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 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 2 7 669
Federal Reserve Credibility and the Term Structure of Interest Rates 0 0 0 72 0 1 13 54
INTERTEMPORALLY NON-SEPARABLE MONETARYASSET RISK ADJUSTMENT AND AGGREGATION 0 0 0 25 2 4 10 241
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 1 443 2 2 13 1,681
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 1 9 874
On User Costs of Risky Monetary Assets 0 0 1 152 1 3 14 556
On user costs of risy monetary assets 0 0 0 49 0 2 10 382
The Equilibrium Term Structure of Equity and Interest Rates 0 0 0 25 1 3 14 90
The Term Structure of Interest Rates under Regime Shifts and Jumps 0 0 0 175 1 2 18 402
Total Working Papers 0 0 2 1,860 7 21 138 6,528

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 1 12 30
A NOTE ON FOREIGN EXCHANGE INTERVENTIONS AT ZERO INTEREST RATES 0 0 0 26 1 1 13 81
A comparison of two housing markets 0 0 1 16 1 3 17 57
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 0 1 104 1 1 15 297
Federal Reserve credibility and the term structure of interest rates 0 0 0 11 0 7 14 66
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 0 1 0 0 11 24
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 0 56 0 0 7 186
Intertemporally non-separable monetary-asset risk adjustment and aggregation 0 0 0 3 1 3 9 48
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 3 4 11 47
On user costs of risky monetary assets 0 0 0 37 0 1 9 234
Stock market liberalization and international risk sharing 0 1 1 42 0 1 18 211
The term structure of interest rates under regime shifts and jumps 1 1 1 14 1 1 3 56
Understanding Housing Market Volatility 0 0 1 23 0 1 26 110
Total Journal Articles 1 2 6 441 9 24 180 1,717

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 4 10
On User Costs of Risky Monetary Assets 0 0 1 2 1 1 10 29
Total Chapters 0 0 1 2 1 1 19 47

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Statistics updated 2026-10-11