I don't know of any substances which can be liquid when exposed to the vacuum of space, so the planet would have to have at least some atmosphere, the vapor phase of whatever liquid makes up the rest of the planet.
I also don't really know if any substances can remain in the liquid phase under the extremely high pressure near the core of a planet; even hydrogen solidifies.
The planet would have to be massive to have strong enough gravity to keep its atmosphere; if it were too small, the atmosphere would constantly be escaping, and thus the planet would be basically boiling away all the time. If the planet is too big, though, I'd imagine that its core would end up solidifying.
So, I think the answer really depends on whether or not a suitable substance exists. Anyone else have any ideas?
- Warren