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 0 49
Can long-horizon forecasts beat the random walk under the Engel-West explanation? 0 0 0 169 0 0 3 397
Cointegration test with stationary covariates and the CDS-bond basis during the financial crisis 0 0 0 91 0 0 2 176
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets 0 0 1 33 0 0 2 105
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets 0 0 4 17 0 0 6 68
Dynamic factor value-at-risk for large, heteroskedastic portfolios 0 0 0 34 0 0 0 93
International Trade Price Stickiness and Exchange Rate and Pass-Through in Micro Data: A Case Study on US-China Trade 0 0 0 35 0 1 1 130
International trade price stickiness and exchange rate pass-through in micro data: a case study on U.S.–China trade 0 0 3 30 0 1 11 197
Monetary Policy Surprises and Monetary Policy Uncertainty 0 0 0 95 0 0 2 155
Monetary Policy Uncertainty and Monetary Policy Surprises 1 4 8 92 2 5 12 171
The Taylor rule and forecast intervals for exchange rates 0 0 0 177 1 1 5 629
The Taylor rule and forecast intervals for exchange rates 0 0 0 109 1 1 3 357
Trading Activities at Systemically Important Banks, Part 1: Recent Trends in Trading Performance 0 0 0 5 0 1 1 29
Trading Activities at Systemically Important Banks, Part 2: What Happened during Recent Risk Events? 0 0 0 19 0 0 0 33
Trading Activities at Systemically Important Banks, Part 3: What Drives Trading Performance? 0 0 0 7 0 0 0 33
Total Working Papers 1 4 16 913 4 10 48 2,622

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 0 4 161
Dynamic factor Value-at-Risk for large heteroskedastic portfolios 1 1 1 15 1 1 3 76
Semiparametric forecast intervals 0 0 0 0 0 0 0 36
The Impact of the 2007 Liquidity Shock on Bank Jumbo Mortgage Lending 0 0 1 25 1 1 4 115
The Taylor Rule and Forecast Intervals for Exchange Rates 0 0 0 38 0 0 0 172
Total Journal Articles 1 1 2 95 2 2 11 560

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Statistics updated 2025-08-05