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 (82)
   See also Journal Article A spatial analysis of international stock market linkages, Journal of Banking & Finance, Elsevier (2013) View citations (83) (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 (17)
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 (83)
   See also Working Paper A spatial analysis of international stock market linkages, Knut Wicksell Working Paper Series (2013) View citations (82) (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 (16)