Amanda Liu

Former Senior Financial Market Analyst

Amanda Liu has worked on a number of research projects related to the Chinese economy, firm risk-taking, financial institutions and capital flows. She holds a master's degree in economics from Peking University and a PhD in finance from the Chinese University of Hong Kong.

All BIS publications (4)

BIS Working Paper No 1068 25 Jan 2023

Forecasting swap rate volatility with information from swaptions

We examine the predictability of the model-free implied volatility from swaptions on future realized volatility of the…

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BIS Working Paper No 999 8 Feb 2022

Shadow loans and regulatory arbitrage: evidence from China

This paper examines how Chinese banks used on-balance sheet shadow loans for regulatory arbitrage and whether the financial…

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Publication 14 Sep 2020

Cross-border commercial real estate investment in Asia-Pacific

Since the Great Financial Crisis, cross-border real estate investment in Asia-Pacific has increased rapidly. Shim and Liu…

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Vladyslav Sushko

BIS Working Paper No 710 27 Mar 2018

Exchange rate appreciations and corporate risk taking

We test the risk taking channel of exchange rate appreciations using firm level data from private and public firms in ten Asian…

Sebnem Kalemli-Özcan

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All external publications (4)

External publication 16 Mar 2024

Shadow loans and regulatory arbitrage: evidence from China

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External publication 21 Mar 2021

Exchange rate fluctuations and firm leverage

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Sebnem Kalemli-Özcan

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External publication 1 Mar 2021

Exchange rate fluctuations and firm leverage

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Sebnem Kalemli-Özcan

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External publication 1 Feb 2021

Exchange rate fluctuations and firm leverage

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Sebnem Kalemli-Özcan

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All videos (1)

00:02:15

Cross-border commercial real estate investment in Asia-Pacific

Video 14 Sep 2020

Cross-border commercial real estate investment in Asia-Pacific

Since the Great Financial Crisis, cross-border real estate investment in Asia-Pacific has increased rapidly. Shim and Liu…

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