| The Taylor rule and forecast intervals for exchange rates J Wang, JJ Wu Journal of Money, Credit and banking 44 (1), 103-144, 2012 | 102* | 2012 |
| Reprint: Monetary policy uncertainty and monetary policy surprises M De Pooter, G Favara, M Modugno, J Wu Journal of International Money and Finance 114, 102401, 2021 | 60 | 2021 |
| The effects of supervision on bank performance: Evidence from discontinuous examination frequencies M Rezende, J Wu Midwest Finance Association 2013 Annual Meeting Paper, 2014 | 55 | 2014 |
| The impact of the 2007 liquidity shock on bank jumbo mortgage lending P Calem, F Covas, J Wu Journal of Money, Credit and Banking 45 (s1), 59-91, 2013 | 45* | 2013 |
| Dealer balance sheet capacity and market liquidity during the 2013 selloff in fixed income markets T Adrian, MJ Fleming, JE Goldberg, M Lewis, FM Natalucci, JJ Wu FEDS Notes, 2013 | 43* | 2013 |
| Long-horizon forecasts of asset prices when the discount factor is close to unity C Engel, J Wang, J Wu Globalization and Monetary Policy Institute Working Paper, 2009 | 30* | 2009 |
| Dynamic factor Value-at-Risk for large heteroskedastic portfolios S Aramonte, M del Giudice Rodriguez, J Wu Journal of Banking & Finance 37 (11), 4299-4309, 2013 | 17 | 2013 |
| Semiparametric forecast intervals JJ Wu Journal of Forecasting 31 (3), 189-228, 2012 | 17* | 2012 |
| Is capital flow management effective? Evidence based on U.S. monetary policy shocks J Wang, J Wu Journal of International Money and Finance 118, 102451, 2021 | 12* | 2021 |
| Risk-Based Regulatory Capital and the Basel Accords MB Gordy, EA Heitfield, J Wu The Oxford Handbook of Banking, Second Edition, 2015 | 12 | 2015 |
| Monetary Policy Surprises and Monetary Policy Uncertainty M De Pooter, G Favara, M Modugno, J Wu FEDS Notes May 18, 2018 | 9 | 2018 |
| International Trade Price Stickiness and Exchange Rate Pass-through in Micro Data: A Case Study on US-China Trade M Kim, D Nam, J Wang, J Wu HKIMR Working Paper, 2013 | 9 | 2013 |
| The Financial Sector and the Real Economy during the Financial Crisis: Evidence from the Commercial Paper Market E Cohen-Cole, J Montoriol-Garriga, G Suarez, J Wu Available at SSRN 1712442, 2010 | 7 | 2010 |
| Trading Activities at Systemically Important Banks, Part 3: What Drives Trading Performance? D Iercosan, A Kumbhat, M Ng, J Wu FEDS Notes, 10-1, 2017 | 5 | 2017 |
| A Covariate Residual-Based Cointegration Test Applied to the CDS-Bond Basis A Game, J Wu Journal of Time Series Econometrics 5 (2), 163-192, 2013 | 3* | 2013 |
| Local currency bond returns in emerging market economies and the role of foreign investors I So, G Valente, J Wu BIS Paper, 2019 | 2 | 2019 |
| Trading Activities at Systemically Important Banks, Part 2: What Happened during Recent Risk Events? D Iercosan, A Kumbhat, M Ng, J Wu FEDS Notes, 10-2, 2017 | 1 | 2017 |
| Three Essays on Time Series Inference and Forecasting JJ Wu University of Wisconsin--Madison, 2007 | | 2007 |
