Details about Shu Wu

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

Access statistics for papers by Shu Wu.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pwu71

Working Papers

2017

1. Federal Reserve Credibility and the Term Structure of Interest Rates
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Federal Reserve credibility and the term structure of interest rates, European Economic Review, Elsevier (2017) (2017)

2016

2. The Equilibrium Term Structure of Equity and Interest Rates
   Research Working Paper, Federal Reserve Bank of Kansas City View citations (3)

2015

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

2005

4. 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 View citations (1)
   See also Journal Article Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets, Journal of Money, Credit and Banking, Blackwell Publishing (2007) View citations (9) (2007)
5. Monetary Policy and Long-term Interest Rates
   WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics View citations (2)
   See also Journal Article MONETARY POLICY AND LONG‐TERM INTEREST RATES, Contemporary Economic Policy, Western Economic Association International (2008) (2008)
6. 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
   See also Journal Article The term structure of interest rates under regime shifts and jumps, Economics Letters, Elsevier (2006) View citations (9) (2006)

2004

7. A General Equilibrium Model of the Term Structure of Interest Rates under Regime-switching Risk
   Econometric Society 2004 North American Summer Meetings, Econometric Society
   See also Journal Article A GENERAL EQUILIBRIUM MODEL OF THE TERM STRUCTURE OF INTEREST RATES UNDER REGIME-SWITCHING RISK, International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd. (2005) View citations (13) (2005)
8. Estimating Monetary Policy Effects When Interest Rates are Bounded at Zero
   Econometric Society 2004 Far Eastern Meetings, Econometric Society
9. INTERTEMPORALLY NON-SEPARABLE MONETARYASSET RISK ADJUSTMENT AND AGGREGATION
   WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics View citations (2)
   Also in Macroeconomics, University Library of Munich, Germany (2004) View citations (2)
   See also Journal Article Intertemporally non-separable monetary-asset risk adjustment and aggregation, Economics Bulletin, AccessEcon (2004) View citations (2) (2004)
10. On User Costs of Risky Monetary Assets
    Macroeconomics, University Library of Munich, Germany View citations (7)
    Also in WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics (2004)
    See also Chapter On User Costs of Risky Monetary Assets, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2011) (2011)
    Journal Article On user costs of risky monetary assets, Annals of Finance, Springer (2005) View citations (50) (2005)

Journal Articles

2017

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

2015

2. Understanding Housing Market Volatility
   Journal of Money, Credit and Banking, 2015, 47, (7), 1309-1337 View citations (27)

2014

3. A comparison of two housing markets
   Applied Economics Letters, 2014, 21, (2), 118-124 View citations (2)

2013

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

2012

5. A NOTE ON FOREIGN EXCHANGE INTERVENTIONS AT ZERO INTEREST RATES
   Macroeconomic Dynamics, 2012, 16, (5), 802-817 View citations (7)

2009

6. Stock market liberalization and international risk sharing
   Journal of International Financial Markets, Institutions and Money, 2009, 19, (3), 461-476 View citations (11)

2008

7. MONETARY POLICY AND LONG‐TERM INTEREST RATES
   Contemporary Economic Policy, 2008, 26, (3), 398-408
   See also Working Paper Monetary Policy and Long-term Interest Rates, WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS (2005) View citations (2) (2005)

2007

8. Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets
   Journal of Money, Credit and Banking, 2007, 39, (2-3), 423-442 View citations (9)
   Also in Journal of Money, Credit and Banking, 2007, 39, (2‐3), 423-442 (2007)
   See also Working Paper Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets, WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS (2005) View citations (1) (2005)

2006

9. Estimating monetary policy effects when interest rates are close to zero
   Journal of Monetary Economics, 2006, 53, (7), 1395-1408 View citations (55)
10. MACROECONOMIC SHOCKS AND THE FOREIGN EXCHANGE RISK PREMIA
    Macroeconomic Dynamics, 2006, 10, (4), 439-466 View citations (4)
11. The term structure of interest rates under regime shifts and jumps
    Economics Letters, 2006, 93, (2), 215-221 View citations (9)
    See also Working Paper The Term Structure of Interest Rates under Regime Shifts and Jumps, WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS (2005) (2005)

2005

12. 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 View citations (13)
    See also Working Paper A General Equilibrium Model of the Term Structure of Interest Rates under Regime-switching Risk, Econometric Society 2004 North American Summer Meetings (2004) (2004)
13. On user costs of risky monetary assets
    Annals of Finance, 2005, 1, (1), 35-50 View citations (50)
    See also Chapter On User Costs of Risky Monetary Assets, World Scientific Book Chapters, 2011, 85-105 (2011) (2011)
    Working Paper On User Costs of Risky Monetary Assets, Macroeconomics (2004) View citations (7) (2004)

2004

14. Intertemporally non-separable monetary-asset risk adjustment and aggregation
    Economics Bulletin, 2004, 5, (13), 1-9 View citations (2)
    See also Working Paper INTERTEMPORALLY NON-SEPARABLE MONETARYASSET RISK ADJUSTMENT AND AGGREGATION, WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS (2004) View citations (2) (2004)

Chapters

2014

1. An Econometric Model of the Term Structure of Interest Rates Under Regime-Switching Risk
   Springer View citations (4)

2011

2. On User Costs of Risky Monetary Assets
   Chapter 3 in Financial Aggregation And Index Number Theory, 2011, pp 85-105
   See also Working Paper On User Costs of Risky Monetary Assets, University Library of Munich, Germany (2004) View citations (7) (2004)
   Journal Article On user costs of risky monetary assets, Springer (2005) View citations (50) (2005)

2007

3. An Exact Solution of the Term Structure of Interest Rate Under Regime-Switching Risk
   Springer View citations (1)