Details about Lu Liu

Access statistics for papers by Lu Liu.

Last updated 2020-04-07. Update your information in the RePEc Author Service.

Short-id: pli671

Working Papers

2013

1. A spatial analysis of international stock market linkages
   Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies View citations (65)
   See also Journal Article in Journal of Banking & Finance (2013)

Journal Articles

2014

1. Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
   International Review of Financial Analysis, 2014, 33, (C), 39-48 View citations (14)
2. The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks
   Journal of Futures Markets, 2014, 34, (1), 93-101 View citations (15)

2013

3. A spatial analysis of international stock market linkages
   Journal of Banking & Finance, 2013, 37, (12), 4738-4754 View citations (63)
   See also Working Paper (2013)
4. International stock market interdependence: Are developing markets the same as developed markets?
   Journal of International Financial Markets, Institutions and Money, 2013, 26, (C), 226-238 View citations (12)