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 6 23 29 524
A Model of the Twin Ds: Optimal Default and Devaluation 0 0 1 67 1 5 9 158
A Model of the Twin Ds: Optimal Default and Devaluation 0 0 0 52 1 4 7 81
A Solution to the Default Risk-Business Cycle Disconnect 0 0 1 32 1 5 11 114
A Solution to the Disconnect between Country Risk and Business Cycle Theories 0 0 1 185 0 2 7 534
A Unified Model of Structural Adjustments and International Trade: Theory and Evidence from China 0 0 1 59 0 6 12 217
A model of the Twin Ds: optimal default and devaluation 0 0 0 78 0 4 12 220
A solution to the default risk-business cycle disconnect 0 0 0 103 2 3 5 723
Accounting for the Evolution of China’s Production and Trade Patterns 0 0 0 0 3 10 11 11
Accounting for the Evolution of China’s Production and Trade Patterns 0 0 0 14 2 12 18 60
Accounting for the evolution of China's production and trade patterns 0 1 2 11 6 14 19 41
Accounting for the evolution of China's production and trade patterns 0 0 0 0 6 8 11 11
Country Spreads and Emerging Countries: Who Drives Whom? 1 1 5 17 30 73 83 192
Country Spreads and Emerging Countries: Who Drives Whom? 0 0 0 318 2 11 16 972
Dynamic Debt Runs and the Market for Variable Rate Demand Obligations 0 1 1 11 0 11 12 134
Exchange rate policy and sovereign bond spreads in developing countries 0 0 1 64 0 0 4 206
Export Dynamics and Business Cycles in Emerging Economies 0 0 0 0 1 8 13 95
Export Dynamics in Large Devaluations 0 0 0 0 1 10 18 114
Export Dynamics in Large Devaluations 0 0 0 13 1 5 6 73
Export Dynamics in Large Devaluations 0 0 0 80 2 5 8 130
Export dynamics in large devaluations 0 0 0 55 2 8 11 182
Export dynamics in large devaluations 0 0 0 57 0 32 40 192
Factor Accumulation, Specialization, and Long Run Growth in China 0 0 2 65 0 5 9 106
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach 0 1 2 363 7 16 31 922
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach 0 0 0 178 0 10 11 668
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach 0 0 1 13 2 8 13 81
How Credible is Hong Kong's Currency Peg? 1 2 7 7 3 9 24 24
Interest Rate Swap and Corporate Default 0 0 0 0 1 5 14 1,029
Interest rate swaps and corporate default 0 0 2 32 1 6 13 99
Interest rate swaps and corporate default 0 0 0 50 1 6 12 114
Liquidity backstops and dynamic debt runs 0 0 1 11 3 5 7 58
Solving the Country Risk-Business Cycles Disconnect: Endogenous Output Collapse in a Model of Sovereign Default 0 0 0 0 1 6 8 51
Sovereign Default and Debt Renegotiation 0 0 1 231 17 37 40 597
Sovereign Risk and Bank Lending: Evidence from 1999 Turkish Earthquake 0 0 0 38 2 6 9 128
Sovereign Risk and Bank Lending: Theory and Evidence from a Natural Disaster 0 0 0 41 2 7 19 42
Sovereign Risk and Financial Risk 0 0 1 36 3 15 24 84
Sovereign Risk and Financial Risk 0 0 0 104 5 11 17 307
Sovereign Risk and Financial Risk 0 0 0 0 3 6 10 354
Sovereign Risk and Financial Risk 0 0 1 26 1 6 9 27
Sovereign Risk and Financial Risk 0 0 0 23 1 7 10 29
Sovereign Risk and Financial Risk 0 0 1 4 1 5 15 35
Sovereign risk and bank lending: evidence from 1999 Turkish earthquake 0 0 0 20 2 9 11 27
Structural adjustments and international trade: theory and evidence from China 0 0 0 89 0 9 23 243
Structural adjustments and international trade: theory and evidence from China 0 0 0 29 1 5 8 73
The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 9 0 11 16 34
The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 14 2 4 11 44
The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 42 0 7 12 162
The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 14 0 6 10 46
The Fed takes on corporate credit risk: an analysis of the efficacy of the SMCCF 0 0 0 25 5 10 15 73
The Twin Ds: Optimal Default and Devaluation 1 2 2 97 7 21 29 228
The Two-Pillar Policy for the RMB 0 1 2 68 4 13 19 172
US Monetary Policy and International Bond Markets 0 0 1 133 0 6 11 371
US Monetary Policy and International Bond Markets 0 0 0 36 1 4 10 105
Total Working Papers 3 9 40 3,284 143 540 832 11,317
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 5 20 385 11 30 89 1,256
Analyzing the Efficacy of the Fed's Secondary Market Corporate Credit Facility 0 0 0 0 4 11 16 18
Country spreads and emerging countries: Who drives whom? 1 1 9 618 7 15 53 1,767
Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries 1 1 1 5 2 5 8 24
Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries 0 0 1 21 0 5 9 115
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach 1 3 16 279 9 29 61 1,113
Interest rate swaps and corporate default 0 0 1 20 3 7 15 131
Liquidity backstops and dynamic debt runs 0 0 0 1 1 6 13 47
Sovereign default and debt renegotiation 1 2 6 857 2 7 20 1,948
Sovereign risk and bank lending: Evidence from 1999 Turkish Earthquake 0 0 1 4 6 26 41 60
Sovereign risk and financial risk 1 2 4 31 1 24 39 117
The Fed takes on corporate credit risk: An analysis of the efficacy of the SMCCF 0 0 1 4 3 11 24 40
The Federal Reserve's Liquidity Backstops to the Municipal Bond Market during the COVID-19 Pandemic 0 0 0 0 2 4 5 6
The Term Structure of the Excess Bond Premium: Measures and Implications 5 5 6 16 11 19 32 79
The Twin Ds: Optimal Default and Devaluation 0 0 0 44 2 7 13 276
The Two‐Pillar Policy for the RMB 0 0 7 24 1 11 28 112
The response of sovereign bond yields to U.S. monetary policy 0 0 1 51 1 4 13 198
Transmission of Sovereign Risk to Bank Lending 0 0 0 25 4 12 13 94
U.S. Monetary Policy and International Bond Markets 0 1 3 44 2 10 27 201
Total Journal Articles 11 20 77 2,429 72 243 519 7,602
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 1 2 4 18 2 9 18 57
Sovereign Risk and Financial Risk 0 0 0 0 2 9 13 45
The Response of Sovereign Bond Yields to U.S. Monetary Policy 0 0 0 96 2 8 21 402
Total Chapters 1 2 4 114 6 26 52 504

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Statistics updated 2026-03-04