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 48
Can long-horizon forecasts beat the random walk under the Engel-West explanation? 0 0 0 167 2 2 2 391
Cointegration test with stationary covariates and the CDS-bond basis during the financial crisis 0 0 0 90 0 1 4 171
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets 0 0 0 31 0 0 0 96
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets 2 2 4 11 2 5 11 56
Dynamic factor value-at-risk for large, heteroskedastic portfolios 0 1 1 34 0 1 1 91
International Trade Price Stickiness and Exchange Rate and Pass-Through in Micro Data: A Case Study on US-China Trade 0 0 0 34 0 0 1 127
International trade price stickiness and exchange rate pass-through in micro data: a case study on U.S.–China trade 0 0 0 27 0 4 7 185
Monetary Policy Surprises and Monetary Policy Uncertainty 1 1 1 95 1 2 9 150
Monetary Policy Uncertainty and Monetary Policy Surprises 0 1 8 73 1 2 20 145
The Taylor rule and forecast intervals for exchange rates 1 1 1 109 1 1 2 351
The Taylor rule and forecast intervals for exchange rates 1 1 1 177 1 1 1 623
Trading Activities at Systemically Important Banks, Part 1: Recent Trends in Trading Performance 0 0 0 5 0 0 0 28
Trading Activities at Systemically Important Banks, Part 2: What Happened during Recent Risk Events? 0 0 1 19 0 0 3 32
Trading Activities at Systemically Important Banks, Part 3: What Drives Trading Performance? 0 0 0 7 0 0 0 33
Total Working Papers 5 7 17 879 8 19 61 2,527

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 1 8 151
Dynamic factor Value-at-Risk for large heteroskedastic portfolios 0 0 0 13 0 1 4 71
Semiparametric forecast intervals 0 0 0 0 0 0 2 36
The Impact of the 2007 Liquidity Shock on Bank Jumbo Mortgage Lending 0 0 1 24 0 0 3 105
The Taylor Rule and Forecast Intervals for Exchange Rates 0 0 0 38 0 0 2 166
Total Journal Articles 0 0 1 92 0 2 19 529

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2023-05-07