Zijun Liu : Citation Profile


Are you Zijun Liu?

Hong Kong Monetary Authority

4

H index

1

i10 index

105

Citations

RESEARCH PRODUCTION:

5

Articles

7

Papers

RESEARCH ACTIVITY:

   7 years (2010 - 2017). See details.
   Cites by year: 15
   Journals where Zijun Liu has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 3 (2.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli984
   Updated: 2019-07-14    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:

Aldasoro, Iñaki (7)

Silva, Thiago (6)

Tabak, Benjamin (6)

Langfield, Sam (6)

Guerra, Solange (4)

Hausenblas, Václav (3)

Hüser, Anne-Caroline (3)

Kobayashi, Teruyoshi (3)

Gabrieli, Silvia (3)

HALDANE, ANDREW (2)

Riccaboni, Massimo (2)

Cites to:

FREIXAS, XAVIER (8)

Rochet, Jean (7)

Langfield, Sam (7)

Suarez, Javier (4)

Perotti, Enrico (4)

Liedorp, Franka (4)

Brunnermeier, Markus (3)

Kyle, Albert (3)

Viswanathan, S (3)

Metrick, Andrew (3)

Subrahmanyam, Avanidhar (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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2019Obligations with Physical Delivery in a Multi-Layered Financial Network. (2018). 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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2018Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilities. (2018). Feinstein, Zachary ; Wildman, Mackenzie ; Sturm, Stephan ; Schaanning, Eric ; Rudloff, Birgit ; Pang, Weijie . In: Papers. RePEc:arx:papers:1708.01561.

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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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2019Bond Funds and Fixed-Income Market Liquidity: A Stress-Testing Approach. (2019). Ouellet Leblanc, Guillaume ; Shotlander, Ryan ; Bedard-Page, Guillaume ; Arora, Rohan. In: Technical Reports. RePEc:bca:bocatr:115.

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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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2018Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015. (2018). Gabrieli, Silvia ; Labonne, Claire. In: Working papers. RePEc:bfr:banfra:687.

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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, S J A. In: Bank of England working papers. RePEc:boe:boeewp:0652.

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2018Rethinking financial stability. (2018). Kapadia, Sujit ; Hinterschweiger, Marc ; HALDANE, ANDREW ; Aikman, David. In: Bank of England working papers. RePEc:boe:boeewp:0712.

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2018The deeds of speed: an agent-based model of market liquidity and flash episodes. (2018). Karvik, Geir-Are ; Beale, Daniel ; Worlidge, Jack ; Noss, Joseph. In: Bank of England working papers. RePEc:boe:boeewp:0743.

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2019Mapping bank securities across euro area sectors: comparing funding and exposure networks. (2019). Kok, Christoffer ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:0795.

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2019Tracking foreign capital: the effect of capital inflows on bank lending in the UK. (2019). Raabe, Alexander ; Kneer, Christiane . In: Bank of England working papers. RePEc:boe:boeewp:0804.

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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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2018Systemic liquidity concept, measurement and macroprudential instruments. (2018). Wedow, Michael ; Schmitz, Stefan ; Bonner, Clemens ; Force, Ecb Task. In: Occasional Paper Series. RePEc:ecb:ecbops:2018214.

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2017The systemic implications of bail-in: a multi-layered network approach. (2017). Kok, Christoffer ; Hüser, Anne-Caroline ; 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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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). Montes-Rojas, Gabriel ; Iori, Giulia ; Temizsoy, Asena . 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, Iñaki ; Alves, Ivan . In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:17-37.

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2018Persistent liquidity shocks and interbank funding. (2018). Bluhm, Marcel . In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:246-262.

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2018The systemic implications of bail-in: A multi-layered network approach. (2018). Hüser, Anne-Caroline ; Halaj, Grzegorz ; van der Kraaij, Anton ; Perales, Cristian ; Kok, Christoffer ; Haaj, Grzegorz. In: Journal of Financial Stability. RePEc:eee:finsta:v:38:y:2018:i:c:p:81-97.

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2019Margin requirements and systemic liquidity risk. (2019). Bakoush, Mohamed ; Wolfe, Simon ; Gerding, Enrico H. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:78-95.

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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). Dömötör, Barbara ; 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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2018Financial Centrality and Liquidity Provision. (2018). Townsend, Robert ; chandrasekhar, arun ; Xandri, Juan Pablo . In: NBER Working Papers. RePEc:nbr:nberwo:24406.

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2019Matching, Imitation, and Coordination in Networks. (2019). Cui, Zhiwei. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:9:y:2019:i:1:d:10.1007_s13235-018-0243-0.

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2018Network models of financial systemic risk: a review. (2018). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:1:y:2018:i:1:d:10.1007_s42001-017-0008-3.

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2019Drawing on different disciplines: macroeconomic agent-based models. (2019). HALDANE, ANDREW ; Turrell, Arthur E. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:29:y:2019:i:1:d:10.1007_s00191-018-0557-5.

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2019More is different ... and complex! the case for agent-based macroeconomics. (2019). Roventini, Andrea ; Dosi, Giovanni. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:29:y:2019:i:1:d:10.1007_s00191-019-00609-y.

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2018Systemic illiquidity in the interbank network. (2018). Langfield, Sam ; Ferrara, Gerardo ; Ota, Tomohiro ; Liu, Zijun . In: ESRB Working Paper Series. RePEc:srk:srkwps:201886.

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2019More is Different ... and Complex! The Case for Agent-Based Macroeconomics. (2019). Dosi, Giovanni ; Roventini, Andrea. In: LEM Papers Series. RePEc:ssa:lemwps:2019/01.

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2017Bargaining power and outside options in the interbank lending market. (2017). Bräuning, Falk ; 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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paper79
2014Mapping the UK interbank system.(2014) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 79
article
2017Systemic illiquidity in the interbank network In: Bank of England working papers.
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paper5
2016An agent-based model of dynamics in corporate bond trading In: Bank of England working papers.
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paper7
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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paper1
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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article5
2013Stock Market Manipulation in the Presence of Fund Flows In: Annals of Economics and Finance.
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article2
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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