学经济不去花街的小中女

Lily Y. Liu

Financial Economist

Supervision, Regulation & Credit

  [e-mail]

617-973-0796

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Biography

 

Lily Y. Liu is a financial economist at the Federal Reserve Bank of Boston. Her research interests include credit markets, forecasting, empirical asset pricing and financial econometrics. Liu joined the Boston Fed in 2015 after she received her Ph.D. in Economics from Duke University. She also holds a B.A. in Mathematics and Economics from the University of Pennsylvania, and a M.Sc. in Statistics from the University of Toronto.

 

Work Experience

Education

 

Ph.D., Economics, Duke University, 2015

M.A., Economics, Duke University, 2010

M.Sc., Statistics, University of Toronto, 2009

B.A., Economics and Mathematics, University of Pennsylvania, 2008

 

Publications

Refereed articles

"Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes", with Andrew Patton and Kevin Sheppard, 2015. Journal of Econometrics, Economics, 187(1), 293-311.

Working papers and other unpublished papers

"Estimating Loss Given Default from CDS under Weak Identification", 2015.

"Estimating Loss Given Default from CDS under Weak Identification", Federal Reserve Bank of Boston RPA 17-1, May 2017.