Shu Wu

Personal Information

Address	The University of Kansas Department of Economics Lawrence KS, 66045
Phone	(785) 864 2868
Fax	(785) 864 5270
Email	shuwu@ku.edu
Office	Snow Hall 335
Position	Associate Professor

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Current Research

· "Long-run Consumption Risk and the Real Yield Curve " (PDF file)

· "An Econometric Molde of the Term Structure of Interest Rates under Regime-Switching Risk" (with Yong Zeng) (PDF file)

· "Stock Market Liberalization and International Risk Sharing" (with Shiegru Iwata) (PDF file)

· "Foreing Exchange Interventions at Zero Interest Rates " (with Shigeru Iwata)(PDF file)

Publications

· "Monetary Policy and Long-term Interest Rates," Contemporary Economic Policy, forthcoming, 2008

· "An Exact Solution of the Term Structure of Interest Rates under Regime-switching Risk," (with Yong Zeng), in R. Elliott and R. Mamon (eds.) Hidden Markov Models in Finance, Springer, 2007

· "Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets, " Journal of Money, Credit and Banking , 2007

· "The Term Structure of Interest Rates under Regime Shifts and Jumps, " (with Yong Zeng), Economics Letters , 2006

· "Estimating Monetary Policy Effect when Interest Rates Are Close to Zero, " (with Shigeru Iwata), Journal of Monetary Economics , 2006

· "Macroeconomic Shocks and Foreign Exchange Risk Premiums, " (with Shigeru Iwata), Macroeconomic Dynamics , 2006

· "A General Equilibrium Model of the Term Structure of Interest Rates under Regime-Switching Risk, " (with Yong Zeng), International Journal of Theoretical and Applied Finance , 2005

· "What macroeconomic risks are (not) shared by international investors? " (with Shigeru Iwata), Journal of Money, Credit and Banking , 2005

· "On User Cost of Risky Monetary Assets, " (with William Barnett), Annals of Finance , 2005

· "Inter-temporally Non-separable Monetary Asset Risk Adjustment and Aggregation, " (with William Barnett), Economic Bulletin , 2004

· "Affine Regime-Switching Models for Interest Rate Term Structure, " (with Yong Zeng), Contemporary Mathematics (special issue on mathematical finance), 2003

Teaching

Econ 522 Intermediate Macroeconomics

Econ 600 Money and Banking

Econ 769 Financial Economics

Econ 810 Macroeconomics I

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Links

Economic Links

· Dismal Scientist: Economic Analysis and Data for the World

· Resources for Economists on the Internet

· Economic IDEAS

· NBER