Jason J. Wu - Central Bank Research Hub

Papers by year: All | 2011 | 2009

Title Other author(s)

Dynamic Factor Value-at-Risk for Large, Heterosked astic Portfolios

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2011-19, 20.04.2011)

Cointegration Test with Stationary Covariates and the CDS-Bond Basis during the Financial Crisis

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2011-18, 12.04.2011)

The Taylor Rule and Interval Forecast for Exchange Rates

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0963, 17.03.2009)

JEL: C14, C53, F31

Papers by year: All | 2011 | 2009