主要论著
1. Ramaprasad Bhar，Shawhat Hammoudeh, Tengdong Liu. Relationship between Financial Sector’s CDS Spreads and Other Gauges of Risk: Did the Great Recession Change Them?, Financial Review 48, no. 1: 151-178, 2013.
2. Shawhat Hammoudeh, Tengdong Liu, Ramazan Sari, Mehmet Uzenkaya, The Dynamics of BRICS’s Country Risk Ratings and Domestic Stock Markets, U.S. Stock Market and Oil Price, Mathematics and Computers in Simulation, 94: 277-294, 2013
3. Chia-Lin Chang, Shawkat Hammoudeh, Tengdong Liu, Michael McAleer,Risk Spillovers in Oil-related CDS, Stock and Credit Markets, Energy Economics 36: 526-535, 2013
4. Tengdong Liu, Shawkat Hammoudeh, Mark A. Thompson, A momentum threshold model of stock prices and country risk ratings: Evidence from BRICS countries, Journal of International Financial Markets, Institutions and Money 27: 99-112. 2013
5. Tengdong Liu, Shawkat Hammoudeh, Paulo Santos, Downside Risk and Portfolio Diversification in the Euro-Zone Equity Markets with Special Consideration of the Crisis Period, Journal of International Money and Finance , 44(3), 47-68, 2014
