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Details about Shu Wu

This author is deceased (2018-05-31).

Access statistics for papers by Shu Wu.

Last updated 2021-08-27. Update your information in the RePEc Author Service.

Short-id: pwu71


Jump to Journal Articles Chapters

Working Papers

2017

  1. Federal Reserve Credibility and the Term Structure of Interest Rates
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in European Economic Review (2017)

2016

  1. The Equilibrium Term Structure of Equity and Interest Rates
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (2)

2015

  1. Cash flow and risk premium dynamics in an equilibrium asset-pricing model with recursive preferences
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads

2005

  1. Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets
    WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics Downloads View citations (1)
    See also Journal Article in Journal of Money, Credit and Banking (2007)
  2. Monetary Policy and Long-term Interest Rates
    WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics Downloads View citations (1)
    See also Journal Article in Contemporary Economic Policy (2008)
  3. The Term Structure of Interest Rates under Regime Shifts and Jumps
    WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics Downloads
    See also Journal Article in Economics Letters (2006)

2004

  1. A General Equilibrium Model of the Term Structure of Interest Rates under Regime-switching Risk
    Econometric Society 2004 North American Summer Meetings, Econometric Society Downloads
    See also Journal Article in International Journal of Theoretical and Applied Finance (IJTAF) (2005)
  2. Estimating Monetary Policy Effects When Interest Rates are Bounded at Zero
    Econometric Society 2004 Far Eastern Meetings, Econometric Society Downloads
  3. INTERTEMPORALLY NON-SEPARABLE MONETARYASSET RISK ADJUSTMENT AND AGGREGATION
    WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics Downloads View citations (2)
    Also in Macroeconomics, University Library of Munich, Germany (2004) Downloads View citations (2)

    See also Journal Article in Economics Bulletin (2004)
  4. On User Costs of Risky Monetary Assets
    Macroeconomics, University Library of Munich, Germany Downloads View citations (7)
    Also in WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics (2004) Downloads

    See also Journal Article in Annals of Finance (2005)
    Chapter (2011)

Journal Articles

2017

  1. Federal Reserve credibility and the term structure of interest rates
    European Economic Review, 2017, 100, (C), 364-389 Downloads
    See also Working Paper (2017)

2015

  1. Understanding Housing Market Volatility
    Journal of Money, Credit and Banking, 2015, 47, (7), 1309-1337 Downloads View citations (18)

2014

  1. A comparison of two housing markets
    Applied Economics Letters, 2014, 21, (2), 118-124 Downloads

2013

  1. On international stock market co-movements and macroeconomic risks
    Applied Economics Letters, 2013, 20, (10), 978-982 Downloads View citations (1)

2012

  1. A NOTE ON FOREIGN EXCHANGE INTERVENTIONS AT ZERO INTEREST RATES
    Macroeconomic Dynamics, 2012, 16, (5), 802-817 Downloads View citations (6)

2009

  1. Stock market liberalization and international risk sharing
    Journal of International Financial Markets, Institutions and Money, 2009, 19, (3), 461-476 Downloads View citations (8)

2008

  1. MONETARY POLICY AND LONG‐TERM INTEREST RATES
    Contemporary Economic Policy, 2008, 26, (3), 398-408 Downloads
    See also Working Paper (2005)

2007

  1. Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets
    Journal of Money, Credit and Banking, 2007, 39, (2‐3), 423-442 Downloads
    Also in Journal of Money, Credit and Banking, 2007, 39, (2-3), 423-442 (2007) View citations (9)

    See also Working Paper (2005)

2006

  1. Estimating monetary policy effects when interest rates are close to zero
    Journal of Monetary Economics, 2006, 53, (7), 1395-1408 Downloads View citations (38)
  2. MACROECONOMIC SHOCKS AND THE FOREIGN EXCHANGE RISK PREMIA
    Macroeconomic Dynamics, 2006, 10, (4), 439-466 Downloads View citations (5)
  3. The term structure of interest rates under regime shifts and jumps
    Economics Letters, 2006, 93, (2), 215-221 Downloads View citations (9)
    See also Working Paper (2005)

2005

  1. A GENERAL EQUILIBRIUM MODEL OF THE TERM STRUCTURE OF INTEREST RATES UNDER REGIME-SWITCHING RISK
    International Journal of Theoretical and Applied Finance (IJTAF), 2005, 08, (07), 839-869 Downloads View citations (4)
    See also Working Paper (2004)
  2. On user costs of risky monetary assets
    Annals of Finance, 2005, 1, (1), 35-50 Downloads View citations (40)
    See also Working Paper (2004)
    Chapter (2011)

2004

  1. Intertemporally non-separable monetary-asset risk adjustment and aggregation
    Economics Bulletin, 2004, 5, (13), 1-9 Downloads View citations (2)
    See also Working Paper (2004)

Chapters

2014

  1. An Econometric Model of the Term Structure of Interest Rates Under Regime-Switching Risk
    Springer View citations (1)

2011

  1. On User Costs of Risky Monetary Assets
    Chapter 3 in Financial Aggregation And Index Number Theory, 2011, pp 85-105 Downloads
    See also Working Paper (2004)
    Journal Article in Annals of Finance (2005)

2007

  1. An Exact Solution of the Term Structure of Interest Rate Under Regime-Switching Risk
    Springer
 
Page updated 2022-05-21