Sheen Liu

Washington State University

Dr.

Wilson Rd.

College of Business

Pullman, WA 99164

United States

SCHOLARLY PAPERS

4

DOWNLOADS

157

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (4)

1.

Corporate Pensions and the Maturity Structure of Debt

Journal of Risk and Insurance, Forthcoming
Number of pages: 45 Posted: 11 Mar 2016 Last Revised: 01 Mar 2017
Yijia Lin, Sheen Liu and Jifeng Yu
University of Nebraska at Lincoln - Department of Finance, Washington State University and University of Nebraska-Lincoln
Downloads 89 (292,535)
Citation 2

Abstract:

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defined benefit pension plan, cost of debt, debt maturity, asymmetric information

2.

Optimal Longevity Risk Transfer and Investment Strategies

North American Actuarial Journal, Forthcoming
Number of pages: 44 Posted: 27 Jul 2017 Last Revised: 27 May 2018
Samuel H. Cox, Yijia Lin and Sheen Liu
University of Manitoba - Asper School of Business, University of Nebraska at Lincoln - Department of Finance and Washington State University
Downloads 35 (455,200)

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Pension Buy-Ins and Buy-Outs, Bulk Annuity Insurers, Longevity Risk Transfer, Duality in Optimization

3.

What Drives Systemic Credit Risk? Evidence from the US State CDS Market

Number of pages: 66 Posted: 27 Jul 2017
Washington State University, SUNY at Buffalo - School of Management, Tunghai University-Department of Finance and Saginaw Valley State University
Downloads 32 (468,648)
Citation 2

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Systemic Credit Risk, State Fiscal Problems, Macroeconomic Fundamentals, Economic Beta, Credit Spread Comovement, Kalman Filter

4.

Corporate Pensions and the Maturity Structure of Debt

Journal of Risk and Insurance, Vol. 86, Issue 2, pp. 315-350, 2019
Number of pages: 36 Posted: 11 May 2019
Yijia Lin, Sheen Liu and Jifeng Yu
University of Nebraska at Lincoln, Washington State University and University of Nebraska at Lincoln
Downloads 1 (665,031)
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