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 0 270 1 2 32 530
A Model of the Twin Ds: Optimal Default and Devaluation 0 0 0 67 1 3 12 165
A Model of the Twin Ds: Optimal Default and Devaluation 0 0 0 52 0 0 10 84
A Solution to the Default Risk-Business Cycle Disconnect 0 0 1 32 1 1 13 118
A Solution to the Disconnect between Country Risk and Business Cycle Theories 0 0 1 185 0 2 11 539
A Theory of International Official Lending 0 0 0 0 0 0 0 0
A Unified Model of Structural Adjustments and International Trade: Theory and Evidence from China 0 0 0 59 2 2 15 224
A model of the Twin Ds: optimal default and devaluation 0 0 0 78 0 0 18 228
A solution to the default risk-business cycle disconnect 0 0 0 103 1 3 10 729
Accounting for the Evolution of China’s Production and Trade Patterns 0 0 0 0 1 1 21 21
Accounting for the Evolution of China’s Production and Trade Patterns 0 0 0 14 3 4 24 71
Accounting for the evolution of China's production and trade patterns 0 0 1 11 1 1 18 45
Accounting for the evolution of China's production and trade patterns 0 0 0 0 1 1 14 17
Country Spreads and Emerging Countries: Who Drives Whom? 0 0 0 318 0 1 22 982
Country Spreads and Emerging Countries: Who Drives Whom? 0 1 2 18 0 4 102 220
Dynamic Debt Runs and the Market for Variable Rate Demand Obligations 0 0 1 11 0 0 13 135
Exchange rate policy and sovereign bond spreads in developing countries 0 0 0 64 0 1 6 210
Export Dynamics and Business Cycles in Emerging Economies 0 0 0 0 0 0 13 96
Export Dynamics in Large Devaluations 0 0 0 80 0 0 10 132
Export Dynamics in Large Devaluations 0 0 0 0 0 0 15 116
Export Dynamics in Large Devaluations 0 0 0 13 1 1 9 76
Export dynamics in large devaluations 0 0 0 55 1 4 17 189
Export dynamics in large devaluations 0 0 0 57 0 0 40 194
Factor Accumulation, Specialization, and Long Run Growth in China 0 0 2 66 0 1 15 113
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach 0 0 0 178 0 1 15 672
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach 0 0 1 363 2 2 36 930
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach 0 1 1 14 1 2 13 83
How Credible is Hong Kong's Currency Peg? 0 0 7 7 0 2 41 41
Interest Rate Swap and Corporate Default 0 0 0 0 1 7 19 1,037
Interest rate swaps and corporate default 0 0 0 32 1 2 17 107
Interest rate swaps and corporate default 0 0 0 50 0 1 14 116
Liquidity backstops and dynamic debt runs 0 0 0 11 0 0 8 60
Solving the Country Risk-Business Cycles Disconnect: Endogenous Output Collapse in a Model of Sovereign Default 0 0 0 0 0 0 9 53
Sovereign Default and Debt Renegotiation 0 0 0 231 0 1 46 604
Sovereign Risk and Bank Lending: Evidence from 1999 Turkish Earthquake 0 0 0 38 0 2 10 131
Sovereign Risk and Bank Lending: Theory and Evidence from a Natural Disaster 0 1 1 42 2 3 18 48
Sovereign Risk and Financial Risk 0 0 0 26 1 1 11 31
Sovereign Risk and Financial Risk 0 0 1 36 0 0 23 86
Sovereign Risk and Financial Risk 0 0 0 104 0 0 18 312
Sovereign Risk and Financial Risk 0 0 0 23 2 2 17 36
Sovereign Risk and Financial Risk 0 0 0 0 0 1 13 357
Sovereign Risk and Financial Risk 0 1 2 5 1 2 21 43
Sovereign risk and bank lending: evidence from 1999 Turkish earthquake 0 0 0 20 1 1 14 31
Structural adjustments and international trade: theory and evidence from China 0 0 0 29 2 3 11 77
Structural adjustments and international trade: theory and evidence from China 0 0 0 89 1 4 23 252
The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 9 1 2 22 40
The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 14 2 2 17 51
The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 14 1 2 13 52
The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 42 2 3 21 171
The Fed takes on corporate credit risk: an analysis of the efficacy of the SMCCF 0 1 1 26 1 3 24 84
The Twin Ds: Optimal Default and Devaluation 0 0 2 97 0 3 39 242
The Two-Pillar Policy for the RMB 1 1 2 69 4 4 22 179
US Monetary Policy and International Bond Markets 0 0 0 133 1 2 18 379
US Monetary Policy and International Bond Markets 0 0 0 36 2 3 15 111
Total Working Papers 1 6 26 3,291 43 93 1,048 11,650
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 0 14 388 4 11 85 1,285
Analyzing the Efficacy of the Fed's Secondary Market Corporate Credit Facility 0 1 1 1 2 4 20 24
Country spreads and emerging countries: Who drives whom? 1 6 9 624 6 14 56 1,796
Country spreads and emerging countries: who drives whom? 0 0 0 230 1 2 22 896
Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries 0 0 1 5 2 3 15 31
Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries 0 0 1 21 0 1 11 118
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach 1 1 18 284 7 13 72 1,135
How Credible Is Hong Kong's Currency Peg? Insights from Financial Market Prices 0 0 2 2 0 2 11 11
Interest rate swaps and corporate default 0 1 1 21 0 1 15 135
Liquidity backstops and dynamic debt runs 0 0 0 1 1 2 18 55
Sovereign default and debt renegotiation 0 1 5 859 1 6 31 1,968
Sovereign risk and bank lending: Evidence from 1999 Turkish Earthquake 0 0 1 5 1 3 45 73
Sovereign risk and financial risk 0 0 4 31 0 2 41 126
The Fed takes on corporate credit risk: An analysis of the efficacy of the SMCCF 0 0 4 7 1 4 29 50
The Federal Reserve's Liquidity Backstops to the Municipal Bond Market during the COVID-19 Pandemic 0 0 0 0 1 1 8 10
The Term Structure of the Excess Bond Premium: Measures and Implications 0 0 8 18 3 5 44 100
The Twin Ds: Optimal Default and Devaluation 0 1 2 46 2 5 20 287
The Two‐Pillar Policy for the RMB 0 0 3 24 0 3 39 131
The response of sovereign bond yields to U.S. monetary policy 0 0 1 51 0 0 14 202
Transmission of Sovereign Risk to Bank Lending 0 0 0 25 0 1 15 97
U.S. Monetary Policy and International Bond Markets 0 0 2 45 0 3 34 217
Total Journal Articles 2 11 77 2,688 32 86 645 8,747

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Interest rate swaps 1 1 5 21 2 2 19 65
Sovereign Risk and Financial Risk 0 0 0 0 0 0 18 51
The Response of Sovereign Bond Yields to U.S. Monetary Policy 0 0 0 96 0 2 28 417
Total Chapters 1 1 5 117 2 4 65 533

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Statistics updated 2026-09-10