Details about Gordon Yu Liao

Access statistics for papers by Gordon Yu Liao.

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

Short-id: pli1385

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.) View citations (5)

2020

2. The Hedging Channel of Exchange Rate Determination
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (15)
3. U.S. Banks and Global Liquidity
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (18)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (23)

2019

4. Credit Migration and Covered Interest Rate Parity
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (8)
   Also in Working Paper, Harvard University OpenScholar (2016) View citations (24)
   See also Journal Article Credit migration and covered interest rate parity, Journal of Financial Economics, Elsevier (2020) View citations (51) (2020)
5. Tractable Rare Disaster Probability and Options-Pricing
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)

2017

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

2012

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

Journal Articles

2020

1. Credit migration and covered interest rate parity
   Journal of Financial Economics, 2020, 138, (2), 504-525 View citations (51)
   See also Working Paper Credit Migration and Covered Interest Rate Parity, International Finance Discussion Papers (2019) View citations (8) (2019)

2018

2. Asset Price Dynamics in Partially Segmented Markets
   The Review of Financial Studies, 2018, 31, (9), 3307-3343 View citations (51)
3. Rethinking Operational Risk Capital Requirements
   Journal of Financial Regulation, 2018, 4, (1), 1-34
   See also Working Paper Rethinking Operational Risk Capital Requirements, Working Paper (2017) View citations (1) (2017)