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 5 12 1,069
Cash flow and risk premium dynamics in an equilibrium asset-pricing model with recursive preferences 0 0 0 15 0 5 9 61
Estimating Monetary Policy Effects When Interest Rates are Bounded at Zero 0 0 0 166 0 0 5 667
Federal Reserve Credibility and the Term Structure of Interest Rates 0 0 0 72 0 2 12 53
INTERTEMPORALLY NON-SEPARABLE MONETARYASSET RISK ADJUSTMENT AND AGGREGATION 0 0 0 25 0 0 6 237
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 1 443 0 3 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 1 327 0 3 9 873
On User Costs of Risky Monetary Assets 1 1 1 152 1 1 11 553
On user costs of risy monetary assets 0 0 0 49 1 1 9 380
The Equilibrium Term Structure of Equity and Interest Rates 0 0 0 25 0 4 12 87
The Term Structure of Interest Rates under Regime Shifts and Jumps 0 0 0 175 0 4 16 400
Total Working Papers 1 1 3 1,860 2 28 120 6,507

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 4 11 29
A NOTE ON FOREIGN EXCHANGE INTERVENTIONS AT ZERO INTEREST RATES 0 0 0 26 0 9 12 80
A comparison of two housing markets 0 0 2 16 0 6 16 54
Estimating an affine term structure model of interest rates with correlated noise 0 0 0 0 0 1 4 5
Estimating monetary policy effects when interest rates are close to zero 1 1 2 104 1 7 16 296
Federal Reserve credibility and the term structure of interest rates 0 0 0 11 0 0 7 59
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 0 56 0 3 7 186
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 0 1 1 5 12 24
Intertemporally non-separable monetary-asset risk adjustment and aggregation 0 0 0 3 1 2 6 45
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 7 118
On international stock market co-movements and macroeconomic risks 0 1 1 14 0 3 7 43
On user costs of risky monetary assets 0 0 0 37 0 0 10 233
Stock market liberalization and international risk sharing 0 0 0 41 0 4 19 210
The term structure of interest rates under regime shifts and jumps 0 0 0 13 0 0 2 55
Understanding Housing Market Volatility 0 1 1 23 0 3 25 109
Total Journal Articles 1 3 6 439 3 47 166 1,693

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 1 5 8
An Exact Solution of the Term Structure of Interest Rate Under Regime-Switching Risk 0 0 0 0 0 1 5 10
On User Costs of Risky Monetary Assets 1 1 1 2 1 4 9 28
Total Chapters 1 1 1 2 1 6 19 46

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 statistics 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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10