Zijun Liu : Citation Profile


Are you Zijun Liu?

Hong Kong Monetary Authority

3

H index

1

i10 index

62

Citations

RESEARCH PRODUCTION:

5

Articles

7

Papers

RESEARCH ACTIVITY:

   7 years (2010 - 2017). See details.
   Cites by year: 8
   Journals where Zijun Liu has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 3 (4.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli984
   Updated: 2017-09-23    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)

Soramäki, Kimmo (2)

Garratt, Rodney (2)

Riccaboni, Massimo (2)

Pammolli, Fabio (2)

Cites to:

FREIXAS, XAVIER (8)

Rochet, Jean (7)

Langfield, Sam (5)

Perotti, Enrico (4)

Suarez, Javier (4)

Brunnermeier, Markus (3)

Metrick, Andrew (3)

Kyle, Albert (3)

Viswanathan, S (3)

Bargigli, Leonardo (2)

Duffie, Darrell (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 ; Smaga, Pawel ; Gubiec, Tomasz ; Ochnicki, Piotr ; Wili, Mateusz . 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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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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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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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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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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paper51
2014Mapping the UK interbank system.(2014) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 51
article
2017Systemic illiquidity in the interbank network In: Bank of England working papers.
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paper2
2016An agent-based model of dynamics in corporate bond trading In: Bank of England working papers.
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paper0
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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