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

193

Citations

RESEARCH PRODUCTION:

3

Articles

12

Papers

RESEARCH ACTIVITY:

   10 years (2012 - 2022). See details.
   Cites by year: 19
   Journals where Gordon Yu Liao has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 6 (3.02 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli1385
   Updated: 2024-11-04    RAS profile: 2021-01-13    
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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)

Zhou, Haonan (6)

Cerutti, Eugenio (6)

Obstfeld, Maurice (6)

Bacchetta, Philippe (6)

Gemmell, Norman (5)

Serena Garralda, Jose Maria (5)

McGuire, Patrick (5)

Creedy, John (5)

Vayanos, Dimitri (4)

Koulischer, Francois (4)

Cites to:

Barro, Robert (23)

Vayanos, Dimitri (13)

KRISHNAMURTHY, ARVIND (10)

Bahaj, Saleem (10)

Reis, Ricardo (10)

Adrian, Tobias (9)

Gabaix, Xavier (7)

Hanson, Samuel (7)

Boyarchenko, Nina (7)

Pedersen, Lasse (6)

Maggiori, Matteo (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.

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

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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.

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2024Quantitative easing effectiveness: Evidence from Euro private assets. (2024). Kirikos, Dimitris G. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:354-370.

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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.

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

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

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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.

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2024Flight-to-quality—Money market mutual funds and stablecoins during the March 2023 banking crisis. (2024). Smales, Lee ; Baur, Dirk G ; Oefele, Nico. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004901.

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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.

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2023A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies. (2023). Yan, Shu ; Jia, yuecheng ; Liu, Yuzheng ; Wu, Yangru. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000956.

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2024Digital money creation and algorithmic stablecoin run. (2024). Samphantharak, Krislert ; Saengchote, Kanis. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004653.

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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.

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2024Monetary policy transmission in segmented markets. (2024). Zhang, Anthony Lee ; Ma, Yiming ; Eisenschmidt, Jens. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001782.

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2024Liquidity regulation and banks: Theory and evidence. (2024). Xiao, Kairong ; Sundaresan, Suresh. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001873.

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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.

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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.

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2024Drivers of Post-pandemic Currency Movement: Recurring impacts of sovereign risks and oil prices. (2024). Yuki, Sato. In: Discussion papers. RePEc:eti:dpaper:24054.

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2023Supply and Demand and the Term Structure of Interest Rates. (2023). Vayanos, Dimitri ; Hanson, Samuel ; Greenwood, Robin. In: NBER Working Papers. RePEc:nbr:nberwo:31879.

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

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2024The Bank of Japan’s Stock Holdings and Long-term Returns. (2024). Ichiue, Hibiki. In: Working Papers on Central Bank Communication. RePEc:upd:utmpwp:049.

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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]		article78
2019Credit Migration and Covered Interest Rate Parity.(2019) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78		paper
2016Credit Migration and Covered Interest Rate Parity.(2016) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78		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]		paper13
2020U.S. Banks and Global Liquidity In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper18
2020U.S. Banks and Global Liquidity.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2022Stablecoins: Growth Potential and Impact on Banking In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper4
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: 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: The Review of Financial Studies.
[Full Text][Citation analysis]		article56
2012Average Marginal Income Tax Rates in New Zealand, 1907-2009 In: Working Paper Series.
[Full Text][Citation analysis]		paper4

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