Chun Liu

Tsinghua University - School of Economics and Management

Beijing, 100084

China

University of Toronto

Toronto, Ontario M5S 3G8

Canada

SCHOLARLY PAPERS

4

DOWNLOADS

999

SSRN CITATIONS
Rank 8,378

SSRN RANKINGS

Top 8,378

in Total Papers Citations

133

CROSSREF CITATIONS

24

Scholarly Papers (4)

The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 78 Posted: 22 Feb 2017 Last Revised: 27 Aug 2019
Zhuo Chen, Zhiguo He, Chun Liu and Chun Liu
Tsinghua University - PBC School of Finance, University of Chicago - Finance and University of TorontoTsinghua University - School of Economics and Management
Downloads 621 (53,821)
Citation 16

Abstract:

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Local Government Financing Vehicles, Municipal Corporate Bonds, Shadow Banking in China, Railroad Finance, Trust Companies

The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-29, PBCSF-NIFR Research Paper
Number of pages: 78 Posted: 04 Mar 2019 Last Revised: 14 Jan 2021
Zhuo Chen, Zhiguo He, Chun Liu and Chun Liu
Tsinghua University - PBC School of Finance, University of Chicago - Finance and University of TorontoTsinghua University - School of Economics and Management
Downloads 176 (214,828)
Citation 28

Abstract:

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Keywords: Local Government Financing Vehicles, Municipal Corporate Bonds, Political Cycle, Shadow Banking in China, Railroad Finance, Trust Companies

The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes

NBER Working Paper No. w23598
Number of pages: 66 Posted: 25 Jul 2017 Last Revised: 12 Feb 2021
Zhuo Chen, Zhiguo He, Chun Liu and Chun Liu
Tsinghua University - PBC School of Finance, University of Chicago - Finance and University of TorontoTsinghua University - School of Economics and Management
Downloads 26 (617,911)
Citation 8

Abstract:

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2.

Marginal Likelihood Calculation for Gelfand-Dey and Chib Method

Number of pages: 8 Posted: 21 Nov 2011
Chun Liu and Chun Liu
University of TorontoTsinghua University - School of Economics and Management
Downloads 97 (335,595)

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model comparison, structural break, heterogeneous autoregressive model

3.

Intraday Dynamics of Volatility and Duration: Evidence from Chinese Stocks

Number of pages: 26 Posted: 12 Nov 2011
Chun Liu, Chun Liu and John M. Maheu
University of TorontoTsinghua University - School of Economics and Management and McMaster University - Michael G. DeGroote School of Business
Downloads 79 (380,648)
Citation 2

Abstract:

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Market microstructure, Transaction horizon, High-frequency data, ACD, GARCH

4.

Are There Structural Breaks in Realized Volatility?

Journal of Financial Econometrics, Vol. 6, Issue 3, pp. 326-360, 2008
Posted: 17 Jun 2008
Chun Liu, Chun Liu and John M. Maheu
University of TorontoTsinghua University - School of Economics and Management and McMaster University - Michael G. DeGroote School of Business

Abstract:

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C22, C11, G10, change point, GARCH, Gibbs sampling, marginal likelihood, realized volatility