Victoria Liu

Federal Reserve Bank of Boston

SCHOLARLY PAPERS

3

DOWNLOADS

308

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Optimal Communication in Banking Supervision

Number of pages: 50 Posted: 12 Feb 2024 Last Revised: 20 Mar 2024
Florida State University - Department of Finance, Emory University, Federal Reserve Bank of Boston and Federal Reserve Bank of Boston
Downloads 133 (403,519)

Abstract:

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Banking Supervision, Communication Game, Information Design, Supervisory Guidance, Stress Tests

2.

Swing Pricing Calibration: Using ETFs to Infer Swing Factors for Mutual Funds

Financial Analysts Journal, Forthcoming
Number of pages: 20 Posted: 31 Jan 2022 Last Revised: 21 Jul 2023
Federal Reserve Bank of Boston, affiliation not provided to SSRN, Federal Reserve Bank of Boston, affiliation not provided to SSRN, Federal Reserve Bank of Boston and affiliation not provided to SSRN
Downloads 111 (462,632)
Citation 1

Abstract:

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first-mover advantage, open-end mutual funds, run risk, swing pricing, liquidity transformation, ETFs

3.

Swing Pricing Calibration

Number of pages: 28 Posted: 05 Dec 2022
Kenechukwu Anadu, Victoria Liu and Lina Lu
Federal Reserve Bank of Boston, Federal Reserve Bank of Boston and Federal Reserve Bank of Boston
Downloads 64 (651,894)

Abstract:

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Swing pricing, runs, mutual funds, liquidity and redemption risks