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 0 270 1 2 33 531
A Model of the Twin Ds: Optimal Default and Devaluation 0 0 0 67 2 4 14 167
A Model of the Twin Ds: Optimal Default and Devaluation 0 0 0 52 0 0 10 84
A Solution to the Default Risk-Business Cycle Disconnect 0 0 1 32 0 1 12 118
A Solution to the Disconnect between Country Risk and Business Cycle Theories 0 0 1 185 0 1 10 539
A Theory of International Official Lending 3 3 3 3 2 2 2 2
A Unified Model of Structural Adjustments and International Trade: Theory and Evidence from China 0 0 0 59 1 3 16 225
A model of the Twin Ds: optimal default and devaluation 0 0 0 78 1 1 19 229
A solution to the default risk-business cycle disconnect 0 0 0 103 0 2 10 729
Accounting for the Evolution of China’s Production and Trade Patterns 2 2 2 2 1 2 22 22
Accounting for the Evolution of China’s Production and Trade Patterns 0 0 0 14 0 3 24 71
Accounting for the evolution of China's production and trade patterns 0 0 1 11 0 1 18 45
Accounting for the evolution of China's production and trade patterns 0 0 0 0 0 1 14 17
Country Spreads and Emerging Countries: Who Drives Whom? 0 0 2 18 0 2 102 220
Country Spreads and Emerging Countries: Who Drives Whom? 0 0 0 318 1 1 22 983
Dynamic Debt Runs and the Market for Variable Rate Demand Obligations 0 0 1 11 1 1 14 136
Exchange rate policy and sovereign bond spreads in developing countries 0 0 0 64 0 1 6 210
Export Dynamics and Business Cycles in Emerging Economies 0 0 0 0 0 0 12 96
Export Dynamics in Large Devaluations 0 0 0 80 0 0 9 132
Export Dynamics in Large Devaluations 0 0 0 13 0 1 9 76
Export Dynamics in Large Devaluations 0 0 0 0 1 1 15 117
Export dynamics in large devaluations 0 0 0 55 0 3 17 189
Export dynamics in large devaluations 0 0 0 57 2 2 39 196
Factor Accumulation, Specialization, and Long Run Growth in China 0 0 2 66 1 2 16 114
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach 0 0 1 363 0 2 35 930
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach 0 0 0 178 0 0 15 672
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach 0 1 1 14 0 2 13 83
How Credible is Hong Kong's Currency Peg? 0 0 7 7 2 4 43 43
Interest Rate Swap and Corporate Default 0 0 0 0 0 1 18 1,037
Interest rate swaps and corporate default 0 0 0 32 0 2 17 107
Interest rate swaps and corporate default 0 0 0 50 0 0 12 116
Liquidity backstops and dynamic debt runs 0 0 0 11 1 1 9 61
Solving the Country Risk-Business Cycles Disconnect: Endogenous Output Collapse in a Model of Sovereign Default 0 0 0 0 0 0 9 53
Sovereign Default and Debt Renegotiation 0 0 0 231 0 0 46 604
Sovereign Risk and Bank Lending: Evidence from 1999 Turkish Earthquake 0 0 0 38 1 1 11 132
Sovereign Risk and Bank Lending: Theory and Evidence from a Natural Disaster 0 1 1 42 0 3 16 48
Sovereign Risk and Financial Risk 1 1 1 105 1 1 18 313
Sovereign Risk and Financial Risk 0 0 0 23 0 2 17 36
Sovereign Risk and Financial Risk 0 1 2 5 0 2 21 43
Sovereign Risk and Financial Risk 0 0 1 36 0 0 23 86
Sovereign Risk and Financial Risk 0 0 0 0 2 3 14 359
Sovereign Risk and Financial Risk 0 0 0 26 0 1 11 31
Sovereign risk and bank lending: evidence from 1999 Turkish earthquake 0 0 0 20 0 1 14 31
Structural adjustments and international trade: theory and evidence from China 0 0 0 29 0 3 11 77
Structural adjustments and international trade: theory and evidence from China 0 0 0 89 0 2 22 252
The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 9 1 3 23 41
The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 14 0 2 16 51
The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 14 0 2 13 52
The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 42 2 4 23 173
The Fed takes on corporate credit risk: an analysis of the efficacy of the SMCCF 0 1 1 26 0 3 24 84
The Twin Ds: Optimal Default and Devaluation 0 0 2 97 0 0 39 242
The Two-Pillar Policy for the RMB 1 2 3 70 3 7 24 182
US Monetary Policy and International Bond Markets 0 0 0 133 1 2 19 380
US Monetary Policy and International Bond Markets 0 0 0 36 3 6 18 114
Total Working Papers 7 12 33 3,298 31 97 1,059 11,681
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 1 1 13 389 5 14 83 1,290
Analyzing the Efficacy of the Fed's Secondary Market Corporate Credit Facility 0 1 1 1 0 4 18 24
Country spreads and emerging countries: Who drives whom? 7 10 15 631 10 19 64 1,806
Country spreads and emerging countries: who drives whom? 0 0 0 230 0 1 22 896
Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries 0 0 1 5 1 3 16 32
Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries 0 0 0 21 0 1 10 118
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach 1 2 18 285 3 11 74 1,138
How Credible Is Hong Kong's Currency Peg? Insights from Financial Market Prices 0 0 2 2 2 4 13 13
Interest rate swaps and corporate default 0 1 1 21 0 1 15 135
Liquidity backstops and dynamic debt runs 0 0 0 1 0 2 18 55
Sovereign default and debt renegotiation 0 0 4 859 2 4 30 1,970
Sovereign risk and bank lending: Evidence from 1999 Turkish Earthquake 2 2 3 7 2 4 45 75
Sovereign risk and financial risk 1 1 4 32 3 5 41 129
The Fed takes on corporate credit risk: An analysis of the efficacy of the SMCCF 0 0 4 7 2 4 29 52
The Federal Reserve's Liquidity Backstops to the Municipal Bond Market during the COVID-19 Pandemic 0 0 0 0 0 1 8 10
The Term Structure of the Excess Bond Premium: Measures and Implications 0 0 8 18 1 4 45 101
The Twin Ds: Optimal Default and Devaluation 0 0 2 46 0 3 19 287
The Two‐Pillar Policy for the RMB 0 0 1 24 3 5 37 134
The response of sovereign bond yields to U.S. monetary policy 0 0 1 51 0 0 13 202
Transmission of Sovereign Risk to Bank Lending 0 0 0 25 1 1 16 98
U.S. Monetary Policy and International Bond Markets 0 0 2 45 3 5 33 220
Total Journal Articles 12 18 80 2,700 38 96 649 8,785

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Interest rate swaps 0 1 5 21 0 2 19 65
Sovereign Risk and Financial Risk 0 0 0 0 0 0 17 51
The Response of Sovereign Bond Yields to U.S. Monetary Policy 0 0 0 96 1 1 28 418
Total Chapters 0 1 5 117 1 3 64 534

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Statistics updated 2026-10-11