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 4 7 7 56
Can long-horizon forecasts beat the random walk under the Engel-West explanation? 0 0 0 169 2 6 9 403
Cointegration test with stationary covariates and the CDS-bond basis during the financial crisis 0 0 0 91 2 5 6 181
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets 0 0 0 33 3 3 3 108
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets 0 0 0 17 2 4 6 74
Dynamic factor value-at-risk for large, heteroskedastic portfolios 0 0 0 34 7 9 10 103
International Trade Price Stickiness and Exchange Rate and Pass-Through in Micro Data: A Case Study on US-China Trade 0 0 0 35 3 4 6 135
International trade price stickiness and exchange rate pass-through in micro data: a case study on U.S.–China trade 0 0 0 30 3 7 8 204
Monetary Policy Surprises and Monetary Policy Uncertainty 0 0 0 95 4 9 10 164
Monetary Policy Uncertainty and Monetary Policy Surprises 0 1 7 93 7 10 20 183
The Taylor rule and forecast intervals for exchange rates 0 0 0 177 7 11 21 647
The Taylor rule and forecast intervals for exchange rates 0 0 0 109 2 7 9 364
Trading Activities at Systemically Important Banks, Part 1: Recent Trends in Trading Performance 0 0 0 5 1 3 4 32
Trading Activities at Systemically Important Banks, Part 2: What Happened during Recent Risk Events? 0 0 0 19 2 3 3 36
Trading Activities at Systemically Important Banks, Part 3: What Drives Trading Performance? 0 0 0 7 4 7 7 40
Total Working Papers 0 1 7 914 53 95 129 2,730

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 0 3 6 165
Dynamic factor Value-at-Risk for large heteroskedastic portfolios 0 0 1 15 6 7 9 83
Semiparametric forecast intervals 0 0 0 0 5 6 7 43
The Impact of the 2007 Liquidity Shock on Bank Jumbo Mortgage Lending 0 0 0 25 4 6 8 122
The Taylor Rule and Forecast Intervals for Exchange Rates 0 0 0 38 4 10 12 184
Total Journal Articles 0 0 1 95 19 32 42 597

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Statistics updated 2026-02-12