| Institutional investor portfolio allocation, quantitative easing and the global financial crisis M Joyce, Z Liu, I Tonks Bank of England Working Paper, 2014 | 67 | 2014 |
| The distributional effects of asset purchases V Bell, M Joyce, Z Liu, C Young Bank of England Quarterly Bulletin, Q3, 2012 | 50 | 2012 |
| Institutional investors and the QE portfolio balance channel MAS Joyce, Z Liu, I Tonks Journal of Money, Credit and Banking 49 (6), 1225-1246, 2017 | 46 | 2017 |
| Forecasting value-at-risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework A Gabrielsen, A Kirchner, Z Liu, P Zagaglia Annals of Financial Economics 10 (01), 1550005, 2015 | 34 | 2015 |
| An open-economy macro-finance model of international interdependence: The OECD, US and the UK P Spencer, Z Liu Journal of banking & finance 34 (3), 667-680, 2010 | 23 | 2010 |
| Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009 Z Liu, P Spencer Journal of Banking & Finance 37 (2), 241-256, 2013 | 19 | 2013 |
| What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? I Kaminska, Z Liu, J Relleen, E Vangelista Journal of Banking & Finance 88, 76-96, 2018 | 13 | 2018 |
| The informational content of market-based measures of inflation expectations derived from government bonds and inflation swaps in the united kingdom Z Liu, E Vangelista, I Kaminska, J Relleen Bank of England Working Paper, 2015 | 8 | 2015 |
| 7 Institutional investor investment behaviour during the Crisis and the portfolio balance effect of QE MAS Joyce, Z Liu, I Tonks Quantitative Easing, 63, 2015 | 6 | 2015 |
| A joint affine model of commodity futures and US Treasury yields M Chin, Z Liu Bank of England Working Paper, 2015 | 5 | 2015 |
| An Open-Economy Macro-Finance Model of International Interdependence: The OECD, US and the UK Z Liu, P Spencer The OECD, US and the UK (June 6, 2010). Journal of Banking and Finance 34 (2), 2010 | 3 | 2010 |
| An Admissible Term Structure Model Of Sovereign Yield Spreads With Macro Factors: The Case Of Brazilian Global Bonds Z Liu, P Spencer The Manchester School 77, 108-125, 2009 | 2 | 2009 |
| A framework for extrapolation of long-term interest rates D Antonio, S Carlin, J Hibbert, C Holmes, Z Liu, D Roseburgh, ... Life & Pensions, 39-44, 2009 | 2 | 2009 |
| Forecasting UK inflation: an empirical analysis J Golden, A Adams, Z Liu, S Sorensen Working paper, Heriot-Watt University, 2010 | 1 | 2010 |
| Essays on two-country macro-finance models Z Liu University of York, 2007 | 1 | 2007 |
| IMI Working Paper MAS Joyce, Z Liu, I Tonks | | 2017 |
| Sovereign Credit Spread and CDS Models with Macro Factors: a Case of Brazilian Global Bonds and CDS Z Liu | | 2007 |
| An Open-Economy Macro-Finance Model of International Interdependence: The case of the UK Z Liu, P Spencer | | |
| A Two-Country Macro-Finance Model Analysis on Spillovers and Common Shocks: the US and UK case Z Liu, P Spencer | | |
