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 2 3 270 0 2 5 498
A Model of the Twin Ds: Optimal Default and Devaluation 0 0 1 52 0 0 5 74
A Model of the Twin Ds: Optimal Default and Devaluation 0 1 1 67 0 4 8 153
A Solution to the Default Risk-Business Cycle Disconnect 0 0 0 31 0 0 0 103
A Solution to the Disconnect between Country Risk and Business Cycle Theories 0 0 0 184 0 0 5 527
A Unified Model of Structural Adjustments and International Trade: Theory and Evidence from China 0 1 2 59 1 2 6 208
A model of the Twin Ds: optimal default and devaluation 0 0 0 78 0 1 3 209
A solution to the default risk-business cycle disconnect 0 0 0 103 0 0 1 718
Accounting for the Evolution of China’s Production and Trade Patterns 0 0 0 0 0 0 0 0
Accounting for the Evolution of China’s Production and Trade Patterns 0 0 9 14 1 4 32 46
Accounting for the evolution of China's production and trade patterns 0 0 9 10 1 4 24 27
Country Spreads and Emerging Countries: Who Drives Whom? 0 0 0 318 0 0 4 959
Country spreads and emerging countries 1 4 5 16 1 7 17 116
Dynamic Debt Runs and the Market for Variable Rate Demand Obligations 0 0 0 10 0 0 2 122
Exchange rate policy and sovereign bond spreads in developing countries 0 0 2 64 0 0 5 204
Export Dynamics and Business Cycles in Emerging Economies 0 0 0 0 1 1 2 83
Export Dynamics in Large Devaluations 0 0 0 13 0 0 0 67
Export Dynamics in Large Devaluations 0 0 0 0 0 2 6 100
Export Dynamics in Large Devaluations 0 0 0 80 0 0 0 122
Export dynamics in large devaluations 0 0 0 57 0 0 0 152
Export dynamics in large devaluations 0 0 0 55 0 0 1 171
Factor Accumulation, Specialization, and Long Run Growth in China 0 1 2 64 0 1 4 98
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach 0 0 0 178 0 0 1 657
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach 0 0 1 361 1 1 4 893
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach 0 1 1 13 0 1 3 69
Interest Rate Swap and Corporate Default 0 0 0 0 1 3 5 1,018
Interest rate swaps and corporate default 1 1 1 31 1 1 8 88
Interest rate swaps and corporate default 0 0 0 50 0 0 0 102
Liquidity backstops and dynamic debt runs 0 0 1 10 0 0 2 51
Solving the Country Risk-Business Cycles Disconnect: Endogenous Output Collapse in a Model of Sovereign Default 0 0 0 0 0 0 1 44
Sovereign Default and Debt Renegotiation 1 1 1 231 1 1 8 558
Sovereign Risk and Bank Lending: Evidence from 1999 Turkish Earthquake 0 0 0 38 0 0 0 119
Sovereign Risk and Bank Lending: Theory and Evidence from a Natural Disaster 0 0 0 41 1 3 10 27
Sovereign Risk and Financial Risk 0 0 0 0 0 0 6 344
Sovereign Risk and Financial Risk 0 0 2 3 0 0 8 21
Sovereign Risk and Financial Risk 0 0 1 104 0 2 4 292
Sovereign Risk and Financial Risk 0 0 0 23 0 0 3 19
Sovereign Risk and Financial Risk 0 0 0 25 0 0 1 18
Sovereign Risk and Financial Risk 0 0 0 35 1 3 4 63
Sovereign risk and bank lending: evidence from 1999 Turkish earthquake 0 0 0 20 0 0 3 17
Structural adjustments and international trade: theory and evidence from China 0 0 0 29 0 0 2 65
Structural adjustments and international trade: theory and evidence from China 0 0 2 89 3 6 15 227
The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 14 0 0 0 33
The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 3 9 0 0 6 18
The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 1 42 0 0 6 150
The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 1 14 0 0 1 36
The Fed takes on corporate credit risk: an analysis of the efficacy of the SMCCF 0 0 2 25 0 1 6 59
The Twin Ds: Optimal Default and Devaluation 0 0 1 95 1 1 4 200
The Two-Pillar Policy for the RMB 0 0 0 66 1 2 9 156
US Monetary Policy and International Bond Markets 1 1 4 133 1 1 7 361
US Monetary Policy and International Bond Markets 0 0 1 36 0 1 4 96
Total Working Papers 4 13 57 3,260 17 55 261 10,558
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 4 7 20 373 8 21 75 1,193
Country spreads and emerging countries: Who drives whom? 3 4 9 615 6 14 50 1,732
Country spreads and emerging countries: who drives whom? 0 0 0 230 0 0 2 874
Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries 0 0 0 20 0 0 3 107
Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries 0 0 0 4 0 0 1 16
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach 1 3 6 266 2 7 21 1,060
Interest rate swaps and corporate default 0 0 3 20 1 2 7 119
Liquidity backstops and dynamic debt runs 0 0 0 1 0 0 4 34
Sovereign default and debt renegotiation 0 1 10 852 1 6 27 1,935
Sovereign risk and bank lending: Evidence from 1999 Turkish Earthquake 1 1 4 4 1 5 23 26
Sovereign risk and financial risk 0 0 7 27 0 3 21 82
The Fed takes on corporate credit risk: An analysis of the efficacy of the SMCCF 0 0 3 3 3 3 19 19
The Term Structure of the Excess Bond Premium: Measures and Implications 0 0 9 10 2 5 29 52
The Twin Ds: Optimal Default and Devaluation 0 0 1 44 2 4 11 267
The Two‐Pillar Policy for the RMB 0 2 3 19 0 5 18 89
The response of sovereign bond yields to U.S. monetary policy 0 0 1 50 0 2 7 187
Transmission of Sovereign Risk to Bank Lending 0 0 0 25 0 0 2 82
U.S. Monetary Policy and International Bond Markets 0 2 6 43 0 5 19 180
Total Journal Articles 9 20 82 2,606 26 82 339 8,054

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Interest rate swaps 0 1 3 15 1 4 8 43
Sovereign Risk and Financial Risk 0 0 0 0 0 1 2 33
The Response of Sovereign Bond Yields to U.S. Monetary Policy 0 0 0 96 1 4 9 385
Total Chapters 0 1 3 111 2 9 19 461

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-07-04