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 3 6 6 1,063
Cash flow and risk premium dynamics in an equilibrium asset-pricing model with recursive preferences 0 0 0 15 0 2 2 54
Estimating Monetary Policy Effects When Interest Rates are Bounded at Zero 0 0 0 166 0 3 4 666
Federal Reserve Credibility and the Term Structure of Interest Rates 0 0 0 72 4 6 8 49
INTERTEMPORALLY NON-SEPARABLE MONETARYASSET RISK ADJUSTMENT AND AGGREGATION 0 0 0 25 0 6 7 237
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 1 1 1 443 3 6 7 1,675
Intertemporally non-separable monetary-asset risk adjustment and aggregation 0 0 0 58 2 5 7 447
Monetary Policy and Long-term Interest Rates 0 0 1 327 0 3 6 870
On User Costs of Risky Monetary Assets 0 0 0 151 3 9 10 552
On user costs of risy monetary assets 0 0 0 49 1 5 8 379
The Equilibrium Term Structure of Equity and Interest Rates 0 0 1 25 1 4 8 82
The Term Structure of Interest Rates under Regime Shifts and Jumps 0 0 0 175 4 9 11 395
Total Working Papers 1 1 3 1,859 21 64 84 6,469


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 5 7 25
A NOTE ON FOREIGN EXCHANGE INTERVENTIONS AT ZERO INTEREST RATES 0 0 0 26 0 2 2 70
A comparison of two housing markets 0 0 2 16 3 5 12 48
Estimating an affine term structure model of interest rates with correlated noise 0 0 0 0 0 1 3 3
Estimating monetary policy effects when interest rates are close to zero 0 0 1 103 0 3 9 288
Federal Reserve credibility and the term structure of interest rates 0 0 0 11 1 4 6 58
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 0 1 1 3 7 18
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 0 56 0 4 5 183
Intertemporally non-separable monetary-asset risk adjustment and aggregation 0 0 0 3 0 1 4 43
MACROECONOMIC SHOCKS AND THE FOREIGN EXCHANGE RISK PREMIA 0 0 0 58 0 4 6 147
MONETARY POLICY AND LONG‐TERM INTEREST RATES 0 0 0 33 1 3 7 118
On international stock market co-movements and macroeconomic risks 0 0 0 13 0 2 3 39
On user costs of risky monetary assets 0 0 0 37 2 7 10 233
Stock market liberalization and international risk sharing 0 0 0 41 0 5 15 206
The term structure of interest rates under regime shifts and jumps 0 0 0 13 0 2 2 55
Understanding Housing Market Volatility 0 0 0 22 3 16 23 104
Total Journal Articles 0 0 3 436 11 67 121 1,638


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 4 4 7
An Exact Solution of the Term Structure of Interest Rate Under Regime-Switching Risk 0 0 0 0 0 3 4 9
On User Costs of Risky Monetary Assets 0 0 0 1 1 3 6 24
Total Chapters 0 0 0 1 2 10 14 40


Statistics updated 2026-03-04