Zijun Liu : Citation Profile

Are you Zijun Liu?

Hong Kong Monetary Authority

5

H index

5

i10 index

193

Citations

RESEARCH PRODUCTION:

5

Articles

5

Papers

RESEARCH ACTIVITY:

   4 years (2013 - 2017). See details.
   Cites by year: 48
   Journals where Zijun Liu has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 3 (1.53 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli984
   Updated: 2023-08-19    RAS profile: 2017-08-27    
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Relations with other researchers

Works with:

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)

Langfield, Sam (7)

Tabak, Benjamin (6)

Silva, Thiago (6)

Montes-Rojas, Gabriel (5)

Moretti, Laura (5)

Guerra, Solange (4)

Barattieri, Alessandro (4)

Lelyveld, Iman (4)

Kok, Christoffer (4)

Ferrara, Gerardo (3)

Cites to:

Langfield, Sam (7)

Rochet, Jean (5)

FREIXAS, XAVIER (5)

Fischer, Thomas (4)

Tesfatsion, Leigh (4)

Liedorp, Franka (4)

Perotti, Enrico (3)

battiston, stefano (3)

Viswanathan, S (3)

Subrahmanyam, Avanidhar (3)

Brunnermeier, Markus (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 (2022 and 2021)

YearTitle of citing document
2023BANK DIVERSITY AND FINANCIAL CONTAGION. (2023). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:178.

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2022Network Structure and Fragmentation of the Argentinean Interbank Markets. (2022). Montes-Rojas, Gabriel ; Forte, Federico ; Elosegui, Pedro. In: Working Papers. RePEc:aoz:wpaper:129.

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2022Dynamic Clearing and Contagion in Financial Networks. (2018). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1801.02091.

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2021Dynamic Default Contagion in Interbank Systems. (2020). Sojmark, Andreas ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:2010.15254.

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2021The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623.

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2022Clearing Payments in Dynamic Financial Networks. (2022). Proskurnikov, Anton V ; Fracastoro, Giulia ; Calafiore, Giuseppe C. In: Papers. RePEc:arx:papers:2201.12898.

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2022Network structure and fragmentation of the Argentinean interbank markets. (2022). Montes-Rojas, Gabriel ; Elosegui, Pedro ; Forte, Federico. In: Papers. RePEc:arx:papers:2203.14488.

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2022Control of Dynamic Financial Networks (The Extended Version). (2022). Proskurnikov, Anton V ; Fracastoro, Giulia ; Calafiore, Giuseppe. In: Papers. RePEc:arx:papers:2205.08879.

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2022A model of system-wide stress simulation: market-based finance and the Covid-19 event. (2022). Vause, Nicholas ; Nicoletti, Giulio ; Kryczka, Dominika ; Kordel, Simon ; Alogoskoufis, Spyridon ; di Iasio, Giovanni. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_687_22.

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2021Bargaining power and outside options in the interbank lending market. (2021). Bräuning, Falk ; Brauning, Falk ; Abbassi, Puriya ; Schulze, Niels. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:553-586.

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2023Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654.

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2023Balancing liquidity and returns through interbank markets: Endogenous interest rates and network structures. (2023). Krause, Andreas ; Xiao, DI. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:131-149.

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2021Financial Network and Systemic Risk—A Dynamic Model. (2021). Yao, David D ; Wang, Tan ; Chen, Hong. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:8:p:2441-2466.

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2021Solvency distress contagion risk: network structure, bank heterogeneity and systemic resilience. (2021). Nahai-Williamson, Paul ; Abduraimova, Kumushoy. In: Bank of England working papers. RePEc:boe:boeewp:0909.

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2022Temporal networks in the analysis of financial contagion. (2022). Vouldis, Angelos ; Nocciola, Luca ; Franch, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20222667.

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2022Non-financial corporations and systemic risk. (2022). Wosser, Michael ; O'Connor, Thomas ; Flavin, Thomas ; Dungey, Mardi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002510.

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2023Interpersonal versus interbank lending networks: The role of intermediation in risk-sharing. (2023). Pollak, Zoltan ; Havran, Daniel ; Gosztonyi, Marton ; Berlinger, Edina. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001066.

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2021Collateral Unchained: Rehypothecation networks, concentration and systemic effects. (2021). Napoletano, Mauro ; Barucca, Paolo ; Luu, Duc Thi ; Battiston, Stefano. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301145.

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2021Exchange rate shocks in multicurrency interbank markets. (2021). Stefan, Martin ; Siklos, Pierre L. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s1572308921000486.

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2021A Density-Based estimator of core/periphery network structures. (2021). Brassil, Anthony ; Nodari, Gabriela. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000303.

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2022Supervisory enforcement actions against banks and systemic risk. (2022). Sedunov, John ; Roman, Raluca A ; Cai, Jin ; Berger, Allen N. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426621001813.

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2021Complexity, interconnectedness and stability: New perspectives applied to the European banking system. (2021). Bertrand, Jean-Louis ; Chabot, Miia. In: Journal of Business Research. RePEc:eee:jbrese:v:129:y:2021:i:c:p:784-800.

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2021Banks funding, leverage, and investment. (2021). Moretti, Laura ; Barattieri, Alessandro ; Quadrini, Vincenzo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:148-171.

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2022Network structure and fragmentation of the Argentinean interbank markets. (2022). Elosegui, Pedro ; Forte, Federico D ; Montes-Rojas, Gabriel. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:3:s2666143822000205.

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2022Systemic risk in financial institutions: A multiplex network approach. (2022). Tse, Yiuman ; Liu, Qingfu ; Jiao, Feng ; Xie, Yiwei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000476.

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2021The construction of multilayer stock network model. (2021). Jiang, Cheng ; Qu, Shuai ; Chen, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120309067.

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2021Solvency contagion risk in the Chinese commercial banks’ network. (2021). Jin, Shuyue ; Chen, YU ; Wang, Xiasi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004015.

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2021Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions. (2021). Chevallier, Julien ; Xie, Chi ; Si, Hui-Bin ; Chen, Yang-Yang ; Wang, Gang-Jin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:325-347.

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2021Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry. (2021). Harris, Jeffrey ; Brunetti, Celso ; Mankad, Shawn. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-17.

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2021The New EU Remuneration Policy as Good but Not Desired Corporate Governance Mechanism and the Role of CSR Disclosing. (2021). Enguix, Luis Porcuna. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:10:p:5476-:d:554182.

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2023Connectivity, centralisation and ‘robustness-yet-fragility’ of interbank networks. (2023). Toto, Andrea ; Teglio, Andrea ; Ozel, Bulent ; Eboli, Mario. In: Annals of Finance. RePEc:kap:annfin:v:19:y:2023:i:2:d:10.1007_s10436-022-00416-9.

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2021Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries. (2021). Yoon, Seong-Min ; Kang, Sanghoon ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; McIver, Ron P. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:4:d:10.1007_s10690-021-09339-3.

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2023Bank Diversity and Financial Contagion. (2023). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: CSEF Working Papers. RePEc:sef:csefwp:667.

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2022Bank demand for central bank liquidity and its impact on interbank markets. (2022). Krause, Andreas ; Xiao, DI. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:17:y:2022:i:3:d:10.1007_s11403-021-00336-3.

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2023Climate-induced liquidity crises: interbank exposures and macroprudential implications. (2023). Pham, Anh Duy ; Reale, Jessica ; D'Orazio, Paola. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep059.

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2022Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe. (2022). Yoon, Seong-Min ; Kang, Sang Hoon ; Arreolahernandez, Jose. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:678-696.

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Works by Zijun Liu:

YearTitleTypeCited
2015Investor Cash Flow and Mutual Fund Behavior In: Manchester School.
[Full Text][Citation analysis]		article1
2014Mapping the UK interbank system In: Bank of England working papers.
[Full Text][Citation analysis]		paper124
2014Mapping the UK interbank system.(2014) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 124		article
2017Systemic illiquidity in the interbank network In: Bank of England working papers.
[Full Text][Citation analysis]		paper15
2016An agent-based model of dynamics in corporate bond trading In: Bank of England working papers.
[Full Text][Citation analysis]		paper17
2016The role of collateral in supporting liquidity In: Bank of England working papers.
[Full Text][Citation analysis]		paper4
2017Staff Working Paper No. 665: Dealer intermediation, market liquidity and the impact of regulatory reform In: Bank of England working papers.
[Full Text][Citation analysis]		paper10
2015Banking sector interconnectedness: what is it, how can we measure it and why does it matter? In: Bank of England Quarterly Bulletin.
[Full Text][Citation analysis]		article19
2013Stock Market Manipulation in the Presence of Fund Flows In: Annals of Economics and Finance.
[Full Text][Citation analysis]		article2
2014Competition, premature trading and excess volatility In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1

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