Gordon Liao

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

8

DOWNLOADS

912

SSRN CITATIONS
Rank 27,849

SSRN RANKINGS

Top 27,849

in Total Papers Citations

32

CROSSREF CITATIONS

0

Scholarly Papers (8)

1.

Stablecoins: Growth Potential and Impact on Banking

International Finance Discussion Paper No. 1334
Number of pages: 26 Posted: 02 Feb 2022
John Caramichael and Gordon Liao
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 295 (142,303)

Abstract:

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Stablecoins, Digital currencies, Credit intermediation, Banking, Systemic risk, Fintech, Financial innovation, Payment system

2.
Downloads 237 (176,500)
Citation 1

U.S. Banks and Global Liquidity

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-89
Number of pages: 88 Posted: 01 Jul 2020
Ricardo Correa, Wenxin Du and Gordon Liao
Board of Governors of the Federal Reserve System, University of Chicago Booth School of Business and Board of Governors of the Federal Reserve System
Downloads 171 (237,398)

Abstract:

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Liquidity, Global Banks, Repos, Reserves, Covered Interest Rate Parity

U.S. Banks and Global Liquidity

FRB International Finance Discussion Paper No. 1289
Number of pages: 67 Posted: 23 Jul 2020
Ricardo Correa, Wenxin Du and Gordon Liao
Board of Governors of the Federal Reserve System, University of Chicago Booth School of Business and Board of Governors of the Federal Reserve System
Downloads 56 (496,735)

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U.S. Banks and Global Liquidity

NBER Working Paper No. w27491
Number of pages: 67 Posted: 13 Aug 2020 Last Revised: 16 Mar 2022
Ricardo Correa, Wenxin Du and Gordon Liao
Board of Governors of the Federal Reserve System, University of Chicago Booth School of Business and Board of Governors of the Federal Reserve System
Downloads 10 (797,340)
Citation 1

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3.

The Hedging Channel of Exchange Rate Determination

International Finance Discussion Paper No. 1283
Number of pages: 67 Posted: 15 Jun 2020
Gordon Liao and Tony Zhang
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 102 (350,320)
Citation 1

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Global imbalance, Exchange rate, Forward, Hedging, Covered interest rate parity, Currency options, COVID-19

4.

Credit Migration and Covered Interest Rate Parity

FRB International Finance Discussion Paper No. 1255
Number of pages: 56 Posted: 22 Oct 2019 Last Revised: 29 Apr 2020
Gordon Liao
Board of Governors of the Federal Reserve System
Downloads 73 (428,182)
Citation 21

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Covered interest rate parity, Limits of arbitrage, Credit market segmentation, Debt issuance, Dollar convenience yield, Foreign exchange rate hedge

5.

Average Marginal Income Tax Rates in New Zealand, 1907-2009

Victoria University of Wellington Public Finance Working Paper No. 01/2012
Number of pages: 44 Posted: 17 Jan 2013
University of Auckland Business School, Harvard University - Department of Economics, New Zealand Treasury, Victoria University of Wellington - Victoria Business School, Board of Governors of the Federal Reserve System and New Zealand Treasury
Downloads 73 (428,182)

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Average marginal tax rates, New Zealand

6.

Tractable Rare Disaster Probability and Options-Pricing

FEDS Working Paper No. 2019-073
Number of pages: 56 Posted: 22 Oct 2019
Robert J. Barro and Gordon Liao
Harvard University and Board of Governors of the Federal Reserve System
Downloads 67 (448,222)
Citation 7

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Disaster Probability, Option Prices, Rare Disaster, Tail Risk, Uncertainty, Volatility

7.

The Price Effects of Innovative Security Design

Rotman School of Management Working Paper No. 3881268
Number of pages: 29 Posted: 08 Jul 2021
Claire Celerier, Boris Vallee and Gordon Liao
University of Toronto - Rotman School of Management, Harvard Business School - Finance Unit and Board of Governors of the Federal Reserve System
Downloads 38 (571,072)

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Security Design, Volatility, Dividend, Options, Structured Products, Market Segmentation

8.

Options-Pricing Formula with Disaster Risk

NBER Working Paper No. w21888
Number of pages: 53 Posted: 20 Jan 2016 Last Revised: 23 Apr 2022
Robert J. Barro and Gordon Liao
Harvard University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 27 (635,331)

Abstract:

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