Gordon Yu Liao : Citation Profile


Are you Gordon Yu Liao?

Federal Reserve Board (Board of Governors of the Federal Reserve System)

5

H index

5

i10 index

178

Citations

RESEARCH PRODUCTION:

3

Articles

12

Papers

RESEARCH ACTIVITY:

   10 years (2012 - 2022). See details.
   Cites by year: 17
   Journals where Gordon Yu Liao has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 6 (3.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli1385
   Updated: 2024-01-16    RAS profile: 2021-01-13    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Correa, Ricardo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Gordon Yu Liao.

Is cited by:

Ibhagui, Oyakhilome (10)

Cerutti, Eugenio (6)

Zhou, Haonan (6)

Obstfeld, Maurice (6)

Bacchetta, Philippe (6)

Gemmell, Norman (5)

Creedy, John (5)

Serena Garralda, Jose Maria (5)

Gambacorta, Leonardo (4)

Koulischer, Francois (4)

López, Martha (4)

Cites to:

Barro, Robert (23)

Vayanos, Dimitri (13)

Reis, Ricardo (10)

Bahaj, Saleem (10)

KRISHNAMURTHY, ARVIND (10)

Adrian, Tobias (9)

Hanson, Samuel (7)

Boyarchenko, Nina (7)

Gabaix, Xavier (7)

Maggiori, Matteo (6)

Pedersen, Lasse (6)

Main data


Where Gordon Yu Liao has published?


Working Papers Series with more than one paper published# docs
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)4
Working Paper / Harvard University OpenScholar2
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Gordon Yu Liao (2024 and 2023)


YearTitle of citing document
2023Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions. (2023). Ibarra, Raul ; Cuadra, Gabriel ; Alba, Carlos ; Gabriel, Cuadra. In: Working Papers. RePEc:bdm:wpaper:2023-03.

Full description at Econpapers || Download paper

2023Stablecoins and the Financing of the Real Economy. (2023). Nguyen, Benoit ; Gardin, Paul ; Barthelemy, Jean. In: Working papers. RePEc:bfr:banfra:908.

Full description at Econpapers || Download paper

2023Bank positions in FX swaps: insights from CLS. (2023). Sushko, Vladyslav ; Ranaldo, Angelo ; McGuire, Patrick ; Kloks, Pteris. In: BIS Quarterly Review. RePEc:bis:bisqtr:2309b.

Full description at Econpapers || Download paper

2023Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price. (2023). Vasudevan, Kaushik ; Moskowitz, Tobias J ; Hazelkorn, Todd M. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:301-345.

Full description at Econpapers || Download paper

2023Does SOFR-linked debt cost borrowers more than LIBOR-linked debt?. (2023). Syrstad, Olav ; Klingler, Sven. In: Working Paper. RePEc:bno:worpap:2023_7.

Full description at Econpapers || Download paper

2023Dash for Dollars. (2023). Czech, Robert ; Eguren-Martin, Fernando ; Cesa-Bianchi, Ambrogio. In: Discussion Papers. RePEc:cfm:wpaper:2314.

Full description at Econpapers || Download paper

2023Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027.

Full description at Econpapers || Download paper

2023Price convergence between credit default swap and put option: New evidence. (2023). Poon, Ser-Huang ; Lin, Ming-Tsung ; Kolokolova, Olga ; Chan, Ka Kei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:188-213.

Full description at Econpapers || Download paper

2023The rise in foreign currency bonds: The role of US monetary policy and capital controls. (2023). Merrouche, Ouarda ; Cordonier, Rachel ; Bacchetta, Philippe. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001416.

Full description at Econpapers || Download paper

2023What keeps stablecoins stable?. (2023). Viswanath-Natraj, Ganesh ; Lyons, Richard K. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001802.

Full description at Econpapers || Download paper

2023New estimates of international capital mobility for select OECD economies. (2023). Ratnasiri, Shyama ; Makin, Anthony J. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:127-138.

Full description at Econpapers || Download paper

2023Global Capital Allocation. (2023). Tinda, Serdil ; Sun, Ziwen ; Schreger, Jesse ; Maggiori, Matteo ; Florez-Orrego, Sergio. In: SocArXiv. RePEc:osf:socarx:5s6n3.

Full description at Econpapers || Download paper

Works by Gordon Yu Liao:


YearTitleTypeCited
2017Option-pricing formula with disaster risk In: AEI Economics Working Papers.
[Full Text][Citation analysis]
paper15
2016Options-Pricing Formula with Disaster Risk.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
paper
2020Credit migration and covered interest rate parity In: Journal of Financial Economics.
[Full Text][Citation analysis]
article74
2019Credit Migration and Covered Interest Rate Parity.(2019) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 74
paper
2016Credit Migration and Covered Interest Rate Parity.(2016) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 74
paper
2019Tractable Rare Disaster Probability and Options-Pricing In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper0
2020The Hedging Channel of Exchange Rate Determination In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper12
2020U.S. Banks and Global Liquidity In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper15
2020U.S. Banks and Global Liquidity.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
paper
2022Stablecoins: Growth Potential and Impact on Banking In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper2
2012Average Marginal Income Tax Rates for New Zealand, 1907-2009 In: Treasury Working Paper Series.
[Full Text][Citation analysis]
paper4
2018Rethinking Operational Risk Capital Requirements In: JThe Journal of Financial Regulation.
[Full Text][Citation analysis]
article1
2017Rethinking Operational Risk Capital Requirements.(2017) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2018Asset Price Dynamics in Partially Segmented Markets In: Review of Financial Studies.
[Full Text][Citation analysis]
article51
2012Average Marginal Income Tax Rates in New Zealand, 1907-2009 In: Working Paper Series.
[Full Text][Citation analysis]
paper4

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team