Shuo Liu

Tsinghua University - School of Economics & Management

Beijing, 100084

China

SCHOLARLY PAPERS

4

DOWNLOADS

82

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (4)

Corporate Bond Liquidity During the COVID-19 Crisis

CEPR Discussion Paper No. DP15231
Number of pages: 56 Posted: 12 Sep 2020
University of Illinois at Urbana-Champaign - Department of Finance, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of California, Los Angeles (UCLA) - Department of Economics, Tsinghua University - School of Economics & Management, University of California, Los Angeles and affiliation not provided to SSRN
Downloads 1 (770,733)
Citation 2
  • Add to Cart

Abstract:

Loading...

corporate bonds, COVID-19, intermediation, liquidity, SMCCF

2.

Dealers' Search Intensity in U.S. Corporate Bond Markets

Number of pages: 67 Posted: 01 Aug 2020
Shuo Liu
Tsinghua University - School of Economics & Management
Downloads 45 (460,150)
Citation 2

Abstract:

Loading...

corporate bond market, endogenous search intensity, market inefficiency, search model estimation

3.

Bond Misallocation and Liquidity Risk

Number of pages: 51 Posted: 20 Aug 2020
Shuo Liu
Tsinghua University - School of Economics & Management
Downloads 21 (584,882)

Abstract:

Loading...

corporate bond market, bond mis-allocation, liquidity risk, search frictions

4.

Social Optimal Search Intensity in Over-the-Counter Markets

Number of pages: 87 Posted: 12 Aug 2020
Shuo Liu
Tsinghua University - School of Economics & Management
Downloads 15 (624,918)

Abstract:

Loading...

endogenous search intensity, social optimal solution, core-periphery network