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 5 9 12 1,069
Cash flow and risk premium dynamics in an equilibrium asset-pricing model with recursive preferences 0 0 0 15 5 7 9 61
Estimating Monetary Policy Effects When Interest Rates are Bounded at Zero 0 0 0 166 0 1 5 667
Federal Reserve Credibility and the Term Structure of Interest Rates 0 0 0 72 2 8 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 1 1 443 1 5 9 1,677
Intertemporally non-separable monetary-asset risk adjustment and aggregation 0 0 0 58 0 3 8 448
Monetary Policy and Long-term Interest Rates 0 0 1 327 3 3 9 873
On User Costs of Risky Monetary Assets 0 0 0 151 0 3 10 552
On user costs of risy monetary assets 0 0 0 49 0 1 8 379
The Equilibrium Term Structure of Equity and Interest Rates 0 0 1 25 4 6 13 87
The Term Structure of Interest Rates under Regime Shifts and Jumps 0 0 0 175 4 9 16 400
Total Working Papers 0 1 3 1,859 24 55 117 6,503

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 3 3 10 28
A NOTE ON FOREIGN EXCHANGE INTERVENTIONS AT ZERO INTEREST RATES 0 0 0 26 2 3 5 73
A comparison of two housing markets 0 0 2 16 5 8 16 53
Estimating an affine term structure model of interest rates with correlated noise 0 0 0 0 1 2 5 5
Estimating monetary policy effects when interest rates are close to zero 0 0 1 103 5 6 14 294
Federal Reserve credibility and the term structure of interest rates 0 0 0 11 0 2 7 59
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 0 1 3 5 11 22
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 0 56 2 2 7 185
Intertemporally non-separable monetary-asset risk adjustment and aggregation 0 0 0 3 1 1 5 44
MACROECONOMIC SHOCKS AND THE FOREIGN EXCHANGE RISK PREMIA 0 0 0 58 0 0 6 147
MONETARY POLICY AND LONG‐TERM INTEREST RATES 0 0 0 33 0 1 7 118
On international stock market co-movements and macroeconomic risks 1 1 1 14 2 3 6 42
On user costs of risky monetary assets 0 0 0 37 0 2 10 233
Stock market liberalization and international risk sharing 0 0 0 41 4 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 1 1 1 23 3 8 28 109
Total Journal Articles 2 2 5 438 31 50 158 1,677

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 1 2 5 8
An Exact Solution of the Term Structure of Interest Rate Under Regime-Switching Risk 0 0 0 0 1 1 5 10
On User Costs of Risky Monetary Assets 0 0 0 1 3 4 9 27
Total Chapters 0 0 0 1 5 7 19 45

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Statistics updated 2026-05-06