Fang Liu

KU Leuven

Oude Markt 13

Leuven, Vlaams-Brabant 3000

Belgium

SCHOLARLY PAPERS

5

DOWNLOADS

430

SSRN CITATIONS

0

CROSSREF CITATIONS

7

Scholarly Papers (5)

1.
Downloads 179 (203,508)
Citation 3

The Forex Forward Puzzle: The Career Risk Hypothesis

Number of pages: 38 Posted: 30 Oct 2007
Piet Sercu and Fang Liu
FEB at KU Leuven and KU Leuven
Downloads 178 (204,496)
Citation 2

Abstract:

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Forward puzzle, Peso problem, Risk premium, Tests, Uncovered interest parity

The Forex Forward Puzzle: The Career Risk Hypothesis

Financial Review, Vol. 44, Issue 3, pp. 371-404, August 2009
Number of pages: 34 Posted: 09 Jul 2009
Fang Liu and Piet Sercu
KU Leuven and FEB at KU Leuven
Downloads 1 (805,294)
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The Forex Forward Puzzle: The Career Risk Hypothesis

The Financial Review, Vol. 44, No. 3, August 2009
Posted: 18 May 2009
Fang Liu and Piet Sercu
KU Leuven and FEB at KU Leuven

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Forward puzzle, uncovered interest parity, risk premium

2.

The Forward Puzzle: the Roles of Exchange-Rate Regime and Base-Currency Strength

Number of pages: 26 Posted: 05 Mar 2008
Piet Sercu and Fang Liu
FEB at KU Leuven and KU Leuven
Downloads 86 (350,152)

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forward puzzle, exchange rate regime, base-currency strength, nonstationarity, career-risk effect

3.

Why are Some Currencies Viewed as Benchmarks? The Roles of Interest Rates, Economic Size, and Exchange-Rate Regime

EFA 2009 Bergen Meetings Paper
Number of pages: 34 Posted: 16 Feb 2009
Fang Liu and Piet Sercu
KU Leuven and FEB at KU Leuven
Downloads 82 (360,394)

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forward puzzle, exchange rate regime, base-currency strength, nonstationarity, career-risk premium

4.

Estimating the Intertemporal Substitution Elasticity

Number of pages: 37 Posted: 16 Feb 2009
Fang Liu and Piet Sercu
KU Leuven and FEB at KU Leuven
Downloads 81 (363,037)
Citation 1

Abstract:

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seasonality, inflation rate, instrumental variable, time aggregation, varying relative risk aversion

5.

The Forward Puzzle: The Roles of Exchange Rate Regime and Base Currency Strength

World Economy, Vol. 32, Issue 7, pp. 1055-1074, July 2009
Number of pages: 20 Posted: 09 Jul 2009
Fang Liu and Piet Sercu
KU Leuven and FEB at KU Leuven
Downloads 2 (758,148)
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