Zijun Liu

Zijun Liu

Hong Kong Monetary Authority - - / Hong Kong
Others
AD Scientific Index ID: 4514401
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person_outline Zijun Liu's MOST POPULAR ARTICLES
1-) Mapping the UK interbank systemS Langfield, Z Liu, T OtaJournal of Banking & Finance 45, 288-303, 20142352014
2-) Credit rating and competitionN Camanho, P Deb, Z LiuInternational Journal of Finance and Economics, 20201052020
3-) Banking sector interconnectedness: what is it, how can we measure it and why does it matter?Z Liu, S Quiet, B RothBank of England Quarterly Bulletin 56, 2015452015
4-) An agent-based model of dynamics in corporate bond tradingK Braun-Munzinger, Z Liu, A TurrellQuantitative Finance, 201747*2017
5-) Systemic liquidity risk in the interbank marketG Ferrara, S Langfield, Z Liu, T OtaQuantitative Finance, 201946*2019