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 2 256 5 6 17 450
A Model of the Twin Ds: Optimal Default and Devaluation 0 0 5 63 4 7 30 79
A Model of the Twin Ds: Optimal Default and Devaluation 0 0 1 47 1 3 13 30
A Solution to the Default Risk-Business Cycle Disconnect 0 0 4 28 0 0 8 86
A Solution to the Disconnect between Country Risk and Business Cycle Theories 0 1 2 181 0 2 11 509
A Unified Model of Structural Adjustments and International Trade: Theory and Evidence from China 0 0 5 53 0 2 16 180
A model of the Twin Ds: optimal default and devaluation 0 0 2 74 2 6 21 168
A solution to the default risk-business cycle disconnect 0 0 0 101 2 2 21 702
Country Spreads and Emerging Countries: Who Drives Whom? 1 3 5 310 5 11 23 919
Country spreads and emerging countries 0 0 0 4 1 3 11 57
Dynamic Debt Runs and the Market for Variable Rate Demand Obligations 0 0 0 8 1 2 14 71
Exchange rate policy and sovereign bond spreads in developing countries 0 1 6 59 2 5 24 184
Export Dynamics and Business Cycles in Emerging Economies 0 0 0 0 1 1 3 73
Export Dynamics in Large Devaluations 0 0 0 79 2 4 8 92
Export Dynamics in Large Devaluations 0 0 0 0 3 4 8 85
Export Dynamics in Large Devaluations 0 0 0 13 2 3 7 59
Export dynamics in large devaluations 0 0 1 57 2 4 12 128
Export dynamics in large devaluations 0 0 1 42 1 7 19 128
Factor Accumulation, Specialization, and Long Run Growth in China 0 0 3 57 0 0 7 84
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach 0 0 4 355 0 0 15 870
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach 1 2 5 168 2 5 21 620
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach 0 0 0 12 0 0 8 50
Interest Rate Swap and Corporate Default 0 0 0 0 2 2 10 1,001
Interest rate swaps and corporate default 0 0 1 49 0 0 9 92
Interest rate swaps and corporate default 0 0 1 28 1 1 8 67
Liquidity backstops and dynamic debt runs 0 0 2 8 0 0 6 37
Solving the Country Risk-Business Cycles Disconnect: Endogenous Output Collapse in a Model of Sovereign Default 0 0 0 0 0 0 5 38
Sovereign Default and Debt Renegotiation 1 1 6 213 2 10 19 488
Sovereign Risk and Financial Risk 0 0 0 0 0 6 18 290
Sovereign Risk and Financial Risk 0 1 7 60 7 10 23 156
Structural Adjustments and International Trade: Theory and Evidence from China 0 2 7 74 2 15 60 142
Structural adjustments and international trade: theory and evidence from China 0 2 3 27 0 3 10 42
The Federal Reserve's Liquidity Backstops to the Municipal Bond Market during the COVID-19 Pandemic 0 34 34 34 1 11 12 12
The Twin Ds: Optimal Default and Devaluation 0 1 3 80 2 4 23 124
The Two-Pillar Policy for the RMB 0 1 14 52 1 6 47 66
US Monetary Policy and International Bond Markets 1 2 13 123 5 12 82 288
US Monetary Policy and International Bond Markets 0 0 3 27 4 6 21 34
Total Working Papers 4 51 140 2,742 63 163 670 8,501


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 3 14 296 7 20 64 835
Country spreads and emerging countries: Who drives whom? 1 2 20 558 8 20 99 1,416
Country spreads and emerging countries: who drives whom? 0 0 0 219 1 3 24 782
Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries 0 0 0 18 0 0 13 92
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach 2 4 15 234 8 19 64 853
Interest rate swaps and corporate default 0 0 3 12 2 4 30 86
Sovereign default and debt renegotiation 3 9 38 749 5 28 97 1,675
The Twin Ds: Optimal Default and Devaluation 1 1 10 22 4 12 60 149
The response of sovereign bond yields to U.S. monetary policy 0 1 6 38 2 6 27 142
Total Journal Articles 7 20 106 2,146 37 112 478 6,030


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Response of Sovereign Bond Yields to U.S. Monetary Policy 1 3 10 46 3 10 54 168
Total Chapters 1 3 10 46 3 10 54 168


Statistics updated 2020-09-04