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Gordon Liao

ScholarGPS® ID: 73525512111373

Affiliation

Harvard University, Cambridge, United States

Affiliation History

Field

Social Sciences

Discipline

Economics

Top Specialties

Currency

Metrics Summary

Publication Count

10

Predicted Citations

222

Predicted h-index

6

Ranking

Publications and Citation History

Publications based on Top Specialties

Types of Publication

Publications
Books
Patents
NIH/NSF

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U.S. Dollar Currency Premium in Corporate Bonds (journal article) Gopinath, Gita \| Caramichael, John \| Liao, Gordon IMF Working Papers, volume 2021, issue 185, pages 1- (2021). 10.5089/9781513579016.001 Cite \| Source
Rare disaster probability and options pricing (journal article) Barro, Robert J. \| Liao, Gordon Y. Journal of Financial Economics, volume 139, issue 3, pages 750-769 (2021). 10.1016/j.jfineco.2020.10.001 Cited by (31) \| Cite \| Source
The Price Effects of Innovative Security Design (journal article) Celerier, Claire \| Vallee, Boris \| Liao, Gordon SSRN Electronic Journal (2021). 10.2139/ssrn.3881268 Cite \| Source
U.S. Dollar Currency Premium in Corporate Bonds (journal article) Gopinath, Gita \| Caramichael, John \| Liao, Gordon SSRN Electronic Journal (2021). 10.2139/ssrn.4026384 Cite \| Source
Credit migration and covered interest rate parity (journal article) Liao, Gordon Y. Journal of Financial Economics, volume 138, issue 2, pages 504-525 (2020). 10.1016/j.jfineco.2020.06.002 Cited by (61) \| Cite \| Source
The Hedging Channel of Exchange Rate Determination (journal article) Liao, Gordon \| Zhang, Tony SSRN Electronic Journal (2020). 10.2139/ssrn.3612395 Cited by (5) \| Cite \| Source
Tractable Rare Disaster Probability and Options-Pricing (journal article) Barro, Robert J. \| Liao, Gordon Y. Finance and Economics Discussion Series, volume 2019, issue 073 (2019). 10.17016/feds.2019.073 Cited by (1) \| Cite \| Source
Asset Price Dynamics in Partially Segmented Markets (journal article) Greenwood, Robin \| Hanson, Samuel G \| Liao, Gordon Y The Review of Financial Studies, volume 31, issue 9, pages 3307-3343 (2018). 10.1093/rfs/hhy048 Cited by (59) \| Cite \| Source
Rethinking Operational Risk Capital Requirements (journal article) Sands, Peter \| Liao, Gordon \| Ma, Yueran Journal of Financial Regulation, volume 4, issue 1, pages 1-34 (2018). 10.1093/jfr/fjx009 Cited by (9) \| Cite \| Source
Average Marginal Income Tax Rates in New Zealand, 1907-2009 (journal article) Bandyopadhyay, Debasis \| Barro, Robert J. \| Couchman, Jeremy \| Gemmell, Norman \| Liao, Gordon \| McAlister, Fiona SSRN Electronic Journal (2012). 10.2139/ssrn.2199205 Cited by (7) \| Cite \| Source