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 0 0 1,057
Cash flow and risk premium dynamics in an equilibrium asset-pricing model with recursive preferences 0 0 0 15 0 0 0 52
Estimating Monetary Policy Effects When Interest Rates are Bounded at Zero 0 0 0 166 1 1 1 663
Federal Reserve Credibility and the Term Structure of Interest Rates 0 0 1 72 2 2 5 43
INTERTEMPORALLY NON-SEPARABLE MONETARYASSET RISK ADJUSTMENT AND AGGREGATION 0 0 0 25 0 0 2 231
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 0 442 0 1 1 1,669
Intertemporally non-separable monetary-asset risk adjustment and aggregation 0 0 0 58 1 2 2 442
Monetary Policy and Long-term Interest Rates 0 0 1 327 1 2 4 867
On User Costs of Risky Monetary Assets 0 0 0 151 0 1 1 543
On user costs of risy monetary assets 0 0 0 49 2 2 3 374
The Equilibrium Term Structure of Equity and Interest Rates 0 0 1 25 2 3 5 78
The Term Structure of Interest Rates under Regime Shifts and Jumps 0 0 0 175 1 2 2 386
Total Working Papers 0 0 3 1,858 10 16 26 6,405


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 2 3 20
A NOTE ON FOREIGN EXCHANGE INTERVENTIONS AT ZERO INTEREST RATES 0 0 0 26 0 0 0 68
A comparison of two housing markets 1 2 2 16 3 5 8 43
Estimating an affine term structure model of interest rates with correlated noise 0 0 0 0 1 1 2 2
Estimating monetary policy effects when interest rates are close to zero 0 0 2 103 2 3 7 285
Federal Reserve credibility and the term structure of interest rates 0 0 0 11 1 2 3 54
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 0 1 2 2 4 15
Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets 0 0 0 56 0 0 1 179
Intertemporally non-separable monetary-asset risk adjustment and aggregation 0 0 0 3 2 3 4 42
MACROECONOMIC SHOCKS AND THE FOREIGN EXCHANGE RISK PREMIA 0 0 0 58 1 1 2 143
MONETARY POLICY AND LONG‐TERM INTEREST RATES 0 0 0 33 3 3 4 115
On international stock market co-movements and macroeconomic risks 0 0 0 13 0 1 1 37
On user costs of risky monetary assets 0 0 0 37 1 1 3 226
Stock market liberalization and international risk sharing 0 0 0 41 6 9 10 201
The term structure of interest rates under regime shifts and jumps 0 0 0 13 0 0 0 53
Understanding Housing Market Volatility 0 0 0 22 2 4 8 88
Total Journal Articles 1 2 4 436 24 37 60 1,571


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 1 3
An Exact Solution of the Term Structure of Interest Rate Under Regime-Switching Risk 0 0 0 0 0 0 2 6
On User Costs of Risky Monetary Assets 0 0 0 1 2 2 4 21
Total Chapters 0 0 0 1 2 2 7 30


Statistics updated 2025-12-06