Details about Jason Wu
Access statistics for papers by Jason Wu.
Last updated 2019-09-01. Update your information in the RePEc Author Service.
Short-id: pwu64
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Working Papers
2020
- Monetary Policy Uncertainty and Monetary Policy Surprises
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
2018
- Monetary Policy Surprises and Monetary Policy Uncertainty
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (9)
2017
- Trading Activities at Systemically Important Banks, Part 1: Recent Trends in Trading Performance
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
- Trading Activities at Systemically Important Banks, Part 2: What Happened during Recent Risk Events?
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
- Trading Activities at Systemically Important Banks, Part 3: What Drives Trading Performance?
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
2013
- Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (15)
Also in Liberty Street Economics, Federal Reserve Bank of New York (2013) View citations (8)
- International Trade Price Stickiness and Exchange Rate and Pass-Through in Micro Data: A Case Study on US-China Trade
Working Papers, Hong Kong Institute for Monetary Research View citations (8)
- International trade price stickiness and exchange rate pass-through in micro data: a case study on U.S.–China trade
Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (11)
2011
- Cointegration test with stationary covariates and the CDS-bond basis during the financial crisis
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
- Dynamic factor value-at-risk for large, heteroskedastic portfolios
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (9)
See also Journal Article Dynamic factor Value-at-Risk for large heteroskedastic portfolios, Journal of Banking & Finance, Elsevier (2013) View citations (17) (2013)
2009
- Can long-horizon forecasts beat the random walk under the Engel-West explanation?
Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (5)
- The Taylor rule and forecast intervals for exchange rates
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 
Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2008) View citations (7)
See also Journal Article The Taylor Rule and Forecast Intervals for Exchange Rates, Journal of Money, Credit and Banking, Blackwell Publishing (2012) View citations (38) (2012)
2008
- Can Long Horizon Data Beat Random Walk under Engel-West Explanation?
2008 Meeting Papers, Society for Economic Dynamics View citations (2)
Journal Articles
2013
- A Covariate Residual-Based Cointegration Test Applied to the CDS-Bond Basis
Journal of Time Series Econometrics, 2013, 5, (2), 163-192 View citations (2)
- Dynamic factor Value-at-Risk for large heteroskedastic portfolios
Journal of Banking & Finance, 2013, 37, (11), 4299-4309 View citations (17)
See also Working Paper Dynamic factor value-at-risk for large, heteroskedastic portfolios, Finance and Economics Discussion Series (2011) View citations (9) (2011)
- The Impact of the 2007 Liquidity Shock on Bank Jumbo Mortgage Lending
Journal of Money, Credit and Banking, 2013, 45, 59-91 View citations (22)
2012
- Semiparametric forecast intervals
Journal of Forecasting, 2012, 31, (3), 189-228 View citations (4)
- The Taylor Rule and Forecast Intervals for Exchange Rates
Journal of Money, Credit and Banking, 2012, 44, (1), 103-144 View citations (38)
See also Working Paper The Taylor rule and forecast intervals for exchange rates, International Finance Discussion Papers (2009) (2009)
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