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 42,009

SSRN RANKINGS

Top 42,009

in Total Papers Downloads

996

CITATIONS
Rank 39,946

SSRN RANKINGS

Top 39,946

in Total Papers Citations

12

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 415 (69,235)
Citation 4

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 199 (151,700)
Citation 2

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 131 (217,010)
Citation 1

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 (272,729)
Citation 5

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 (278,425)

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 (376,555)

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 11 (596,865)

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