Jason Wu

Hong Kong Monetary Authority

3 Garden Road, 30th Floor

Hong Kong

Hong Kong

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

SCHOLARLY PAPERS

16

DOWNLOADS

1,121

SSRN CITATIONS
Rank 31,782

SSRN RANKINGS

Top 31,782

in Total Papers Citations

15

CROSSREF CITATIONS

12

Scholarly Papers (16)

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 CaixaAutonomous University of Barcelona - Department of Business Economics, Board of Governors of the Federal Reserve System and Hong Kong Monetary Authority
Downloads 417 (88,505)
Citation 5

Abstract:

Loading...

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 264 (146,515)
Citation 9

Abstract:

Loading...

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 138 (260,818)
Citation 3

Abstract:

Loading...

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 101 (326,291)
Citation 8

Abstract:

Loading...

Exchange rate disconnect puzzle, exchange rate forecast, interval forecasting

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

FEDS Working Paper No. 2011-18
Posted: 09 Jul 2021 Last Revised: 07 Jul 2021
Aaron L. Game and Jason Wu
Independent and Hong Kong Monetary Authority

Abstract:

Loading...

Swaps (Finance), Corporate bonds, Econometric models

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 97 (337,472)

Abstract:

Loading...

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 64 (426,134)
Citation 2

Abstract:

Loading...

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: 58 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 36 (554,684)
Citation 1

Abstract:

Loading...

capital control, capital flows, global financial cycles

8.

Can Long-Horizon Forecasts Beat the Random Walk Under the Engel-West Explanation?

Globalization and Monetary Policy Institute Working Paper No. 36
Posted: 06 Jul 2021 Last Revised: 03 Jul 2021
Charles Engel, Jian Wang and Jason Wu
affiliation not provided to SSRN, The Chinese University of Hong Kong, Shenzhen and Hong Kong Monetary Authority
Downloads 3 (770,952)

Abstract:

Loading...

The Taylor Rule and Forecast Intervals for Exchange Rates

International Finance Discussion Paper No. 963
Posted: 07 Jul 2021
Jian Wang and Jason Wu
The Chinese University of Hong Kong, Shenzhen and Hong Kong Monetary Authority

Abstract:

Loading...

The Taylor Rule and Forecast Intervals for Exchange Rates

Globalization and Monetary Policy Institute Working Paper No. 22
Posted: 06 Jul 2021 Last Revised: 03 Jul 2021
Jian Wang and Jason Wu
The Chinese University of Hong Kong, Shenzhen and Hong Kong Monetary Authority
Downloads 1 (828,133)

Abstract:

Loading...

10.

International Trade Price Stickiness and Exchange Rate Pass-Through in Micro Data: A Case Study on U.S.–China Trade

Globalization and Monetary Policy Institute Working Paper No. 135
Posted: 09 Jul 2021 Last Revised: 03 Jul 2021
Mina Kim, Deokwoo Nam, Jian Wang and Jason Wu
affiliation not provided to SSRN, affiliation not provided to SSRN, The Chinese University of Hong Kong, Shenzhen and Hong Kong Monetary Authority

Abstract:

Loading...

11.

Dealer Balance Sheet Capacity and Market Liquidity During the 2013 Selloff in Fixed Income Markets

FEDS Notes No. 2013-10-16
Posted: 09 Jul 2021 Last Revised: 03 Jul 2021
International Monetary Fund, Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System, affiliation not provided to SSRN, U.S. Federal Reserve Board - Division of Monetary Affairs and Hong Kong Monetary Authority

Abstract:

Loading...

12.

Monetary Policy Surprises and Monetary Policy Uncertainty

FEDS Notes No. 2018-05-18
Posted: 06 Jun 2018 Last Revised: 25 Jun 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Hong Kong Monetary Authority

Abstract:

Loading...

Trading Activities at Systemically Important Banks, Part 3: What Drives Trading Performance?

FEDS Notes No. 2017-07-10-3
Posted: 09 Jul 2021 Last Revised: 03 Jul 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, affiliation not provided to SSRN and Hong Kong Monetary Authority

Abstract:

Loading...

Trading Activities at Systemically Important Banks, Part 2: What Happened During Recent Risk Events?

FEDS Notes No. 2017-07-10-2
Posted: 09 Jul 2021 Last Revised: 03 Jul 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, affiliation not provided to SSRN and Hong Kong Monetary Authority

Abstract:

Loading...

Trading Activities at Systemically Important Banks, Part 1: Recent Trends in Trading Performance

FEDS Notes No. 2017-07-10-1
Posted: 09 Jul 2021 Last Revised: 03 Jul 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, affiliation not provided to SSRN and Hong Kong Monetary Authority

Abstract:

Loading...

16.

Semiparametric Forecast Intervals

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

Abstract:

Loading...

Semiparametric, Robustness, Forecasting, Quantiles