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Details about Lu Liu

Workplace:Nationalekonomiska Institutionen (Department of Economics), Ekonomihögskolan (Lund School of Economics), Lunds Universitet (Lund University), (more information at EDIRC)

Access statistics for papers by Lu Liu.

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

Short-id: pli671

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Working Papers


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

Journal Articles


  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 Downloads View citations (14)
  2. The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks
    Journal of Futures Markets, 2014, 34, (1), 93-101 Downloads View citations (15)


  1. A spatial analysis of international stock market linkages
    Journal of Banking & Finance, 2013, 37, (12), 4738-4754 Downloads View citations (63)
    See also Working Paper (2013)
  2. 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 Downloads View citations (12)
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