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 1 352 0 1 2 1,054
Cash flow and risk premium dynamics in an equilibrium asset-pricing model with recursive preferences 0 0 0 15 0 0 0 50
Estimating Monetary Policy Effects When Interest Rates are Bounded at Zero 0 0 1 166 0 0 1 662
Federal Reserve Credibility and the Term Structure of Interest Rates 0 0 2 71 0 0 2 36
INTERTEMPORALLY NON-SEPARABLE MONETARYASSET RISK ADJUSTMENT AND AGGREGATION 0 0 1 25 0 0 7 218
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 1 442 0 0 1 1,664
Intertemporally non-separable monetary-asset risk adjustment and aggregation 0 0 0 58 0 0 0 438
Monetary Policy and Long-term Interest Rates 0 0 2 325 0 1 6 860
On User Costs of Risky Monetary Assets 0 0 0 151 0 0 1 537
On user costs of risy monetary assets 0 0 0 49 0 0 0 370
The Equilibrium Term Structure of Equity and Interest Rates 0 0 1 21 0 0 2 66
The Term Structure of Interest Rates under Regime Shifts and Jumps 0 0 1 175 0 0 1 383
Total Working Papers 0 0 10 1,850 0 2 23 6,338

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 2 0 0 3 14
A NOTE ON FOREIGN EXCHANGE INTERVENTIONS AT ZERO INTEREST RATES 0 0 0 24 0 0 0 65
A comparison of two housing markets 0 0 1 14 0 0 2 35
Estimating monetary policy effects when interest rates are close to zero 0 0 0 97 0 0 1 267
Federal Reserve credibility and the term structure of interest rates 0 0 1 11 0 0 3 50
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 0 56 0 0 1 178
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 0 1 0 0 1 11
Intertemporally non-separable monetary-asset risk adjustment and aggregation 0 0 0 3 0 0 0 35
MACROECONOMIC SHOCKS AND THE FOREIGN EXCHANGE RISK PREMIA 0 0 0 58 0 0 0 140
MONETARY POLICY AND LONG‐TERM INTEREST RATES 0 0 0 33 0 1 1 111
On international stock market co-movements and macroeconomic risks 0 0 0 12 0 0 0 34
On user costs of risky monetary assets 0 0 0 37 0 0 0 220
Stock market liberalization and international risk sharing 0 0 0 41 0 0 1 190
The term structure of interest rates under regime shifts and jumps 0 0 0 13 0 0 0 53
Understanding Housing Market Volatility 0 0 0 17 0 0 2 72
Total Journal Articles 0 0 2 419 0 1 15 1,475

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 0 1
An Exact Solution of the Term Structure of Interest Rate Under Regime-Switching Risk 0 0 0 0 0 0 0 2
On User Costs of Risky Monetary Assets 0 0 1 1 0 0 1 16
Total Chapters 0 0 1 1 0 0 1 19

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Statistics updated 2023-05-07