Access Statistics for Shu 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
A General Equilibrium Model of the Term Structure of Interest Rates under Regime-switching Risk 0 0 0 353 0 1 13 1,070
Cash flow and risk premium dynamics in an equilibrium asset-pricing model with recursive preferences 0 0 0 15 0 0 9 61
Estimating Monetary Policy Effects When Interest Rates are Bounded at Zero 0 0 0 166 2 2 7 669
Federal Reserve Credibility and the Term Structure of Interest Rates 0 0 0 72 1 1 13 54
INTERTEMPORALLY NON-SEPARABLE MONETARYASSET RISK ADJUSTMENT AND AGGREGATION 0 0 0 25 1 2 8 239
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 1 443 0 0 11 1,679
Intertemporally non-separable monetary-asset risk adjustment and aggregation 0 0 0 58 0 0 8 448
Monetary Policy and Long-term Interest Rates 0 0 0 327 1 1 9 874
On User Costs of Risky Monetary Assets 0 1 1 152 2 3 13 555
On user costs of risy monetary assets 0 0 0 49 2 3 10 382
The Equilibrium Term Structure of Equity and Interest Rates 0 0 0 25 2 2 14 89
The Term Structure of Interest Rates under Regime Shifts and Jumps 0 0 0 175 1 1 17 401
Total Working Papers 0 1 2 1,860 12 16 132 6,521

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A GENERAL EQUILIBRIUM MODEL OF THE TERM STRUCTURE OF INTEREST RATES UNDER REGIME-SWITCHING RISK 0 0 0 3 0 0 11 29
A NOTE ON FOREIGN EXCHANGE INTERVENTIONS AT ZERO INTEREST RATES 0 0 0 26 0 0 12 80
A comparison of two housing markets 0 0 2 16 1 2 18 56
Estimating an affine term structure model of interest rates with correlated noise 0 0 0 0 0 0 4 5
Estimating monetary policy effects when interest rates are close to zero 0 1 1 104 0 1 14 296
Federal Reserve credibility and the term structure of interest rates 0 0 0 11 3 7 14 66
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 0 1 0 1 11 24
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 0 56 0 0 7 186
Intertemporally non-separable monetary-asset risk adjustment and aggregation 0 0 0 3 2 3 8 47
MACROECONOMIC SHOCKS AND THE FOREIGN EXCHANGE RISK PREMIA 0 0 0 58 0 0 5 147
MONETARY POLICY AND LONG‐TERM INTEREST RATES 0 0 0 33 0 0 6 118
On international stock market co-movements and macroeconomic risks 0 0 1 14 1 1 8 44
On user costs of risky monetary assets 0 0 0 37 1 1 9 234
Stock market liberalization and international risk sharing 0 1 1 42 0 1 19 211
The term structure of interest rates under regime shifts and jumps 0 0 0 13 0 0 2 55
Understanding Housing Market Volatility 0 0 1 23 0 1 26 110
Total Journal Articles 0 2 6 440 8 18 174 1,708

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Econometric Model of the Term Structure of Interest Rates Under Regime-Switching Risk 0 0 0 0 0 0 5 8
An Exact Solution of the Term Structure of Interest Rate Under Regime-Switching Risk 0 0 0 0 0 0 4 10
On User Costs of Risky Monetary Assets 0 1 1 2 0 1 9 28
Total Chapters 0 1 1 2 0 1 18 46

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Statistics updated 2026-09-10