Details about Steve Pak Yeung Wu

Access statistics for papers by Steve Pak Yeung Wu.

Last updated 2024-10-22. Update your information in the RePEc Author Service.

Short-id: pwu202

Working Papers

2024

1. Exchange Rate Models are Better than You Think, and Why They Didn't Work in the Old Days
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2024)

2023

2. Collateral Advantage: Exchange Rates, Capital Flows and Global Cycles
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
3. Liquidity and Exchange Rates: An Empirical Investigation
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (4)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (45)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (40)
   See also Journal Article Liquidity and Exchange Rates: An Empirical Investigation, The Review of Economic Studies, Review of Economic Studies Ltd (2023) View citations (1) (2023)

2022

4. Foreign Reserves Management and Original Sin
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
5. Original sin redux: a model-based evaluation
   BIS Working Papers, Bank for International Settlements View citations (11)

2021

6. Forecasting the U.S. Dollar in the 21st Century
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021) View citations (1)
   See also Journal Article Forecasting the U.S. Dollar in the 21st Century, Journal of International Economics, Elsevier (2023) View citations (7) (2023)

2017

7. The Uncovered Interest Parity Puzzle, Exchange Rate Forecasting, and Taylor Rules
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
   See also Journal Article The uncovered interest parity puzzle, exchange rate forecasting, and Taylor rules, Journal of International Money and Finance, Elsevier (2019) View citations (33) (2019)

Journal Articles

2023

1. Forecasting the U.S. Dollar in the 21st Century
   Journal of International Economics, 2023, 141, (C) View citations (7)
   See also Working Paper Forecasting the U.S. Dollar in the 21st Century, NBER Working Papers (2021) View citations (1) (2021)
2. Liquidity and Exchange Rates: An Empirical Investigation
   The Review of Economic Studies, 2023, 90, (5), 2395-2438 View citations (1)
   See also Working Paper Liquidity and Exchange Rates: An Empirical Investigation, University of California at San Diego, Economics Working Paper Series (2023) View citations (4) (2023)

2019

3. The uncovered interest parity puzzle, exchange rate forecasting, and Taylor rules
   Journal of International Money and Finance, 2019, 95, (C), 317-331 View citations (33)
   See also Working Paper The Uncovered Interest Parity Puzzle, Exchange Rate Forecasting, and Taylor Rules, NBER Working Papers (2017) View citations (3) (2017)