Haoyang Liu
Haoyang Liu
Federal Reserve Bank of New York
Verified email at - Homepage
Cited by
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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
On the Marčenko–Pastur law for linear time series
H Liu, A Aue, D Paul
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
Errors in the dependent variable of quantile regression models
J Hausman, H Liu, Y Luo, C Palmer
Econometrica 89 (2), 849-873, 2021
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
Where have the Paycheck Protection loans gone so far?
H Liu, D Volker
Liberty Street Economics, 2020
Asset Pricing with Cohort‐Based Trading in MBS Markets
N Fusari, W Li, H Liu, Z Song
The Journal of Finance 77 (6), 3249-3287, 2022
Learning in a changing world: Non-bayesian restless multi-armed bandit
H Liu, K Liu, Q Zhao
Techinal Report, UC Davis, 2010
Are stated expectations actual beliefs? New evidence for the beliefs channel of investment demand
H Liu, C Palmer
National Bureau of Economic Research, 2021
The Federal Reserve’s market functioning purchases
MJ Fleming, H Liu, R Podjasek, J Schurmeier
Economic Policy Review 28 (1), 210-241, 2022
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 51, 100906, 2022
Dealers and the dealer of last resort: Evidence from MBS markets in the COVID-19 crisis
J Chen, H Liu, A Sarkar, Z Song
FRB of New York Staff Report, 2020
Defragmenting markets: Evidence from agency MBS
H Liu, Z Song, JI Vickery
FRB of Philadelphia Working Paper, 2021
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
The housing boom and the decline in mortgage rates
H Liu, DO Lucca, D Parker, G Rays-Wahba
Liberty Street Economics, 2021
Shadow bank and fintech mortgage securitization
Y An, L Li, H Liu, Z Song
Johns Hopkins Carey Business School Research Paper, 2022
Cash-forward arbitrage and dealer capital in MBS markets: COVID-19 and beyond
J Chen, H Liu, A Sarkar, Z Song
Federal Reserve Bank of New York, 2020
Are People Overconfident about Avoiding COVID-19?
R Heimer, H Liu, X Zhang
Liberty Street Economics, 2020
Do government guarantees inhibit risk management? evidence from Fannie Mae and Freddie Mac
H Liu
MBS Market Dysfunctions in the Time of COVID-19
J Chen, H Liu, D Rubio, A Sarkar, Z Song
Liberty Street Economics, 2020
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