Access Statistics for Vivian Zhanwei Yue

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A General Equilibrium Model of Sovereign Default and Business Cycles 0 0 3 270 5 8 12 506
A Model of the Twin Ds: Optimal Default and Devaluation 0 0 1 52 1 4 6 78
A Model of the Twin Ds: Optimal Default and Devaluation 0 0 1 67 2 2 7 155
A Solution to the Default Risk-Business Cycle Disconnect 0 1 1 32 1 4 7 110
A Solution to the Disconnect between Country Risk and Business Cycle Theories 0 1 1 185 2 5 7 534
A Unified Model of Structural Adjustments and International Trade: Theory and Evidence from China 0 0 1 59 2 4 9 213
A model of the Twin Ds: optimal default and devaluation 0 0 0 78 1 7 9 217
A solution to the default risk-business cycle disconnect 0 0 0 103 0 1 2 720
Accounting for the Evolution of China’s Production and Trade Patterns 0 0 0 0 2 3 3 3
Accounting for the Evolution of China’s Production and Trade Patterns 0 0 0 14 5 6 17 53
Accounting for the evolution of China's production and trade patterns 0 0 2 10 3 3 11 30
Accounting for the evolution of China's production and trade patterns 0 0 0 0 0 0 3 3
Country Spreads and Emerging Countries: Who Drives Whom? 0 0 4 16 1 2 11 120
Country Spreads and Emerging Countries: Who Drives Whom? 0 0 0 318 4 4 10 965
Dynamic Debt Runs and the Market for Variable Rate Demand Obligations 0 0 0 10 5 6 7 128
Exchange rate policy and sovereign bond spreads in developing countries 0 0 1 64 0 2 5 206
Export Dynamics and Business Cycles in Emerging Economies 0 0 0 0 2 5 8 89
Export Dynamics in Large Devaluations 0 0 0 0 0 2 9 104
Export Dynamics in Large Devaluations 0 0 0 80 2 4 5 127
Export Dynamics in Large Devaluations 0 0 0 13 1 2 2 69
Export dynamics in large devaluations 0 0 0 57 20 23 28 180
Export dynamics in large devaluations 0 0 0 55 1 3 4 175
Factor Accumulation, Specialization, and Long Run Growth in China 0 1 2 65 2 5 8 103
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach 0 0 0 178 5 6 7 663
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach 1 1 2 363 3 14 19 909
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach 0 0 1 13 1 4 8 74
How Credible is Hong Kong's Currency Peg? 0 5 5 5 2 17 17 17
Interest Rate Swap and Corporate Default 0 0 0 0 2 7 12 1,026
Interest rate swaps and corporate default 0 0 0 50 2 6 8 110
Interest rate swaps and corporate default 0 0 2 32 2 5 12 95
Liquidity backstops and dynamic debt runs 0 0 1 11 0 1 3 53
Solving the Country Risk-Business Cycles Disconnect: Endogenous Output Collapse in a Model of Sovereign Default 0 0 0 0 0 1 2 45
Sovereign Default and Debt Renegotiation 0 0 1 231 1 3 6 561
Sovereign Risk and Bank Lending: Evidence from 1999 Turkish Earthquake 0 0 0 38 0 1 3 122
Sovereign Risk and Bank Lending: Theory and Evidence from a Natural Disaster 0 0 0 41 1 4 15 36
Sovereign Risk and Financial Risk 0 0 0 23 3 6 8 25
Sovereign Risk and Financial Risk 0 0 1 26 3 4 7 24
Sovereign Risk and Financial Risk 0 0 0 0 0 3 6 348
Sovereign Risk and Financial Risk 0 1 1 4 2 10 14 32
Sovereign Risk and Financial Risk 0 0 0 104 3 4 10 299
Sovereign Risk and Financial Risk 0 1 1 36 10 16 20 79
Sovereign risk and bank lending: evidence from 1999 Turkish earthquake 0 0 0 20 1 2 4 19
Structural adjustments and international trade: theory and evidence from China 0 0 1 89 2 6 19 236
Structural adjustments and international trade: theory and evidence from China 0 0 0 29 4 6 7 72
The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 14 2 7 9 42
The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 1 9 3 8 9 26
The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 1 42 3 8 10 158
The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 14 2 3 6 42
The Fed takes on corporate credit risk: an analysis of the efficacy of the SMCCF 0 0 0 25 2 5 9 65
The Twin Ds: Optimal Default and Devaluation 1 1 1 96 2 6 10 209
The Two-Pillar Policy for the RMB 1 1 2 68 4 5 12 163
US Monetary Policy and International Bond Markets 0 0 0 36 0 5 7 101
US Monetary Policy and International Bond Markets 0 0 2 133 1 5 8 366
Total Working Papers 3 13 40 3,278 128 283 477 10,905
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A General Equilibrium Model of Sovereign Default and Business Cycles 0 4 17 380 6 25 73 1,232
Analyzing the Efficacy of the Fed's Secondary Market Corporate Credit Facility 0 0 0 0 2 3 8 9
Country spreads and emerging countries: Who drives whom? 0 1 9 617 2 12 51 1,754
Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries 0 0 1 21 2 4 7 112
Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries 0 0 0 4 0 3 4 19
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach 1 10 15 277 5 25 41 1,089
Interest rate swaps and corporate default 0 0 2 20 0 4 9 124
Liquidity backstops and dynamic debt runs 0 0 0 1 1 5 10 42
Sovereign default and debt renegotiation 0 0 5 855 0 1 15 1,941
Sovereign risk and bank lending: Evidence from 1999 Turkish Earthquake 0 0 1 4 3 7 21 37
Sovereign risk and financial risk 0 1 5 29 14 19 37 107
The Fed takes on corporate credit risk: An analysis of the efficacy of the SMCCF 0 1 3 4 2 8 21 31
The Federal Reserve's Liquidity Backstops to the Municipal Bond Market during the COVID-19 Pandemic 0 0 0 0 0 0 2 2
The Term Structure of the Excess Bond Premium: Measures and Implications 0 1 6 11 5 9 28 65
The Twin Ds: Optimal Default and Devaluation 0 0 0 44 2 3 9 271
The Two‐Pillar Policy for the RMB 0 1 7 24 3 7 23 104
The response of sovereign bond yields to U.S. monetary policy 0 1 2 51 1 6 14 195
Transmission of Sovereign Risk to Bank Lending 0 0 0 25 3 3 4 85
U.S. Monetary Policy and International Bond Markets 0 0 2 43 2 6 23 193
Total Journal Articles 1 20 75 2,410 53 150 400 7,412
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Interest rate swaps 0 0 2 16 2 4 13 50
Sovereign Risk and Financial Risk 0 0 0 0 2 4 7 38
The Response of Sovereign Bond Yields to U.S. Monetary Policy 0 0 0 96 2 6 19 396
Total Chapters 0 0 2 112 6 14 39 484

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Statistics updated 2026-01-09