Jason Wu

Names

Contact

Affiliations

• Hong Kong Monetary Authority
  • website
  • location: Central, Hong Kong

Research profile

author of:

• The Taylor rule and forecast intervals for exchange rates
  by Jian Wang & Jason J. Wu
• Can long-horizon forecasts beat the random walk under the Engel-West explanation?
  by Charles Engel & Jian Wang & Jason J. Wu
• International Trade Price Stickiness and Exchange Rate and Pass-Through in Micro Data: A Case Study on US-China Trade
  by Mina Kim & Deokwoo Nam & Jian Wang & Jason Wu
• The Impact of the 2007 Liquidity Shock on Bank Jumbo Mortgage Lending
  by PAUL CALEM & FRANCISCO COVAS & JASON WU
• International trade price stickiness and exchange rate pass-through in micro data: a case study on U.S.–China trade
  by Mina Kim & Deokwoo Nam & Jian Wang & Jason J. Wu
• Can Long Horizon Data Beat Random Walk under Engel-West Explanation?
  by Jian Wang & Jason Wu & Charles Engel
• International Trade Price Stickiness and Exchange Rate Pass-through in Micro Data: A Case Study on US-China Trade
  by Mina Kim & Deokwoo Nam & Jian Wang & Jason Wu
• Semiparametric forecast intervals
  by Jason J. Wu
• Dynamic factor Value-at-Risk for large heteroskedastic portfolios
  by Aramonte, Sirio & Giudice Rodriguez, Marius del & Wu, Jason
• A Covariate Residual-Based Cointegration Test Applied to the CDS-Bond Basis
  by Game Aaron & Wu Jason
• Dynamic factor value-at-risk for large, heteroskedastic portfolios
  by Sirio Aramonte & Marius del Giudice Rodriguez & Jason J. Wu
• The Taylor Rule and Forecast Intervals for Exchange Rates
  by JIAN WANG & JASON J. WU
• The Taylor rule and forecast intervals for exchange rates
  by Jian Wang & Jason J. Wu
• Cointegration test with stationary covariates and the CDS-bond basis during the financial crisis
  by Aaron L. Game & Jason J. Wu
• Monetary Policy Uncertainty and Monetary Policy Surprises
  by Michiel De Pooter & Giovanni Favara & Michele Modugno & Jason J. Wu
• Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets
  by Tobias Adrian & Michael J. Fleming & Jonathan Goldberg & Morgan Lewis & Fabio M. Natalucci & Jason J. Wu
• Trading Activities at Systemically Important Banks, Part 1 : Recent Trends in Trading Performance
  by Diana A. Iercosan & Ashish Kumbhat & Michael Ng & Jason J. Wu
• Trading Activities at Systemically Important Banks, Part 2 : What Happened during Recent Risk Events?
  by Diana A. Iercosan & Ashish Kumbhat & Michael Ng & Jason J. Wu
• Trading Activities at Systemically Important Banks, Part 3 : What Drives Trading Performance?
  by Diana A. Iercosan & Ashish Kumbhat & Michael Ng & Jason J. Wu
• Monetary Policy Surprises and Monetary Policy Uncertainty
  by Michiel De Pooter & Giovanni Favara & Michele Modugno & Jason J. Wu
• Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets
  by Tobias Adrian & Michael J. Fleming & Jonathan Goldberg & Morgan Lewis & Fabio M. Natalucci & Jason J. Wu