Access Statistics for Jason Wu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Can Long Horizon Data Beat Random Walk under Engel-West Explanation? 0 0 0 0 0 0 7 56
Can long-horizon forecasts beat the random walk under the Engel-West explanation? 0 0 0 169 0 0 6 403
Cointegration test with stationary covariates and the CDS-bond basis during the financial crisis 0 0 0 91 4 5 10 186
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets 0 0 0 33 1 2 5 110
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets 0 0 0 17 4 8 14 82
Dynamic factor value-at-risk for large, heteroskedastic portfolios 0 0 0 34 2 4 14 107
International Trade Price Stickiness and Exchange Rate and Pass-Through in Micro Data: A Case Study on US-China Trade 0 0 0 35 1 2 8 137
International trade price stickiness and exchange rate pass-through in micro data: a case study on U.S.–China trade 0 0 0 30 2 5 13 209
Monetary Policy Surprises and Monetary Policy Uncertainty 0 0 0 95 0 1 10 165
Monetary Policy Uncertainty and Monetary Policy Surprises 1 1 6 94 3 4 21 187
The Taylor rule and forecast intervals for exchange rates 0 0 0 109 1 1 9 365
The Taylor rule and forecast intervals for exchange rates 0 0 0 177 1 3 22 650
Trading Activities at Systemically Important Banks, Part 1: Recent Trends in Trading Performance 0 0 0 5 3 3 7 35
Trading Activities at Systemically Important Banks, Part 2: What Happened during Recent Risk Events? 0 0 0 19 0 1 4 37
Trading Activities at Systemically Important Banks, Part 3: What Drives Trading Performance? 0 0 0 7 1 2 9 42
Total Working Papers 1 1 6 915 23 41 159 2,771

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Covariate Residual-Based Cointegration Test Applied to the CDS-Bond Basis 0 0 0 17 3 5 9 170
Dynamic factor Value-at-Risk for large heteroskedastic portfolios 0 0 1 15 1 2 10 85
Semiparametric forecast intervals 0 0 0 0 3 5 12 48
The Impact of the 2007 Liquidity Shock on Bank Jumbo Mortgage Lending 0 0 0 25 1 2 10 124
The Taylor Rule and Forecast Intervals for Exchange Rates 0 0 0 38 1 2 14 186
Total Journal Articles 0 0 1 95 9 16 55 613

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Statistics updated 2026-05-06