Details about Zijun Liu

Access statistics for papers by Zijun Liu.

Last updated 2017-08-27. Update your information in the RePEc Author Service.

Short-id: pli984

Working Papers

2017

1. Staff Working Paper No. 665: Dealer intermediation, market liquidity and the impact of regulatory reform
   Bank of England working papers, Bank of England View citations (12)
2. Systemic illiquidity in the interbank network
   Bank of England working papers, Bank of England View citations (9)

2016

3. An agent-based model of dynamics in corporate bond trading
   Bank of England working papers, Bank of England View citations (17)
4. The role of collateral in supporting liquidity
   Bank of England working papers, Bank of England View citations (6)

2014

5. Mapping the UK interbank system
   Bank of England working papers, Bank of England View citations (112)
   See also Journal Article Mapping the UK interbank system, Journal of Banking & Finance, Elsevier (2014) View citations (127) (2014)

2010

6. Credit Rating and Competition
   FMG Discussion Papers, Financial Markets Group View citations (22)

Journal Articles

2015

1. Banking sector interconnectedness: what is it, how can we measure it and why does it matter?
   Bank of England Quarterly Bulletin, 2015, 55, (2), 130-138 View citations (21)
2. Investor Cash Flow and Mutual Fund Behavior
   Manchester School, 2015, 83, (1), 56-71 View citations (1)

2014

3. Competition, premature trading and excess volatility
   Journal of Banking & Finance, 2014, 41, (C), 178-193 View citations (1)
4. Mapping the UK interbank system
   Journal of Banking & Finance, 2014, 45, (C), 288-303 View citations (127)
   See also Working Paper Mapping the UK interbank system, Bank of England working papers (2014) View citations (112) (2014)

2013

5. Stock Market Manipulation in the Presence of Fund Flows
   Annals of Economics and Finance, 2013, 14, (2), 483-491 View citations (2)