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 0 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 0 1 72 0 0 3 41
INTERTEMPORALLY NON-SEPARABLE MONETARYASSET RISK ADJUSTMENT AND AGGREGATION 0 0 0 25 0 0 3 231
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 0 442 0 0 1 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 1 2 327 0 1 4 865
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 1 1 1 372
The Equilibrium Term Structure of Equity and Interest Rates 0 0 1 25 0 0 2 75
The Term Structure of Interest Rates under Regime Shifts and Jumps 0 0 0 175 0 0 0 384
Total Working Papers 0 1 4 1,858 1 2 19 6,389

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 1 18
A NOTE ON FOREIGN EXCHANGE INTERVENTIONS AT ZERO INTEREST RATES 0 0 1 26 0 0 1 68
A comparison of two housing markets 0 0 0 14 0 0 3 38
Estimating an affine term structure model of interest rates with correlated noise 0 0 0 0 0 1 1 1
Estimating monetary policy effects when interest rates are close to zero 0 1 4 103 1 2 8 282
Federal Reserve credibility and the term structure of interest rates 0 0 0 11 0 0 1 52
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 0 1 1 1 2 13
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 0 56 0 1 1 179
Intertemporally non-separable monetary-asset risk adjustment and aggregation 0 0 0 3 0 0 2 39
MACROECONOMIC SHOCKS AND THE FOREIGN EXCHANGE RISK PREMIA 0 0 0 58 0 1 1 142
MONETARY POLICY AND LONG‐TERM INTEREST RATES 0 0 0 33 0 1 1 112
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 1 2 3 225
Stock market liberalization and international risk sharing 0 0 0 41 1 1 1 192
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 0 2 6 84
Total Journal Articles 0 1 7 434 4 12 33 1,534

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 2 3
An Exact Solution of the Term Structure of Interest Rate Under Regime-Switching Risk 0 0 0 0 1 1 2 6
On User Costs of Risky Monetary Assets 0 0 0 1 0 0 2 19
Total Chapters 0 0 0 1 1 1 6 28

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Statistics updated 2025-09-05