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 2 2 7 500
A Model of the Twin Ds: Optimal Default and Devaluation 0 0 1 67 0 0 7 153
A Model of the Twin Ds: Optimal Default and Devaluation 0 0 1 52 0 0 4 74
A Solution to the Default Risk-Business Cycle Disconnect 0 0 0 31 0 2 3 106
A Solution to the Disconnect between Country Risk and Business Cycle Theories 0 0 0 184 1 2 3 530
A Unified Model of Structural Adjustments and International Trade: Theory and Evidence from China 0 0 2 59 2 2 9 211
A model of the Twin Ds: optimal default and devaluation 0 0 0 78 2 2 5 212
A solution to the default risk-business cycle disconnect 0 0 0 103 1 2 3 720
Accounting for the Evolution of China’s Production and Trade Patterns 0 0 0 0 1 1 1 1
Accounting for the Evolution of China’s Production and Trade Patterns 0 0 1 14 0 1 12 47
Accounting for the evolution of China's production and trade patterns 0 0 0 0 0 0 3 3
Accounting for the evolution of China's production and trade patterns 0 0 3 10 0 0 11 27
Country Spreads and Emerging Countries: Who Drives Whom? 0 0 0 318 0 2 6 961
Country spreads and emerging countries 0 0 5 16 0 1 13 118
Dynamic Debt Runs and the Market for Variable Rate Demand Obligations 0 0 0 10 1 1 3 123
Exchange rate policy and sovereign bond spreads in developing countries 0 0 2 64 0 0 4 204
Export Dynamics and Business Cycles in Emerging Economies 0 0 0 0 2 3 5 86
Export Dynamics in Large Devaluations 0 0 0 80 1 2 2 124
Export Dynamics in Large Devaluations 0 0 0 0 0 1 8 102
Export Dynamics in Large Devaluations 0 0 0 13 0 0 0 67
Export dynamics in large devaluations 0 0 0 55 0 0 1 172
Export dynamics in large devaluations 0 0 0 57 1 5 6 158
Factor Accumulation, Specialization, and Long Run Growth in China 1 1 3 65 2 2 6 100
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 1 362 7 8 12 902
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach 0 0 1 13 3 3 7 73
How Credible is Hong Kong's Currency Peg? 4 4 4 4 5 5 5 5
Interest Rate Swap and Corporate Default 0 0 0 0 0 1 6 1,019
Interest rate swaps and corporate default 0 1 2 32 3 5 12 93
Interest rate swaps and corporate default 0 0 0 50 2 4 4 106
Liquidity backstops and dynamic debt runs 0 0 1 11 1 1 3 53
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 0 0 1 231 2 2 6 560
Sovereign Risk and Bank Lending: Evidence from 1999 Turkish Earthquake 0 0 0 38 0 1 2 121
Sovereign Risk and Bank Lending: Theory and Evidence from a Natural Disaster 0 0 0 41 2 6 13 34
Sovereign Risk and Financial Risk 0 0 0 0 1 2 5 346
Sovereign Risk and Financial Risk 0 0 0 104 0 2 6 295
Sovereign Risk and Financial Risk 0 1 1 26 1 3 4 21
Sovereign Risk and Financial Risk 1 1 2 4 2 3 7 24
Sovereign Risk and Financial Risk 1 1 1 36 4 4 8 67
Sovereign Risk and Financial Risk 0 0 0 23 1 1 3 20
Sovereign risk and bank lending: evidence from 1999 Turkish earthquake 0 0 0 20 1 1 3 18
Structural adjustments and international trade: theory and evidence from China 0 0 1 89 3 5 19 233
Structural adjustments and international trade: theory and evidence from China 0 0 0 29 1 1 3 67
The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 14 1 3 3 36
The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 1 9 0 0 1 18
The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 1 42 3 3 8 153
The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 14 0 1 3 39
The Fed takes on corporate credit risk: an analysis of the efficacy of the SMCCF 0 0 0 25 1 2 5 61
The Twin Ds: Optimal Default and Devaluation 0 0 1 95 1 2 7 204
The Two-Pillar Policy for the RMB 0 1 1 67 1 3 8 159
US Monetary Policy and International Bond Markets 0 0 3 133 2 2 6 363
US Monetary Policy and International Bond Markets 0 0 0 36 1 1 3 97
Total Working Papers 7 10 43 3,272 65 106 296 10,687
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 6 24 380 11 21 80 1,218
Analyzing the Efficacy of the Fed's Secondary Market Corporate Credit Facility 0 0 0 0 1 4 7 7
Country spreads and emerging countries: Who drives whom? 1 2 9 617 5 13 54 1,747
Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries 0 0 0 4 1 1 2 17
Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries 0 1 1 21 1 2 5 109
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach 7 8 13 274 14 17 33 1,078
Interest rate swaps and corporate default 0 0 3 20 1 1 9 121
Liquidity backstops and dynamic debt runs 0 0 0 1 2 2 8 39
Sovereign default and debt renegotiation 0 2 11 855 1 5 23 1,941
Sovereign risk and bank lending: Evidence from 1999 Turkish Earthquake 0 0 2 4 2 4 20 32
Sovereign risk and financial risk 1 2 6 29 3 8 22 91
The Fed takes on corporate credit risk: An analysis of the efficacy of the SMCCF 1 1 3 4 2 5 15 25
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 0 0 7 10 1 1 24 57
The Twin Ds: Optimal Default and Devaluation 0 0 1 44 0 1 11 268
The Two‐Pillar Policy for the RMB 1 4 7 24 2 9 23 99
The response of sovereign bond yields to U.S. monetary policy 1 1 2 51 4 6 12 193
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 4 43 2 7 22 189
Total Journal Articles 16 27 93 2,406 53 107 373 7,315
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 4 16 0 1 11 46
Sovereign Risk and Financial Risk 0 0 0 0 1 2 4 35
The Response of Sovereign Bond Yields to U.S. Monetary Policy 0 0 0 96 2 5 15 392
Total Chapters 0 0 4 112 3 8 30 473

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Statistics updated 2025-11-08