Details about Edith X. Liu

Access statistics for papers by Edith X. Liu.

Last updated 2024-10-09. Update your information in the RePEc Author Service.

Short-id: pli469

Working Papers

2022

1. How Can Asset Prices Value Exchange Rate Wedges?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2022)
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2022)

2019

2. Global Spillovers of a China Hard Landing
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (7)

2017

3. Disaster Risk and Asset Returns: An International Perspective
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (8)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (12)
   See also Journal Article Disaster risk and asset returns: An international perspective, Journal of International Economics, Elsevier (2017) View citations (9) (2017)
   Chapter Disaster Risk and Asset Returns: An International Perspective, NBER Chapters, National Bureau of Economic Research, Inc (2016) (2016)
4. The Effect of Foreign Lending on Domestic Loans: An Analysis of U.S. Global Banks
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
   See also Journal Article The effect of foreign lending on domestic loans: An analysis of US global banks, Economics Letters, Elsevier (2017) View citations (5) (2017)

2012

5. International Consumption Risk Is Shared After All: An Asset Return View
   2012 Meeting Papers, Society for Economic Dynamics View citations (15)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (15)

2010

6. Diversifying Credit Risk with International Corporate Bonds
   Working Papers, University of Pennsylvania, Wharton School, Weiss Center View citations (4)

Journal Articles

2022

1. Global Spillovers of a Chinese Growth Slowdown
   JRFM, 2022, 15, (12), 1-23

2017

2. Disaster risk and asset returns: An international perspective
   Journal of International Economics, 2017, 108, (S1), S42-S58 View citations (9)
   See also Working Paper Disaster Risk and Asset Returns: An International Perspective, International Finance Discussion Papers (2017) View citations (8) (2017)
   Chapter Disaster Risk and Asset Returns: An International Perspective, NBER Chapters, 2016 (2016) (2016)
3. The effect of foreign lending on domestic loans: An analysis of US global banks
   Economics Letters, 2017, 156, (C), 151-154 View citations (5)
   See also Working Paper The Effect of Foreign Lending on Domestic Loans: An Analysis of U.S. Global Banks, International Finance Discussion Papers (2017) View citations (2) (2017)

2016

4. Portfolio Diversification and International Corporate Bonds
   Journal of Financial and Quantitative Analysis, 2016, 51, (3), 959-983 View citations (18)

2015

5. Evaluating international consumption risk sharing gains: An asset return view
   Journal of Monetary Economics, 2015, 71, (C), 84-98 View citations (51)

2014

6. Financial engineering for the farm problem
   Agricultural Finance Review, 2014, 74, (2), 271-286 View citations (3)

Chapters

2016

1. Disaster Risk and Asset Returns: An International Perspective
   A chapter in NBER International Seminar on Macroeconomics 2016, 2016
   See also Journal Article Disaster risk and asset returns: An international perspective, Elsevier (2017) View citations (9) (2017)
   Working Paper Disaster Risk and Asset Returns: An International Perspective, Board of Governors of the Federal Reserve System (U.S.) (2017) View citations (8) (2017)