has published?


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

Recent works citing Zijun Liu (2017 and 2016)


YearTitle of citing document
2016Can banks default overnight? Modeling endogenous contagion on O/N interbank market. (2016). Arendarski, Piotr ; Gubiec, Tomasz ; Ochnicki, Piotr ; Wili, Mateusz ; Smaga, Pawel . In: Papers. RePEc:arx:papers:1603.05142.

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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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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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2016Financial Networks, Bank Efficiency and Risk-Taking. (2016). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange ; de Castro, Rodrigo Cesar . In: Working Papers Series. RePEc:bcb:wpaper:428.

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2016Why Do Vulnerability Cycles Matter in Financial Networks?. (2016). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange. In: Working Papers Series. RePEc:bcb:wpaper:442.

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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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2016The small bank failures of the early 1990s: another story of boom and bust. (2016). Ferrara, Gerardo ; Hogarth, Glenn ; Galiay, Artus ; Balluck, Kushal . In: Bank of England Quarterly Bulletin. RePEc:boe:qbullt:0196.

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2016Interconnectedness of the Irish banking sector with the global financial system. (2016). Hallissey, Niamh . In: Quarterly Bulletin Articles. RePEc:cbi:qtbart:y:2016:m:01:p:66-82.

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2016Centralized netting in financial networks. (2016). Garratt, Rodney. In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt79t1q6cg.

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2016El mercado interbancario en Chile: estructura de la red y evolución en el tiempo. (2016). Carreo, Jose Gabriel ; Cifuentes, Rodrigo . In: Notas de Investigación Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchni:v:19:y:2016:i:3:p:110-131.

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2016Multiplex interbank networks and systemic importance: an application to European data. (2016). Aldasoro, Iñaki ; Alves, Ivan . In: Working Paper Series. RePEc:ecb:ecbwps:20161962.

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

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2016Network structure analysis of the Brazilian interbank market. (2016). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens . In: Emerging Markets Review. RePEc:eee:ememar:v:26:y:2016:i:c:p:130-152.

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2016Financial networks, bank efficiency and risk-taking. (2016). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange ; de Castro, Rodrigo Cesar . In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:247-257.

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2016Calibrating limits for large interbank exposures from a system-wide perspective. (2016). Solorzano-Margain, Juan Pablo ; Batiz-Zuk, Enrique ; Lopez-Gallo, Fabrizio ; Martinez-Jaramillo, Serafin . In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:198-216.

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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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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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2016Time-varying causal network of the Korean financial system based on firm-specific risk premiums. (2016). Chang, Woojin ; Cho, Poongjin ; Song, Jae Wook ; Ko, Bonggyun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:458:y:2016:i:c:p:287-302.

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2017Why do vulnerability cycles matter in financial networks?. (2017). Tabak, Benjamin ; Guerra, Solange ; Silva, Thiago Christiano . 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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2016Interbank Exposure Networks. (2016). Soramäki, Kimmo ; Langfield, Sam ; Soramaki, Kimmo. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:1:d:10.1007_s10614-014-9443-x.

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2016Interbank Exposure Networks. (2016). Soramäki, Kimmo ; Langfield, Sam ; Soramaki, Kimmo. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:1:p:3-17.

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2016Assessing the role of interbank network structure in business and financial cycle analysis. (2016). Scholtes, Nicolas ; Gnabo, Jean-Yves . In: Working Paper Research. RePEc:nbb:reswpp:201610-307.

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2016Multiplex interbank networks and systemic importance РAn application to European data. (2016). Aldasoro, I̱aki ; Alves, Ivan . In: ESRB Working Paper Series. RePEc:srk:srkwps:201620.

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2016Financial contagion with spillover effects: a multiplex network approach. (2016). Crisóstomo, Ricardo ; Peralta, Gustavo ; Crisostomo, Ricardo . In: ESRB Working Paper Series. RePEc:srk:srkwps:201632.

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2017Bargaining power and outside options in the interbank lending market. (2017). Abbassi, Puriya ; Schulze, Niels ; Brauning, Falk . 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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paper53
2014Mapping the UK interbank system.(2014) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 53
article
2017Systemic illiquidity in the interbank network In: Bank of England working papers.
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paper3
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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article3
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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paper3
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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