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 1 3 7 501
A Model of the Twin Ds: Optimal Default and Devaluation 0 0 1 67 0 0 6 153
A Model of the Twin Ds: Optimal Default and Devaluation 0 0 1 52 3 3 6 77
A Solution to the Default Risk-Business Cycle Disconnect 1 1 1 32 3 4 6 109
A Solution to the Disconnect between Country Risk and Business Cycle Theories 1 1 1 185 2 4 5 532
A Unified Model of Structural Adjustments and International Trade: Theory and Evidence from China 0 0 2 59 0 2 9 211
A model of the Twin Ds: optimal default and devaluation 0 0 0 78 4 6 9 216
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 0 1 1 1
Accounting for the Evolution of China’s Production and Trade Patterns 0 0 0 14 1 1 12 48
Accounting for the evolution of China's production and trade patterns 0 0 2 10 0 0 8 27
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 0 318 0 1 6 961
Country spreads and emerging countries 0 0 4 16 1 1 12 119
Dynamic Debt Runs and the Market for Variable Rate Demand Obligations 0 0 0 10 0 1 2 123
Exchange rate policy and sovereign bond spreads in developing countries 0 0 2 64 2 2 6 206
Export Dynamics and Business Cycles in Emerging Economies 0 0 0 0 1 4 6 87
Export Dynamics in Large Devaluations 0 0 0 80 1 3 3 125
Export Dynamics in Large Devaluations 0 0 0 0 2 3 10 104
Export Dynamics in Large Devaluations 0 0 0 13 1 1 1 68
Export dynamics in large devaluations 0 0 0 57 2 6 8 160
Export dynamics in large devaluations 0 0 0 55 2 2 3 174
Factor Accumulation, Specialization, and Long Run Growth in China 0 1 2 65 1 3 6 101
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach 0 0 1 362 4 12 16 906
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach 0 0 0 178 1 1 2 658
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach 0 0 1 13 0 3 7 73
How Credible is Hong Kong's Currency Peg? 1 5 5 5 10 15 15 15
Interest Rate Swap and Corporate Default 0 0 0 0 5 6 10 1,024
Interest rate swaps and corporate default 0 0 0 50 2 6 6 108
Interest rate swaps and corporate default 0 0 2 32 0 3 11 93
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 1 1 2 45
Sovereign Default and Debt Renegotiation 0 0 1 231 0 2 6 560
Sovereign Risk and Bank Lending: Evidence from 1999 Turkish Earthquake 0 0 0 38 1 1 3 122
Sovereign Risk and Bank Lending: Theory and Evidence from a Natural Disaster 0 0 0 41 1 5 14 35
Sovereign Risk and Financial Risk 0 0 0 23 2 3 5 22
Sovereign Risk and Financial Risk 0 1 1 36 2 6 10 69
Sovereign Risk and Financial Risk 0 1 2 4 6 8 13 30
Sovereign Risk and Financial Risk 0 0 0 0 2 4 6 348
Sovereign Risk and Financial Risk 0 0 1 26 0 1 4 21
Sovereign Risk and Financial Risk 0 0 0 104 1 2 7 296
Sovereign risk and bank lending: evidence from 1999 Turkish earthquake 0 0 0 20 0 1 3 18
Structural adjustments and international trade: theory and evidence from China 0 0 1 89 1 5 18 234
Structural adjustments and international trade: theory and evidence from China 0 0 0 29 1 2 3 68
The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 1 9 5 5 6 23
The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 14 4 6 7 40
The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 14 1 1 4 40
The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 1 42 2 5 10 155
The Fed takes on corporate credit risk: an analysis of the efficacy of the SMCCF 0 0 0 25 2 3 7 63
The Twin Ds: Optimal Default and Devaluation 0 0 0 95 3 4 9 207
The Two-Pillar Policy for the RMB 0 0 1 67 0 2 8 159
US Monetary Policy and International Bond Markets 0 0 0 36 4 5 7 101
US Monetary Policy and International Bond Markets 0 0 3 133 2 4 8 365
Total Working Papers 3 10 41 3,275 90 175 367 10,777
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 6 18 380 8 26 73 1,226
Analyzing the Efficacy of the Fed's Secondary Market Corporate Credit Facility 0 0 0 0 0 3 6 7
Country spreads and emerging countries: Who drives whom? 0 2 9 617 5 12 53 1,752
Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries 0 1 1 21 1 3 6 110
Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries 0 0 0 4 2 3 4 19
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach 2 10 14 276 6 21 36 1,084
Interest rate swaps and corporate default 0 0 3 20 3 4 10 124
Liquidity backstops and dynamic debt runs 0 0 0 1 2 4 10 41
Sovereign default and debt renegotiation 0 1 8 855 0 4 18 1,941
Sovereign risk and bank lending: Evidence from 1999 Turkish Earthquake 0 0 2 4 2 6 21 34
Sovereign risk and financial risk 0 2 6 29 2 8 24 93
The Fed takes on corporate credit risk: An analysis of the efficacy of the SMCCF 0 1 3 4 4 8 19 29
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 1 1 7 11 3 4 25 60
The Twin Ds: Optimal Default and Devaluation 0 0 1 44 1 2 9 269
The Two‐Pillar Policy for the RMB 0 3 7 24 2 9 25 101
The response of sovereign bond yields to U.S. monetary policy 0 1 2 51 1 6 13 194
Transmission of Sovereign Risk to Bank Lending 0 0 0 25 0 0 1 82
U.S. Monetary Policy and International Bond Markets 0 0 3 43 2 8 22 191
Total Journal Articles 3 28 84 2,409 44 131 377 7,359
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 2 11 48
Sovereign Risk and Financial Risk 0 0 0 0 1 3 5 36
The Response of Sovereign Bond Yields to U.S. Monetary Policy 0 0 0 96 2 5 17 394
Total Chapters 0 0 2 112 5 10 33 478

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Statistics updated 2025-12-06