Gordon Liao

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

6

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374

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16

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Scholarly Papers (6)

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1.

U.S. Banks and Global Liquidity

Downloads 136 (246,110)

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 91 (328,881)

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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 37 (514,971)

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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: 12 Feb 2021
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 8 (714,545)
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2.

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
Debasis Bandyopadhyay, Robert J. Barro, Jeremy Couchman, Norman Gemmell, Gordon Liao and Fiona McAlister
University of Auckland, 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 64 (398,929)

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Average marginal tax rates, New Zealand

3.

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 56 (425,984)
Citation 15

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

4.

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 54 (433,169)
Citation 4

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

5.

The Hedging Channel of Exchange Rate Determination

FRB 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 41 (485,352)

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6.

Options-Pricing Formula with Disaster Risk

NBER Working Paper No. w21888
Number of pages: 53 Posted: 20 Jan 2016 Last Revised: 23 Jan 2016
Robert J. Barro and Gordon Liao
Harvard University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 23 (581,439)

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