6
H index
5
i10 index
109
Citations
Zhuoshi Liu : Citation Profile
Renmin University of China | RESEARCH PRODUCTION: 7 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2009 - 2018). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Zhuoshi Liu. | Is cited by:
| Cites to:
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Main data
Where Zhuoshi Liu has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Banking & Finance | 4 |
Recent works citing Zhuoshi Liu (2026 and 2025)
| Year | Title of citing document |
|---|---|
| 2025 | QT versus QE: who is in when the central bank is out?. (2025). Kontoghiorghes, Alex ; Kaminska, Iryna ; Ray, Walker. In: Bank of England working papers. RePEc:boe:boeewp:1108. Full description at Econpapers || Download paper |
| 2025 | Quantitative easing and preferred habitat investors in the euro area bond market. (2025). Vermeulen, Robert ; Boermans, Martijn ; de Souza, Tomaas Carrera. In: Working Papers. RePEc:dnb:dnbwpp:826. Full description at Econpapers || Download paper |
| 2025 | . Full description at Econpapers || Download paper |
| 2024 | Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data. (2024). Uctum, Remzi ; Prat, Georges. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006388. Full description at Econpapers || Download paper |
| 2025 | Asymmetric sovereign risk: Implications for climate change preparation. (2025). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: World Development. RePEc:eee:wdevel:v:188:y:2025:i:c:s0305750x24003796. Full description at Econpapers || Download paper |
| 2024 | Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data. (2024). Uctum, Remzi ; Prat, Georges. In: Post-Print. RePEc:hal:journl:hal-04873466. Full description at Econpapers || Download paper |
| 2025 | Impact of Financial Market uncertainty and Financial Crises on Dynamic Stock€”Foreign Exchange Market Correlations: A New Perspective. (2025). Athari, Seyed Alireza ; Gaokmenolu, Korhan K ; Irani, Farid ; al Al, Abobaker. In: SAGE Open. RePEc:sae:sagope:v:15:y:2025:i:1:p:21582440251314719. Full description at Econpapers || Download paper |
| 2025 | The US Quantitative Easing Monetary Policy and Commodities’ Prices. (2025). Yao, Wei. In: Other publications TiSEM. RePEc:tiu:tiutis:185d14d3-9dc2-4276-82ec-e2d59b3d693f. Full description at Econpapers || Download paper |
Works by Zhuoshi Liu:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework In: Papers. [Full Text][Citation analysis] | paper | 13 |
| 2012 | Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2012 | Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2012 | Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2015 | FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK.(2015) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2009 | AN ADMISSIBLE TERM STRUCTURE MODEL OF SOVEREIGN YIELD SPREADS WITH MACRO FACTORS: THE CASE OF BRAZILIAN GLOBAL BONDS In: Manchester School. [Full Text][Citation analysis] | article | 0 |
| 2014 | Institutional investor portfolio allocation, quantitative easing and the global financial crisis In: Bank of England working papers. [Citation analysis] | paper | 37 |
| 2015 | A joint affine model of commodity futures and US Treasury yields In: Bank of England working papers. [Full Text][Citation analysis] | paper | 6 |
| 2015 | The informational content of market-based measures of inflation expectations derived from govenment bonds and inflation swaps in the United Kingdom In: Bank of England working papers. [Full Text][Citation analysis] | paper | 3 |
| 2026 | Liquidity of last resort: The role of X-bond trading in the Chinese government bond market In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
| 2010 | An open-economy macro-finance model of international interdependence: The OECD, US and the UK In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 11 |
| An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK..() In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | ||
| 2013 | Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009 In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 12 |
| 2018 | What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 7 |
| 2017 | Institutional Investors and the QE Portfolio Balance Channel In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 20 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 20 2026. Contact: CitEc Team