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Jason Wu
Jason Wu
Verified email at imf.org - Homepage
Title
Cited by
Cited by
Year
The Taylor rule and forecast intervals for exchange rates
J Wang, JJ Wu
Journal of Money, Credit and banking 44 (1), 103-144, 2012
95*2012
The effects of supervision on bank performance: Evidence from discontinuous examination frequencies
M Rezende, J Wu
Midwest Finance Association 2013 Annual Meeting Paper, 2014
552014
Reprint: Monetary policy uncertainty and monetary policy surprises
M De Pooter, G Favara, M Modugno, J Wu
Journal of International Money and Finance 114, 102401, 2021
542021
The impact of the 2007 liquidity shock on bank jumbo mortgage lending
P Calem, F Covas, J Wu
Journal of Money, Credit and Banking 45 (s1), 59-91, 2013
47*2013
Dealer balance sheet capacity and market liquidity during the 2013 selloff in fixed income markets
T Adrian, MJ Fleming, JE Goldberg, M Lewis, FM Natalucci, JJ Wu
FEDS Notes, 2013
44*2013
Long-horizon forecasts of asset prices when the discount factor is close to unity
C Engel, J Wang, J Wu
Globalization and Monetary Policy Institute Working Paper, 2009
30*2009
Dynamic factor Value-at-Risk for large heteroskedastic portfolios
S Aramonte, M del Giudice Rodriguez, J Wu
Journal of Banking & Finance 37 (11), 4299-4309, 2013
172013
Semiparametric forecast intervals
JJ Wu
Journal of Forecasting 31 (3), 189-228, 2012
15*2012
Is capital flow management effective? Evidence based on U.S. monetary policy shocks
J Wang, J Wu
Journal of International Money and Finance 118, 102451, 2021
12*2021
Risk-Based Regulatory Capital and the Basel Accords
MB Gordy, EA Heitfield, J Wu
The Oxford Handbook of Banking, Second Edition, 2015
102015
Monetary Policy Surprises and Monetary Policy Uncertainty
M De Pooter, G Favara, M Modugno, J Wu
FEDS Notes May 18, 2018
82018
International Trade Price Stickiness and Exchange Rate Pass-through in Micro Data: A Case Study on US-China Trade
M Kim, D Nam, J Wang, J Wu
HKIMR Working Paper, 2013
82013
The Financial Sector and the Real Economy during the Financial Crisis: Evidence from the Commercial Paper Market
E Cohen-Cole, J Montoriol-Garriga, G Suarez, J Wu
Available at SSRN 1712442, 2010
72010
Trading Activities at Systemically Important Banks, Part 1: Recent Trends in Trading Performance
D Iercosan, A Kumbhat, M Ng, J Wu
FEDS Notes, 10-1, 2017
5*2017
A Covariate Residual-Based Cointegration Test Applied to the CDS-Bond Basis
A Game, J Wu
Journal of Time Series Econometrics 5 (2), 163-192, 2013
3*2013
Local currency bond returns in emerging market economies and the role of foreign investors
I So, G Valente, J Wu
BIS Paper, 2019
22019
Trading Activities at Systemically Important Banks, Part 2: What Happened during Recent Risk Events?
D Iercosan, A Kumbhat, M Ng, J Wu
FEDS Notes, 10-2, 2017
12017
Three Essays on Time Series Inference and Forecasting
JJ Wu
University of Wisconsin--Madison, 2007
2007
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Articles 1–18