Chun Liu

Tsinghua University - School of Economics and Management

Beijing, 100084

China

SCHOLARLY PAPERS

4

DOWNLOADS

775

SSRN CITATIONS
Rank 13,595

SSRN RANKINGS

Top 13,595

in Total Papers Citations

43

CROSSREF CITATIONS

27

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 and Chun Liu
Tsinghua University, University of Chicago - Finance and Tsinghua University - School of Economics and Management
Downloads 500 (57,827)
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
Number of pages: 78 Posted: 04 Mar 2019 Last Revised: 27 Aug 2019
Zhuo Chen, Zhiguo He and Chun Liu
Tsinghua University, University of Chicago - Finance and Tsinghua University - School of Economics and Management
Downloads 95 (289,434)
Citation 10

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
Zhuo Chen, Zhiguo He and Chun Liu
Tsinghua University, University of Chicago - Finance and Tsinghua University - School of Economics and Management
Downloads 13 (613,901)
Citation 2

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
Tsinghua University - School of Economics and Management
Downloads 92 (293,324)

Abstract:

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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 and John M. Maheu
Tsinghua University - School of Economics and Management and McMaster University - Michael G. DeGroote School of Business
Downloads 75 (331,869)
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 and John M. Maheu
Tsinghua 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