Details about Thomas Wu

Access statistics for papers by Thomas Wu.

Last updated 2024-09-27. Update your information in the RePEc Author Service.

Short-id: pwu40

Working Papers

2013

1. The Effect of Capital Controls and Prudential FX Measures on Options-Implied Exchange Rate Stability
   Working Paper Series, Federal Reserve Bank of San Francisco View citations (4)

2011

2. Asymmetric Attention and Stock Returns
   2011 Meeting Papers, Society for Economic Dynamics View citations (5)
   See also Journal Article Asymmetric Attention and Stock Returns, Management Science, INFORMS (2021) View citations (14) (2021)

2010

3. Asymmetries and state dependence: the impact of macro surprises on intraday exchange rates
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (7)

2009

4. Do Both U.S. and Foreign Macro Surprises Matter for the Intraday Exchange Rate? Evidence from Japan
   EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics View citations (1)

2008

5. Order Flow in the South: Anatomy of the Brazilian FX Market
   Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz View citations (8)
   Also in Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2006) View citations (1)
   Santa Cruz Center for International Economics, Working Paper Series, Center for International Economics, UC Santa Cruz (2006) View citations (1)
6. The Determinants of International Investment and Attention Allocation: Using Internet Search Query Data
   Working Papers, University of Toronto, Department of Economics View citations (1)
   See also Journal Article The determinants of international investment and attention allocation: Using internet search query data, Journal of International Economics, Elsevier (2010) View citations (84) (2010)

2007

7. The Puzzling Evolution of the Home Bias, Information Processing and Financial Openness
   2007 Meeting Papers, Society for Economic Dynamics View citations (3)
   Also in Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2006) View citations (5)
   Santa Cruz Center for International Economics, Working Paper Series, Center for International Economics, UC Santa Cruz (2006) View citations (2)
   See also Journal Article The puzzling evolution of the home bias, information processing and financial openness, Journal of Economic Dynamics and Control, Elsevier (2010) View citations (73) (2010)

2004

8. Does Inflation Targeting Reduce Inflation? An Analysis for the OECD Industrial Countries
   Working Papers Series, Central Bank of Brazil, Research Department View citations (43)
9. Juros, câmbio e as imperfeições do canal de crédito
   Textos para discussão, Department of Economics PUC-Rio (Brazil)

2003

10. Instabilidade e incerteza: curva IS com dados de longo prazo
    Textos para discussão, Department of Economics PUC-Rio (Brazil)
    See also Journal Article Instabilidade e incerteza: curva IS com dados de longo prazo, Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] (2003) (2003)

2002

11. Câmbio, juros e o movimento de reservas: Faz sentido o uso de um "quebra-molas"?
    Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations (1)
12. Mecanismos não-lineares de repasse cambial para o IPCA
    Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations (3)

2001

13. Contas externas e política monetária
    Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations (3)

2000

14. Juros e câmbio: haverá combinações de instrumentos menos desgastantes para as metas de inflação?
    Textos para discussão, Department of Economics PUC-Rio (Brazil)

Journal Articles

2021

1. Asymmetric Attention and Stock Returns
   Management Science, 2021, 67, (1), 48-71 View citations (14)
   See also Working Paper Asymmetric Attention and Stock Returns, 2011 Meeting Papers (2011) View citations (5) (2011)

2010

2. Sovereign Risk and Out‐of‐Equilibrium Exchange Rate Dynamics
   Review of Development Economics, 2010, 14, (4), 699-711 View citations (1)
3. The determinants of international investment and attention allocation: Using internet search query data
   Journal of International Economics, 2010, 82, (1), 85-95 View citations (84)
   See also Working Paper The Determinants of International Investment and Attention Allocation: Using Internet Search Query Data, Working Papers (2008) View citations (1) (2008)
4. The puzzling evolution of the home bias, information processing and financial openness
   Journal of Economic Dynamics and Control, 2010, 34, (5), 875-896 View citations (73)
   See also Working Paper The Puzzling Evolution of the Home Bias, Information Processing and Financial Openness, 2007 Meeting Papers (2007) View citations (3) (2007)

2003

5. Instabilidade e incerteza: curva IS com dados de longo prazo
   Economia, 2003, 4, (2), 261-281
   See also Working Paper Instabilidade e incerteza: curva IS com dados de longo prazo, Textos para discussão (2003) (2003)