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 1 1 13 1,070
Cash flow and risk premium dynamics in an equilibrium asset-pricing model with recursive preferences 0 0 0 15 0 0 9 61
Estimating Monetary Policy Effects When Interest Rates are Bounded at Zero 0 0 0 166 0 0 5 667
Federal Reserve Credibility and the Term Structure of Interest Rates 0 0 0 72 0 0 12 53
INTERTEMPORALLY NON-SEPARABLE MONETARYASSET RISK ADJUSTMENT AND AGGREGATION 0 0 0 25 1 1 7 238
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 1 443 0 2 11 1,679
Intertemporally non-separable monetary-asset risk adjustment and aggregation 0 0 0 58 0 0 8 448
Monetary Policy and Long-term Interest Rates 0 0 0 327 0 0 8 873
On User Costs of Risky Monetary Assets 0 1 1 152 0 1 11 553
On user costs of risy monetary assets 0 0 0 49 0 1 9 380
The Equilibrium Term Structure of Equity and Interest Rates 0 0 0 25 0 0 12 87
The Term Structure of Interest Rates under Regime Shifts and Jumps 0 0 0 175 0 0 16 400
Total Working Papers 0 1 2 1,860 2 6 121 6,509

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 1 11 29
A NOTE ON FOREIGN EXCHANGE INTERVENTIONS AT ZERO INTEREST RATES 0 0 0 26 0 7 12 80
A comparison of two housing markets 0 0 2 16 1 2 17 55
Estimating an affine term structure model of interest rates with correlated noise 0 0 0 0 0 0 4 5
Estimating monetary policy effects when interest rates are close to zero 0 1 1 104 0 2 15 296
Federal Reserve credibility and the term structure of interest rates 0 0 0 11 4 4 11 63
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 0 1 0 2 12 24
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 0 56 0 1 7 186
Intertemporally non-separable monetary-asset risk adjustment and aggregation 0 0 0 3 0 1 6 45
MACROECONOMIC SHOCKS AND THE FOREIGN EXCHANGE RISK PREMIA 0 0 0 58 0 0 5 147
MONETARY POLICY AND LONG‐TERM INTEREST RATES 0 0 0 33 0 0 6 118
On international stock market co-movements and macroeconomic risks 0 0 1 14 0 1 7 43
On user costs of risky monetary assets 0 0 0 37 0 0 9 233
Stock market liberalization and international risk sharing 1 1 1 42 1 1 20 211
The term structure of interest rates under regime shifts and jumps 0 0 0 13 0 0 2 55
Understanding Housing Market Volatility 0 0 1 23 1 1 26 110
Total Journal Articles 1 2 6 440 7 23 170 1,700

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 5 8
An Exact Solution of the Term Structure of Interest Rate Under Regime-Switching Risk 0 0 0 0 0 0 5 10
On User Costs of Risky Monetary Assets 0 1 1 2 0 1 9 28
Total Chapters 0 1 1 2 0 1 19 46

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Statistics updated 2026-08-07