Haoyang Liu
Haoyang Liu
Federal Reserve Bank of New York
Verified email at berkeley.edu - Homepage
Title
Cited by
Cited by
Year
Learning in a changing world: Restless multiarmed bandit with unknown dynamics
H Liu, K Liu, Q Zhao
IEEE Transactions on Information Theory 59 (3), 1902-1916, 2012
1152012
On the Marčenko–Pastur law for linear time series
H Liu, A Aue, D Paul
Annals of Statistics 43 (2), 675-712, 2015
492015
Logarithmic weak regret of non-bayesian restless multi-armed bandit
H Liu, K Liu, Q Zhao
2011 IEEE International Conference on Acoustics, Speech and Signal …, 2011
492011
Learning and sharing in a changing world: Non-bayesian restless bandit with multiple players
H Liu, K Liu, Q Zhao
2011 Information Theory and Applications Workshop, 1-7, 2011
322011
Errors in the dependent variable of quantile regression models
J Hausman, H Liu, Y Luo, C Palmer
Econometrica 89 (2), 849-873, 2021
182021
Learning in a changing world: Non-bayesian restless multi-armed bandit
H Liu, K Liu, Q Zhao
CALIFORNIA UNIV DAVIS DEPT OF ELECTRICAL AND COMPUTER ENGINEERING, 2010
172010
Asset pricing with cohort-based trading in mbs markets
N Fusari, W Li, H Liu, Z Song
FRB of New York Staff Report, 2020
72020
Where Have the Paycheck Protection Loans Gone so far?
H Liu, D Volker
Liberty Street Economics, 2020
62020
Villains or scapegoats? The role of subprime borrowers in driving the US housing boom
JN Conklin, WS Frame, K Gerardi, H Liu
Journal of Financial Intermediation, 100906, 2021
42021
Do government guarantees inhibit risk management? evidence from Fannie Mae and Freddie Mac
H Liu
42016
Cash-Forward Arbitrage and Dealer Capital in MBS Markets: COVID-19 and Beyond
J Chen, H Liu, A Sarkar, Z Song
FRB of New York Staff Report, 2020
32020
Did dealers fail to make markets during the Pandemic?
J Chen, H Liu, D Rubio, A Sarkar, Z Song
Liberty Street Economics, 2021
22021
A monthly peek into Americans’ Credit during the COVID-19 pandemic
AF Haughwout, D Lee, J Scally, W Van der Klaauw
Liberty Street Economics, 2020
22020
Does Skin-In-The-Game Discipline Risk Management? Evidence from Mortgage Insurance
H Liu
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3049639, 2017
22017
Decentralized restless bandit with multiple players and unknown dynamics
H Liu, K Liu, Q Zhao
arXiv preprint arXiv:1102.2975, 2011
22011
MBS Market Dysfunctions in the Time of COVID-19
J Chen, H Liu, D Rubio, A Sarkar, Z Song
Liberty Street Economics, 2020
12020
Are Stated Expectations Actual Beliefs? New Evidence for the Beliefs Channel of Investment Demand
H Liu, C Palmer
12020
Defragmenting Markets: Evidence from Agency MBS
H Liu, Z Song, JI Vickery
FRB of New York Staff Report, 2021
2021
Dealers and the Dealer of Last Resort: Evidence from MBS Markets in the COVID-19 Crisis
J Chen, H Liu, A Sarkar, Z Song
Federal Reserve Bank of New York Staff Reports 933, 2021
2021
Federal Reserve Agency CMBS Purchases
J Gouny, H Liu, W Park
Liberty Street Economics, 2020
2020
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Articles 1–20