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 6 12 1,069
Cash flow and risk premium dynamics in an equilibrium asset-pricing model with recursive preferences 0 0 0 15 0 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 0 4 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 0 1 443 2 4 11 1,679
Intertemporally non-separable monetary-asset risk adjustment and aggregation 0 0 0 58 0 1 8 448
Monetary Policy and Long-term Interest Rates 0 0 1 327 0 3 9 873
On User Costs of Risky Monetary Assets 0 0 0 151 0 0 10 552
On user costs of risy monetary assets 0 0 0 49 0 0 8 379
The Equilibrium Term Structure of Equity and Interest Rates 0 0 0 25 0 5 12 87
The Term Structure of Interest Rates under Regime Shifts and Jumps 0 0 0 175 0 5 16 400
Total Working Papers 0 0 2 1,859 2 36 118 6,505

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 1 4 11 29
A NOTE ON FOREIGN EXCHANGE INTERVENTIONS AT ZERO INTEREST RATES 0 0 0 26 7 10 12 80
A comparison of two housing markets 0 0 2 16 1 6 16 54
Estimating an affine term structure model of interest rates with correlated noise 0 0 0 0 0 2 5 5
Estimating monetary policy effects when interest rates are close to zero 0 0 1 103 1 7 15 295
Federal Reserve credibility and the term structure of interest rates 0 0 0 11 0 1 7 59
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 0 1 1 5 11 23
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 0 56 1 3 8 186
Intertemporally non-separable monetary-asset risk adjustment and aggregation 0 0 0 3 0 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 0 7 118
On international stock market co-movements and macroeconomic risks 0 1 1 14 1 4 7 43
On user costs of risky monetary assets 0 0 0 37 0 0 10 233
Stock market liberalization and international risk sharing 0 0 0 41 0 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 0 1 1 23 0 5 27 109
Total Journal Articles 0 2 5 438 13 52 168 1,690

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 1 5 8
An Exact Solution of the Term Structure of Interest Rate Under Regime-Switching Risk 0 0 0 0 0 1 5 10
On User Costs of Risky Monetary Assets 0 0 0 1 0 3 8 27
Total Chapters 0 0 0 1 0 5 18 45

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Statistics updated 2026-06-04