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 2 270 1 19 29 525
A Model of the Twin Ds: Optimal Default and Devaluation 0 0 0 52 0 3 7 81
A Model of the Twin Ds: Optimal Default and Devaluation 0 0 1 67 0 3 9 158
A Solution to the Default Risk-Business Cycle Disconnect 0 0 1 32 2 6 13 116
A Solution to the Disconnect between Country Risk and Business Cycle Theories 0 0 1 185 0 0 7 534
A Unified Model of Structural Adjustments and International Trade: Theory and Evidence from China 0 0 1 59 2 6 13 219
A model of the Twin Ds: optimal default and devaluation 0 0 0 78 2 5 14 222
A solution to the default risk-business cycle disconnect 0 0 0 103 2 5 7 725
Accounting for the Evolution of China’s Production and Trade Patterns 0 0 0 0 2 10 13 13
Accounting for the Evolution of China’s Production and Trade Patterns 0 0 0 14 0 7 18 60
Accounting for the evolution of China's production and trade patterns 0 1 1 11 1 12 19 42
Accounting for the evolution of China's production and trade patterns 0 0 0 0 0 8 11 11
Country Spreads and Emerging Countries: Who Drives Whom? 0 0 0 318 1 8 14 973
Country Spreads and Emerging Countries: Who Drives Whom? 0 1 5 17 21 93 104 213
Dynamic Debt Runs and the Market for Variable Rate Demand Obligations 0 1 1 11 0 6 12 134
Exchange rate policy and sovereign bond spreads in developing countries 0 0 0 64 1 1 3 207
Export Dynamics and Business Cycles in Emerging Economies 0 0 0 0 0 6 13 95
Export Dynamics in Large Devaluations 0 0 0 80 0 3 8 130
Export Dynamics in Large Devaluations 0 0 0 13 1 5 7 74
Export Dynamics in Large Devaluations 0 0 0 0 0 10 16 114
Export dynamics in large devaluations 0 0 0 55 0 7 11 182
Export dynamics in large devaluations 0 0 0 57 0 12 40 192
Factor Accumulation, Specialization, and Long Run Growth in China 0 0 2 65 1 4 10 107
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach 0 0 0 178 1 6 12 669
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach 0 0 2 363 3 16 33 925
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach 0 0 1 13 0 7 13 81
How Credible is Hong Kong's Currency Peg? 0 2 7 7 6 13 30 30
Interest Rate Swap and Corporate Default 0 0 0 0 0 3 14 1,029
Interest rate swaps and corporate default 0 0 0 50 0 4 12 114
Interest rate swaps and corporate default 0 0 2 32 1 5 13 100
Liquidity backstops and dynamic debt runs 0 0 1 11 0 5 7 58
Solving the Country Risk-Business Cycles Disconnect: Endogenous Output Collapse in a Model of Sovereign Default 0 0 0 0 0 6 7 51
Sovereign Default and Debt Renegotiation 0 0 1 231 1 37 41 598
Sovereign Risk and Bank Lending: Evidence from 1999 Turkish Earthquake 0 0 0 38 0 6 9 128
Sovereign Risk and Bank Lending: Theory and Evidence from a Natural Disaster 0 0 0 41 1 7 19 43
Sovereign Risk and Financial Risk 0 0 1 36 0 5 24 84
Sovereign Risk and Financial Risk 0 0 0 104 2 10 19 309
Sovereign Risk and Financial Risk 0 0 1 26 1 4 10 28
Sovereign Risk and Financial Risk 0 0 1 4 1 4 15 36
Sovereign Risk and Financial Risk 0 0 0 23 1 5 11 30
Sovereign Risk and Financial Risk 0 0 0 0 1 7 11 355
Sovereign risk and bank lending: evidence from 1999 Turkish earthquake 0 0 0 20 0 8 10 27
Structural adjustments and international trade: theory and evidence from China 0 0 0 89 2 9 24 245
Structural adjustments and international trade: theory and evidence from China 0 0 0 29 1 2 9 74
The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 14 2 4 13 46
The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 9 2 10 18 36
The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 14 0 4 10 46
The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 42 5 9 17 167
The Fed takes on corporate credit risk: an analysis of the efficacy of the SMCCF 0 0 0 25 4 12 19 77
The Twin Ds: Optimal Default and Devaluation 0 1 2 97 7 26 36 235
The Two-Pillar Policy for the RMB 0 0 2 68 1 10 19 173
US Monetary Policy and International Bond Markets 0 0 0 36 0 4 10 105
US Monetary Policy and International Bond Markets 0 0 1 133 1 6 12 372
Total Working Papers 0 6 37 3,284 81 493 895 11,398
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 2 7 21 387 6 30 90 1,262
Analyzing the Efficacy of the Fed's Secondary Market Corporate Credit Facility 0 0 0 0 0 9 16 18
Country spreads and emerging countries: Who drives whom? 0 1 7 618 2 15 51 1,769
Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries 0 1 1 5 0 5 8 24
Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries 0 0 1 21 0 3 8 115
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach 2 4 18 281 3 27 63 1,116
Interest rate swaps and corporate default 0 0 0 20 0 7 14 131
Liquidity backstops and dynamic debt runs 0 0 0 1 3 8 16 50
Sovereign default and debt renegotiation 1 3 7 858 4 11 23 1,952
Sovereign risk and bank lending: Evidence from 1999 Turkish Earthquake 0 0 1 4 3 26 42 63
Sovereign risk and financial risk 0 2 4 31 2 12 40 119
The Fed takes on corporate credit risk: An analysis of the efficacy of the SMCCF 1 1 2 5 1 10 25 41
The Federal Reserve's Liquidity Backstops to the Municipal Bond Market during the COVID-19 Pandemic 0 0 0 0 1 5 6 7
The Term Structure of the Excess Bond Premium: Measures and Implications 0 5 6 16 7 21 39 86
The Twin Ds: Optimal Default and Devaluation 1 1 1 45 3 8 16 279
The Two‐Pillar Policy for the RMB 0 0 7 24 5 13 33 117
The response of sovereign bond yields to U.S. monetary policy 0 0 1 51 1 4 14 199
Transmission of Sovereign Risk to Bank Lending 0 0 0 25 2 11 14 96
U.S. Monetary Policy and International Bond Markets 0 1 3 44 4 12 30 205
Total Journal Articles 7 26 80 2,436 47 237 548 7,649
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 2 4 18 2 9 20 59
Sovereign Risk and Financial Risk 0 0 0 0 2 9 15 47
The Response of Sovereign Bond Yields to U.S. Monetary Policy 0 0 0 96 2 8 23 404
Total Chapters 0 2 4 114 6 26 58 510

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Statistics updated 2026-04-09