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Details about Gordon Yu Liao

Homepage:http://goliao.github.io
Workplace:Federal Reserve Board (Board of Governors of the Federal Reserve System), (more information at EDIRC)

Access statistics for papers by Gordon Yu Liao.

Last updated 2021-01-13. Update your information in the RePEc Author Service.

Short-id: pli1385


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Working Papers

2022

  1. Stablecoins: Growth Potential and Impact on Banking
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (3)

2020

  1. The Hedging Channel of Exchange Rate Determination
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (15)
  2. U.S. Banks and Global Liquidity
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (18)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2020) Downloads View citations (14)

2019

  1. Credit Migration and Covered Interest Rate Parity
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (8)
    Also in Working Paper, Harvard University OpenScholar (2016) Downloads View citations (24)

    See also Journal Article Credit migration and covered interest rate parity, Journal of Financial Economics, Elsevier (2020) Downloads View citations (43) (2020)
  2. Tractable Rare Disaster Probability and Options-Pricing
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads

2017

  1. Option-pricing formula with disaster risk
    AEI Economics Working Papers, American Enterprise Institute Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) Downloads View citations (13)
  2. Rethinking Operational Risk Capital Requirements
    Working Paper, Harvard University OpenScholar Downloads View citations (1)
    See also Journal Article Rethinking Operational Risk Capital Requirements, Journal of Financial Regulation, Oxford University Press (2018) Downloads (2018)

2012

  1. Average Marginal Income Tax Rates for New Zealand, 1907-2009
    Treasury Working Paper Series, New Zealand Treasury Downloads View citations (4)

Journal Articles

2020

  1. Credit migration and covered interest rate parity
    Journal of Financial Economics, 2020, 138, (2), 504-525 Downloads View citations (43)
    See also Working Paper Credit Migration and Covered Interest Rate Parity, International Finance Discussion Papers (2019) Downloads View citations (8) (2019)

2018

  1. Asset Price Dynamics in Partially Segmented Markets
    The Review of Financial Studies, 2018, 31, (9), 3307-3343 Downloads View citations (47)
  2. Rethinking Operational Risk Capital Requirements
    Journal of Financial Regulation, 2018, 4, (1), 1-34 Downloads
    See also Working Paper Rethinking Operational Risk Capital Requirements, Working Paper (2017) Downloads View citations (1) (2017)
 
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