Jason Wu

Hong Kong Monetary Authority

3 Garden Road, 30th Floor

Hong Kong

Hong Kong

  • Hong Kong Monetary Authority

SCHOLARLY PAPERS

6

DOWNLOADS

206

TOTAL CITATIONS
Rank 46,828

SSRN RANKINGS

Top 46,828

in Total Papers Citations

19

Scholarly Papers (6)

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1.

Local Currency Bond Returns in Emerging Market Economies and the Role of Foreign Investors

BIS Paper No. 102i
Number of pages: 9 Posted: 22 May 2019
Inhwan So, Giorgio Valente and Jason Wu
The Bank of Korea, Hong Kong Institute for Monetary and Financial Research (HKIMR) and Hong Kong Monetary Authority
Downloads 131 (432,756)

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bond excess returns, portfolio flows, institutional investors, conditional asset pricing

2.

Monetary Policy Uncertainty and Monetary Policy Surprises

FEDS Working Paper No. 2020-32
Number of pages: 34 Posted: 18 May 2020
Michiel De Pooter, Giovanni Favara, Michele Modugno and Jason Wu
Amazon Web Services, Inc., Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Hong Kong Monetary Authority
Downloads 75 (629,267)
Citation 19

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Monetary policy surprises; Monetary policy uncertainty; Interest rates; Primary dealers

3.

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

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

FEDS Notes No. 2017-07-10-3
Posted: 15 Oct 2017
Diana Iercosan, Ashish Kumbhat, Michael Ng and Jason Wu
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Northwestern University and Hong Kong Monetary Authority

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4.

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

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

FEDS Notes No. 2017-07-10-2
Posted: 15 Oct 2017
Diana Iercosan, Ashish Kumbhat, Michael Ng and Jason Wu
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Northwestern University and Hong Kong Monetary Authority

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5.

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

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

FEDS Notes No. 2017-07-10-1
Posted: 15 Oct 2017
Diana Iercosan, Ashish Kumbhat, Michael Ng and Jason Wu
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Northwestern University and Hong Kong Monetary Authority

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6.

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

FEDS Notes No. 2013-10-16 https://doi.org/10.17016/2380-7172.0004
Posted: 17 Dec 2013
Tobias Adrian, Michael J. Fleming, Jonathan E. Goldberg, Morgan Lewis, Fabio M. Natalucci and Jason Wu
International Monetary Fund, Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of New York, U.S. Federal Reserve Board - Division of Monetary Affairs and Hong Kong Monetary Authority

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