Gordon Yu Liao : Citation Profile

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

6

H index

6

i10 index

246

Citations

RESEARCH PRODUCTION:

3

Articles

13

Papers

RESEARCH ACTIVITY:

   10 years (2012 - 2022). See details.
   Cites by year: 24
   Journals where Gordon Yu Liao has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 6 (2.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli1385
   Updated: 2026-10-24    RAS profile: 2025-04-28    
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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)

Bacchetta, Philippe (6)

Cerutti, Eugenio (6)

Zhou, Haonan (6)

Obstfeld, Maurice (6)

Serena Garralda, Jose Maria (5)

McGuire, Patrick (5)

Gemmell, Norman (5)

Creedy, John (5)

Peydro, Jose-Luis (4)

Vayanos, Dimitri (4)

Cites to:

Barro, Robert (23)

Vayanos, Dimitri (13)

KRISHNAMURTHY, ARVIND (10)

Reis, Ricardo (10)

Bahaj, Saleem (10)

Adrian, Tobias (9)

Gabaix, Xavier (7)

Hanson, Samuel (7)

Duffie, Darrell (7)

Boyarchenko, Nina (7)

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
NBER Working Papers / National Bureau of Economic Research, Inc3
Working Paper / Harvard University OpenScholar2

Recent works citing Gordon Yu Liao (2026 and 2025)

YearTitle of citing document
2026Global Banks’ Leverage and Global Liquidity. (2026). Weigandi, Ivn. In: Working Papers. RePEc:aoz:wpaper:402.

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2024Automated Market Making: the case of Pegged Assets. (2024). Guilbert, Julien ; Bouba, David ; Bertucci, Louis ; Bergault, Philippe. In: Papers. RePEc:arx:papers:2411.08145.

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2026A Blessing in Disguise: How DeFi Hacks Trigger Unintended Liquidity Injections into US Money Markets. (2026). Lin, Tingyi. In: Papers. RePEc:arx:papers:2601.08263.

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2026Dollarisation waves: new evidence from a comprehensive international bond database. (2026). Pradhan, Swapan-Kumar ; Temesvary, Judit ; Prasad, Eswar ; Takts, Eld. In: BIS Papers. RePEc:bis:bisbps:165.

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2026Are stablecoins and bank deposits substitutes?. (2026). Ahmed, Rashad ; Aldasoro, Iaki. In: BIS Working Papers. RePEc:bis:biswps:1382.

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2026Central Bank Reserves and the Balance Sheet of Banks. (2026). von Thadden, Ernst-Ludwig ; Rochet, Jean-Charles ; Gersbach, Hans. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_765.

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2025The implications of CIP deviations for international capital flows. (2025). Kubitza, Christian ; Vandeweyer, Quentin ; Sigaux, Jean-David. In: Working Paper Series. RePEc:ecb:ecbwps:20253017.

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2025Leveraging Machine Learning for Exchange Rate Prediction: Fresh Insights from BRICS Economies. (2025). Ahmed, Haseen. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:v:15:y:2025:i:4:id:17575.

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2025Economic magnitudes within reason. (2025). Liu, Zack ; Winegar, Adam. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s092911992400169x.

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2026Do carbon emissions affect the cost of capital? Primary versus secondary corporate bond markets. (2026). Pouget, Sbastien ; Kim, Daniel. In: Journal of Corporate Finance. RePEc:eee:corfin:v:97:y:2026:i:c:s0929119925002007.

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2026Global corporate bond markets and local monetary policy transmission. (2026). Benlialper, Ahmet. In: Journal of Corporate Finance. RePEc:eee:corfin:v:99:y:2026:i:c:s0929119926000453.

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2025Covered interest parity: A forecasting approach to estimate the neutral band. (2025). Hernandez, Juan ; Hernndez, Juan R. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000719.

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

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2025Macro-financial impacts of foreign digital money. (2025). Tan, Brandon ; Papageorgiou, Evan ; Le, Anh H ; Copestake, Alexander ; Rawat, Umang ; Peiris, Jay S. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s0165176525002952.

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2024Are stablecoins the money market mutual funds of the future?. (2024). Smales, Lee ; Baur, Dirk G ; Oefele, Nico. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000914.

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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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2024Banking crises and corporate trade credit: The role of creditor protection. (2024). Li, Xinqian ; Zhang, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005385.

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2024The widening of cross-currency basis: When increased FX swap demand meets limits of arbitrage. (2024). Nathan, Daniel ; ben Zeev, Nadav. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001119.

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2025The role of US bank liquidity and regulations in Covered Interest Parity deviations. (2025). Winkelried, Diego ; Terrones, Marco ; Ortiz, Marco ; Bazn-Palomino, Walter. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:102:y:2025:i:c:s1042443125000630.

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2024Global banks and the picking order in internal capital markets: Do locational activity patterns matter?. (2024). Davino, Carmela. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001495.

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2024Monetary policy transmission in segmented markets. (2024). Eisenschmidt, Jens ; Ma, Yiming ; Zhang, Anthony Lee. 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). Sundaresan, Suresh ; Xiao, Kairong. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001873.

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2024The reserve supply channel of unconventional monetary policy. (2024). Jiang, Zhengyang ; Ma, Yiming ; Diamond, William. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001107.

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2025The SOFR discount. (2025). Syrstad, Olav ; Klingler, Sven. In: Journal of Financial Economics. RePEc:eee:jfinec:v:164:y:2025:i:c:s0304405x24002125.

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2025Global sales, international currencies, and the currency denomination of debt. (2025). Qian, Yan ; Colacito, Riccardo ; Stathopoulos, Andreas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:174:y:2025:i:c:s0304405x25001928.

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2026Stablecoins and short-term funding markets. (2026). Gardin, Paul ; Barthlemy, Jean ; Nguyen, Benoit. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:161:y:2026:i:c:s0261560625002049.

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2026Bitcoin market segmentation and regulatory effect. (2026). Dufouleur, Mathilde. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:165:y:2026:i:c:s0261560626000550.

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2026The dollar squeeze and economic growth. (2026). Long, Xin ; Lim, Jamus Jerome. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:87:y:2026:i:c:s0164070426000030.

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2026Political risk and commodity currencies. (2026). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Dodd, Olga. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:42:y:2026:i:c:s2405851326000243.

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2025Evolving Earth observation capabilities for recent land-related EU policies. (2025). Enssle, Fabian ; Foerster, Saskia ; Suarez, Daniela Requena ; van De, Ruben ; Schweitzer, Christian ; Masolele, Robert ; Vancutsem, Christelle ; Hostert, Patrick ; Nepomshina, Olga ; Herold, Martin ; Dowell, Mark ; Berger, Katja ; Reiche, Johannes ; Szantoi, Zoltan. In: Land Use Policy. RePEc:eee:lauspo:v:158:y:2025:i:c:s0264837725002832.

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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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2024The Offshore Dollar and US Policy. (2024). McCauley, Robert. In: Policy Hub. RePEc:fip:a00068:99093.

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2024Quantities and Covered-Interest Parity. (2024). Moskowitz, Tobias J ; Ross, Sharon Y ; Vasudevan, Kaushik. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-61.

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2026Fiscal Policy, Portfolio Frictions, and International Transmission. (2026). Mullen, Marcos Mac. In: International Finance Discussion Papers. RePEc:fip:fedgif:103468.

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2025Decoupling Dollar and Treasury Privilege. (2025). Schreger, Jesse ; Du, Wenxin ; Keerati, Ritt. In: International Finance Discussion Papers. RePEc:fip:fedgif:1427.

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2025Dollarization Waves: New Evidence from a Comprehensive International Bond Database. (2025). Temesvary, Judit ; Pradhan, Swapan-Kumar ; Prasad, Eswar S. In: International Finance Discussion Papers. RePEc:fip:fedgif:1429.

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2026Open-Ended Treasury Purchases: From Market Functioning to Financial Easing. (2026). Schulhofer-Wohl, Sam ; D'Amico, Stefania ; Seida, Tim ; Gillet, Max. In: Staff Reports. RePEc:fip:fednsr:102814.

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2026Stablecoin Disintermediation. (2026). Lee, Michael ; Tou, Donny. In: Staff Reports. RePEc:fip:fednsr:102830.

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2025Exportweltmeister: Germany’s Foreign Investment Returns in International Comparison. (2025). Wingenbach, Julian ; Trebesch, Christoph ; Schularick, Moritz ; Konradt, Maximilian ; Hnnekes, Franziska. In: Post-Print. RePEc:hal:journl:hal-05448425.

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2026Do carbon emissions affect the cost of capital?. (2026). Pouget, Sbastien ; Kim, Daniel. In: Post-Print. RePEc:hal:journl:hal-05470890.

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2024Inferring Intermediary Risk Exposure from Trade. (2024). Anderson, Christopher ; Liu, Weiling. In: Management Science. RePEc:inm:ormnsc:v:70:y:2024:i:10:p:6966-6982.

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2025Efficient Market Hypothesis Versus Multifractality: Evidence from the Stablecoin Market. (2025). Jayasankar, Meghna. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:6:d:10.1007_s10614-025-10884-6.

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2024Eco-innovation and corporate waste management: The moderating role of ESG performance. (2024). Hussainey, Khaled ; Wang, Yadong ; Nasrallah, Nohade ; Albitar, Khaldoon. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:2:d:10.1007_s11156-024-01281-5.

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2024The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys. (2024). Jiang, Zhengyang ; Krishnamurthy, Arvind ; Lustig, Hanno. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:4:d:10.1057_s41308-023-00226-7.

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2025Corporate Debt Structure with Home and International Currency Bias. (2025). Maggiori, Matteo ; Schreger, Jesse ; Neiman, Brent. In: IMF Economic Review. RePEc:pal:imfecr:v:73:y:2025:i:2:d:10.1057_s41308-024-00254-x.

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2024Intersecting Dynamics: The Influence of Macroeconomic Factors and Financial Development on Interest Rate Spreads in Uganda. (2024). Kijjambu, Frederick Nsambu ; Musiita, Benjamin. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:16:y:2024:i:2:p:1-14.

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2024Understanding the Dynamics Between Monetary Policy and Interest Rate Spreads in Uganda: A Quantitative Study. (2024). Kijjambu, Frederick Nsambu ; Musiita, Benjamin. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:16:y:2024:i:2:p:15-26.

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2025The role of rare earth and metallic mineral prices and sovereign inflation-linked bonds in AI-driven fintech industrial development amid the Russia–Ukraine conflict: A dynamic quantile analysis approach. (2025). Shahbaz, Muhammad ; Islam, Md. Monirul ; Ahmed, Faroque ; al Mahmud, Abdulla. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00888-4.

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2025Do carbon emissions affect the cost of capital? Primary versus secondary corporate bond markets. (2023). Pouget, Sebastien ; Kim, Daniel. In: TSE Working Papers. RePEc:tse:wpaper:128527.

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2025Dynamic Interaction Networks and Frequency Domain Features of Speculation and Volatility in US Energy Futures Markets. (2025). Li, Zeguang ; Liu, Jianmin ; Yu, Arthur ; Putnam, Bluford. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:5:p:407-428.

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2024Global Banks and Synthetic Funding: The Benefits of Foreign Relatives. (2024). Reinhardt, Dennis ; Ossandon Busch, Matias ; Egurenmartin, Fernando. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:1:p:115-152.

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2025Exportweltmeister: Germany’s foreign investment returns in international comparison. (2025). Schularick, Moritz ; Konradt, Maximilian ; Hnnekes, Franziska ; Wingenbach, Julian ; Trebesch, Christoph. In: Open Access Publications from Kiel Institute for the World Economy. RePEc:zbw:ifwkie:318206.

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2025Growth of non-bank financial intermediaries, financial stability, and monetary policy: Prepared for the ECB Forum. (2025). Schlegel, Jonas ; Mattiello, Riccardo ; Pelizzon, Loriana. In: SAFE White Paper Series. RePEc:zbw:safewh:321877.

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2025Growth of non-bank financial intermediaries, financial stability, and monetary policy. (2025). Schlegel, Jonas ; Mattiello, Riccardo ; Pelizzon, Loriana. In: SAFE Working Paper Series. RePEc:zbw:safewp:330175.

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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]		article100
2019Credit Migration and Covered Interest Rate Parity.(2019) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 100		paper
2016Credit Migration and Covered Interest Rate Parity.(2016) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 100		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]		paper17
2020U.S. Banks and Global Liquidity In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper29
2020U.S. Banks and Global Liquidity.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2022Stablecoins: Growth Potential and Impact on Banking In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper12
2026Financial Innovation and the International Monetary System In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
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]		article64
2012Average Marginal Income Tax Rates in New Zealand, 1907-2009 In: Working Paper Series.
[Full Text][Citation analysis]		paper4

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