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 3 3 1,060
Cash flow and risk premium dynamics in an equilibrium asset-pricing model with recursive preferences 0 0 0 15 2 2 2 54
Estimating Monetary Policy Effects When Interest Rates are Bounded at Zero 0 0 0 166 3 4 4 666
Federal Reserve Credibility and the Term Structure of Interest Rates 0 0 0 72 1 4 5 45
INTERTEMPORALLY NON-SEPARABLE MONETARYASSET RISK ADJUSTMENT AND AGGREGATION 0 0 0 25 2 6 8 237
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 0 442 2 3 4 1,672
Intertemporally non-separable monetary-asset risk adjustment and aggregation 0 0 0 58 1 4 5 445
Monetary Policy and Long-term Interest Rates 0 0 1 327 2 4 6 870
On User Costs of Risky Monetary Assets 0 0 0 151 6 6 7 549
On user costs of risy monetary assets 0 0 0 49 3 6 7 378
The Equilibrium Term Structure of Equity and Interest Rates 0 0 1 25 2 5 7 81
The Term Structure of Interest Rates under Regime Shifts and Jumps 0 0 0 175 4 6 7 391
Total Working Papers 0 0 2 1,858 31 53 65 6,448

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 5 5 8 25
A NOTE ON FOREIGN EXCHANGE INTERVENTIONS AT ZERO INTEREST RATES 0 0 0 26 1 2 2 70
A comparison of two housing markets 0 1 2 16 0 5 10 45
Estimating an affine term structure model of interest rates with correlated noise 0 0 0 0 1 2 3 3
Estimating monetary policy effects when interest rates are close to zero 0 0 1 103 1 5 9 288
Federal Reserve credibility and the term structure of interest rates 0 0 0 11 1 4 5 57
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 0 1 2 4 6 17
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 0 56 4 4 5 183
Intertemporally non-separable monetary-asset risk adjustment and aggregation 0 0 0 3 1 3 5 43
MACROECONOMIC SHOCKS AND THE FOREIGN EXCHANGE RISK PREMIA 0 0 0 58 4 5 6 147
MONETARY POLICY AND LONG‐TERM INTEREST RATES 0 0 0 33 2 5 6 117
On international stock market co-movements and macroeconomic risks 0 0 0 13 2 2 3 39
On user costs of risky monetary assets 0 0 0 37 1 6 8 231
Stock market liberalization and international risk sharing 0 0 0 41 2 11 15 206
The term structure of interest rates under regime shifts and jumps 0 0 0 13 2 2 2 55
Understanding Housing Market Volatility 0 0 0 22 11 15 21 101
Total Journal Articles 0 1 3 436 40 80 114 1,627

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 2 3 3 6
An Exact Solution of the Term Structure of Interest Rate Under Regime-Switching Risk 0 0 0 0 3 3 5 9
On User Costs of Risky Monetary Assets 0 0 0 1 1 4 6 23
Total Chapters 0 0 0 1 6 10 14 38

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Statistics updated 2026-02-12