Jason Wu

Hong Kong Monetary Authority

3 Garden Road, 30th Floor

Hong Kong

Hong Kong

http://https://sites.google.com/site/jasonwuresearch/

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 41,950

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Top 41,950

in Total Papers Downloads

982

SSRN RANKINGS

Top 30,691

in Total Papers Citations

7

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Scholarly Papers (9)

1.

The Financial Sector and the Real Economy During the Financial Crisis: Evidence from the Commercial Paper Market

Number of pages: 33 Posted: 21 Nov 2010
Econ One Research, La Caixa, Board of Governors of the Federal Reserve System and Hong Kong Monetary Authority
Downloads 413 (68,732)

Abstract:

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Financial Sector Transmission, Economic Crisis, Commercial Paper

2.

The Effects of Supervision on Bank Performance: Evidence from Discontinuous Examination Frequencies

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 36 Posted: 24 Aug 2012 Last Revised: 07 Mar 2014
Marcelo Rezende and Jason Wu
Board of Governors of the Federal Reserve System and Hong Kong Monetary Authority
Downloads 195 (152,806)

Abstract:

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Banking Regulation, Banking Supervision, Bank Examinations

3.

Dynamic Factor Value-at-Risk for Large Heteroskedastic Portfolios

FEDS Working Paper No. 2011-19
Number of pages: 35 Posted: 20 May 2011 Last Revised: 18 Nov 2012
Bank for International Settlements (BIS), Board of Governors of the Federal Reserve System and Hong Kong Monetary Authority
Downloads 124 (223,560)

Abstract:

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Risk Management, Value-at-Risk, Dynamic Factor Models

4.

The Taylor Rule and Interval Forecast for Exchange Rates

FRB International Finance Discussion Paper No. 963
Number of pages: 45 Posted: 29 Jan 2009
Wang Jian and Jason Wu
affiliation not provided to SSRN and Hong Kong Monetary Authority
Downloads 95 (269,539)

Abstract:

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Exchange rate disconnect puzzle, exchange rate forecast, interval forecasting

5.

Cointegration Test with Stationary Covariates and the CDS-Bond Basis During the Financial Crisis

FEDS Working Paper No. 2011-18
Number of pages: 30 Posted: 17 Apr 2011 Last Revised: 15 Nov 2011
Jason Wu and Aaron Game
Hong Kong Monetary Authority and Board of Governors of the Federal Reserve System
Downloads 92 (275,123)

Abstract:

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Cointegration, Stationary Covariates, Local Asymptotic Power, CDS Basis

6.

International Trade Price Stickiness and Exchange Rate Pass-Through in Micro Data: A Case Study on US-China Trade

HKIMR Working Paper No.20/2013
Number of pages: 40 Posted: 01 Nov 2013
Mina Kim, Deokwoo Nam, Jian Wang and Jason Wu
University of Wisconsin - Madison - Department of Economics, Assistant Professor, The Chinese University of Hong Kong, Shenzhen and Hong Kong Monetary Authority
Downloads 53 (371,838)

Abstract:

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Price Stickiness, Menu Cost Model, International Trade Prices, RMB, Exchange Rate Pass-Through

The Dilemma and International Macroprudential Policy: Is Capital Flow Management Effective?

Number of pages: 52 Posted: 04 Mar 2019 Last Revised: 12 Mar 2019
Jian Wang and Jason Wu
The Chinese University of Hong Kong, Shenzhen and Hong Kong Monetary Authority
Downloads 10 (594,866)

Abstract:

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capital control, capital flows, global financial cycles

8.

Monetary Policy Surprises and Monetary Policy Uncertainty

FED Notes No. 2018-05-18
Posted: 06 Jun 2018 Last Revised: 21 Feb 2019
Board of Governors of the Federal Reserve System, Federal Reserve Board, Board of Governors of the Federal Reserve System and Hong Kong Monetary Authority

Abstract:

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9.

Semiparametric Forecast Intervals

Journal of Forecasting, Forthcoming
Posted: 04 Mar 2009 Last Revised: 22 Apr 2011
Jason Wu
Hong Kong Monetary Authority

Abstract:

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Semiparametric, Robustness, Forecasting, Quantiles