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 2 5 43
Can long-horizon forecasts beat the random walk under the Engel-West explanation? 0 0 5 165 2 4 15 374
Cointegration test with stationary covariates and the CDS-bond basis during the financial crisis 0 0 0 90 0 0 4 157
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets 0 1 5 30 1 6 21 88
Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets 0 0 2 2 0 3 17 17
Dynamic factor value-at-risk for large, heteroskedastic portfolios 0 0 1 32 2 2 7 82
International Trade Price Stickiness and Exchange Rate Pass-through in Micro Data: A Case Study on US-China Trade 0 0 3 58 0 3 27 163
International Trade Price Stickiness and Exchange Rate and Pass-Through in Micro Data: A Case Study on US-China Trade 0 0 0 32 0 1 8 115
International trade price stickiness and exchange rate pass-through in micro data: a case study on U.S.–China trade 0 0 0 25 0 2 11 171
Monetary Policy Surprises and Monetary Policy Uncertainty 2 3 18 90 5 10 43 115
Monetary Policy Uncertainty and Monetary Policy Surprises 5 7 41 41 10 20 46 46
The Taylor rule and forecast intervals for exchange rates 0 1 2 106 1 2 12 326
The Taylor rule and forecast intervals for exchange rates 0 0 1 176 0 1 8 613
Trading Activities at Systemically Important Banks, Part 1: Recent Trends in Trading Performance 0 0 0 4 0 2 9 25
Trading Activities at Systemically Important Banks, Part 2: What Happened during Recent Risk Events? 1 1 3 17 1 3 8 25
Trading Activities at Systemically Important Banks, Part 3: What Drives Trading Performance? 0 0 0 7 1 3 7 30
Total Working Papers 8 13 81 875 23 64 248 2,390


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 18 125
Dynamic factor Value-at-Risk for large heteroskedastic portfolios 0 0 0 12 0 0 7 58
Semiparametric forecast intervals 0 0 0 0 0 0 1 32
The Impact of the 2007 Liquidity Shock on Bank Jumbo Mortgage Lending 0 1 1 21 0 2 8 88
The Taylor Rule and Forecast Intervals for Exchange Rates 0 0 0 37 2 3 8 154
Total Journal Articles 0 1 1 87 2 8 42 457


Statistics updated 2020-11-03