Lu Liu
Economics and Econometrics · with Asgharian · 2013–2020
A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 27 citations into it; #13,267 of 23,481 by trust here, #10,386 by citations
- Finance — 16 citations into it
Whom Lu Liu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Lu Liu overall
- Paresh Kumar Narayan
- B. N. Iyke
- K. Prabheesh
- Pinglin He
- D. Phan
- Afees A. Salisu
- C. Vidya
- Omair Haroon
- Wenli Huang
Papers from Lu Liu's perspective
Ordered by how strongly the researchers Lu Liu trusts endorse each paper. Same corpus, a different order for every researcher.
- A new unit root test with two structural breaks in level and slope at unknown time
- Introduction to Spatial Econometrics
- New evidence on oil price and firm returns
- A Spatial Modelling Approach to Contagion Among Emerging Economies
- CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS (Econometric Theory)
- Explaining Stock Market Correlation: A Gravity Model Approach
- Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications
- The impact of oil-market shocks on stock returns in major oil-exporting countries (Journal of International Money and Finance)
- Should the government provide insurance for catastrophes
- Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns
Their papers
- Impact of the COVID-19 Pandemic on the Crude Oil and Stock Markets in the US: A Time-Varying Analysis (2020) — 277 citations
- A spatial analysis of international stock market linkages (2013) — 163 citations