8
H index
6
i10 index
154
Citations
Jason Wu : Citation Profile
Hong Kong Monetary Authority | RESEARCH PRODUCTION: 5 Articles 15 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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12 years (2008 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jason Wu. | Is cited by:
| Cites to:
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Main data
Where Jason Wu has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Money, Credit and Banking | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| FEDS Notes / Board of Governors of the Federal Reserve System (U.S.) | 5 |
| Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.) | 3 |
| Globalization Institute Working Papers / Federal Reserve Bank of Dallas | 3 |
Recent works citing Jason Wu (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2303.11030. Full description at Econpapers || Download paper |
| 2023 | Dollar and government bond liquidity: evidence from Korea. (2023). Lee, Jieun. In: BIS Working Papers. RePEc:bis:biswps:1145. Full description at Econpapers || Download paper |
| 2023 | Yield curve sensitivity to investor positioning around economic shocks. (2023). Stoja, Evarist ; Saha, Shreyosi ; Kinston, Rafael ; Boneva, Leva ; Altmeyer, Patrick. In: Bank of England working papers. RePEc:boe:boeewp:1029. Full description at Econpapers || Download paper |
| 2023 | On the robustness of the general dynamic factor model with inï¬nite-dimensional space: identiï¬cation, estimation, and forecasting. (2019). Hallin, Marc ; Valls, Pedro L ; Hotta, Luis K ; Trucios-Maza, Carlos Cesar. In: Working Papers ECARES. RePEc:eca:wpaper:2013/298201. Full description at Econpapers || Download paper |
| 2023 | US monetary policy spillovers to European banks. (2023). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20232876. Full description at Econpapers || Download paper |
| 2023 | Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk. (2023). Gutknecht, Daniel ; Fosten, Jack ; Corradi, Valentina. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623002063. Full description at Econpapers || Download paper |
| 2023 | Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach. (2023). Trucíos, Carlos ; Hallin, Marc ; Trucios, Carlos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:1-15. Full description at Econpapers || Download paper |
| 2023 | Monetary policy uncertainty and corporate cash holdings: Evidence from China. (2023). Wang, Xingjian ; Han, Haozhe. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000384. Full description at Econpapers || Download paper |
| 2023 | Monetary policy uncertainty, monetary policy surprises and stock returns. (2023). Bask, Mikael ; Sekandary, Ghezal. In: Journal of Economics and Business. RePEc:eee:jebusi:v:124:y:2023:i:c:s0148619522000625. Full description at Econpapers || Download paper |
| 2023 | Liquidity yield and exchange rate predictability. (2023). Chen, Shiu-Sheng ; Chou, Yu-Hsi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001043. Full description at Econpapers || Download paper |
| 2023 | Dealer Capacity and U.S. Treasury Market Functionality. (2023). van Tassel, Peter ; Shachar, OR ; Nelson, Claire ; Keane, Frank M ; Fleming, Michael J ; Duffie, Darrell. In: Staff Reports. RePEc:fip:fednsr:96553. Full description at Econpapers || Download paper |
| 2023 | Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty: thinking in the post-covid-19 world. (2023). Ma, Feng ; Toan, Luu Duc ; Hong, Yanran ; Liang, Chao. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:4:d:10.1007_s11156-023-01140-9. Full description at Econpapers || Download paper |
| 2023 | The words have power: the impact of news on exchange rates. (2023). Shugliashvili, Teona. In: FFA Working Papers. RePEc:prg:jnlwps:v:5:y:2023:id:5.006. Full description at Econpapers || Download paper |
| 2023 | Evaluating the Importance of Monetary Policy Uncertainty: The Long- and Short-Term Effects and Responses. (2023). Wang, Jikai ; Feng, Kai ; Hong, Yanran ; Hu, Yang. In: Evaluation Review. RePEc:sae:evarev:v:47:y:2023:i:2:p:264-286. Full description at Econpapers || Download paper |
Works by Jason Wu:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | A Covariate Residual-Based Cointegration Test Applied to the CDS-Bond Basis In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2013 | Dynamic factor Value-at-Risk for large heteroskedastic portfolios In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 17 |
| 2011 | Dynamic factor value-at-risk for large, heteroskedastic portfolios.(2011) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2013 | International trade price stickiness and exchange rate pass-through in micro data: a case study on U.S.–China trade In: Globalization Institute Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2008 | The Taylor rule and forecast intervals for exchange rates In: Globalization Institute Working Papers. [Full Text][Citation analysis] | paper | 43 |
| 2009 | The Taylor rule and forecast intervals for exchange rates.(2009) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
| 2012 | The Taylor Rule and Forecast Intervals for Exchange Rates.(2012) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | article | |
| 2009 | Can long-horizon forecasts beat the random walk under the Engel-West explanation? In: Globalization Institute Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Cointegration test with stationary covariates and the CDS-bond basis during the financial crisis In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Monetary Policy Uncertainty and Monetary Policy Surprises In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 15 |
| 2013 | Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets In: FEDS Notes. [Full Text][Citation analysis] | paper | 14 |
| 2013 | Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets.(2013) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2017 | Trading Activities at Systemically Important Banks, Part 1 : Recent Trends in Trading Performance In: FEDS Notes. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Trading Activities at Systemically Important Banks, Part 2 : What Happened during Recent Risk Events? In: FEDS Notes. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Trading Activities at Systemically Important Banks, Part 3 : What Drives Trading Performance? In: FEDS Notes. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Monetary Policy Surprises and Monetary Policy Uncertainty In: FEDS Notes. [Full Text][Citation analysis] | paper | 9 |
| 2013 | International Trade Price Stickiness and Exchange Rate and Pass-Through in Micro Data: A Case Study on US-China Trade In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2013 | The Impact of the 2007 Liquidity Shock on Bank Jumbo Mortgage Lending In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 20 |
| 2008 | Can Long Horizon Data Beat Random Walk under Engel-West Explanation? In: 2008 Meeting Papers. [Citation analysis] | paper | 0 |
| 2012 | Semiparametric forecast intervals In: Journal of Forecasting. [Citation analysis] | article | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team