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 0 1 1,057
Cash flow and risk premium dynamics in an equilibrium asset-pricing model with recursive preferences 0 0 0 15 0 0 1 52
Estimating Monetary Policy Effects When Interest Rates are Bounded at Zero 0 0 0 166 0 0 0 662
Federal Reserve Credibility and the Term Structure of Interest Rates 0 1 1 72 1 3 3 41
INTERTEMPORALLY NON-SEPARABLE MONETARYASSET RISK ADJUSTMENT AND AGGREGATION 0 0 0 25 1 1 10 230
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 0 442 0 0 4 1,668
Intertemporally non-separable monetary-asset risk adjustment and aggregation 0 0 0 58 0 0 0 440
Monetary Policy and Long-term Interest Rates 0 0 1 326 0 1 4 864
On User Costs of Risky Monetary Assets 0 0 0 151 0 0 4 542
On user costs of risy monetary assets 0 0 0 49 0 0 1 371
The Equilibrium Term Structure of Equity and Interest Rates 0 0 2 24 0 1 4 74
The Term Structure of Interest Rates under Regime Shifts and Jumps 0 0 0 175 0 0 1 384
Total Working Papers 0 1 4 1,856 2 6 33 6,385

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 1 1 1 18
A NOTE ON FOREIGN EXCHANGE INTERVENTIONS AT ZERO INTEREST RATES 0 0 1 26 0 0 2 68
A comparison of two housing markets 0 0 0 14 1 1 1 36
Estimating monetary policy effects when interest rates are close to zero 0 1 5 102 0 1 11 279
Federal Reserve credibility and the term structure of interest rates 0 0 0 11 0 1 1 52
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 0 1 0 0 0 11
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 0 56 0 0 0 178
Intertemporally non-separable monetary-asset risk adjustment and aggregation 0 0 0 3 1 1 3 39
MACROECONOMIC SHOCKS AND THE FOREIGN EXCHANGE RISK PREMIA 0 0 0 58 0 0 0 141
MONETARY POLICY AND LONG‐TERM INTEREST RATES 0 0 0 33 0 0 0 111
On international stock market co-movements and macroeconomic risks 0 0 0 13 0 0 1 36
On user costs of risky monetary assets 0 0 0 37 0 0 1 223
Stock market liberalization and international risk sharing 0 0 0 41 0 0 1 191
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 2 22 1 1 4 81
Total Journal Articles 0 1 8 433 4 6 26 1,517

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 2 3
An Exact Solution of the Term Structure of Interest Rate Under Regime-Switching Risk 0 0 0 0 1 1 2 5
On User Costs of Risky Monetary Assets 0 0 0 1 1 1 1 18
Total Chapters 0 0 0 1 2 3 5 26

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Statistics updated 2025-03-03