Details about Teng Dong Liu

Access statistics for papers by Teng Dong Liu.

Last updated 2012-09-27. Update your information in the RePEc Author Service.

Short-id: pli553

Working Papers

2011

1. Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
   Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2011) View citations (2)
   Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) View citations (2)
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
   See also Journal Article Risk spillovers in oil-related CDS, stock and credit markets, Energy Economics, Elsevier (2013) View citations (36) (2013)

Journal Articles

2013

1. A momentum threshold model of stock prices and country risk ratings: Evidence from BRICS countries
   Journal of International Financial Markets, Institutions and Money, 2013, 27, (C), 99-112 View citations (25)
2. Risk spillovers in oil-related CDS, stock and credit markets
   Energy Economics, 2013, 36, (C), 526-535 View citations (36)
   See also Working Paper Risk Spillovers in Oil-Related CDS, Stock and Credit Markets, Econometric Institute Research Papers (2011) View citations (1) (2011)