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 2 264 0 0 4 479
A Model of the Twin Ds: Optimal Default and Devaluation 0 1 2 66 1 3 17 116
A Model of the Twin Ds: Optimal Default and Devaluation 1 3 3 51 1 5 13 56
A Solution to the Default Risk-Business Cycle Disconnect 0 0 1 29 0 0 5 96
A Solution to the Disconnect between Country Risk and Business Cycle Theories 0 0 1 182 0 0 3 518
A Unified Model of Structural Adjustments and International Trade: Theory and Evidence from China 0 1 4 57 0 1 9 192
A model of the Twin Ds: optimal default and devaluation 1 2 3 77 1 2 7 193
A solution to the default risk-business cycle disconnect 0 0 0 103 0 0 3 714
Country Spreads and Emerging Countries: Who Drives Whom? 0 1 1 315 0 2 6 946
Country spreads and emerging countries 1 1 2 7 1 1 18 84
Dynamic Debt Runs and the Market for Variable Rate Demand Obligations 0 0 0 8 0 0 1 110
Exchange rate policy and sovereign bond spreads in developing countries 0 0 0 61 0 0 1 193
Export Dynamics and Business Cycles in Emerging Economies 0 0 0 0 0 1 2 78
Export Dynamics in Large Devaluations 0 0 0 79 0 1 7 120
Export Dynamics in Large Devaluations 0 0 0 0 0 0 1 89
Export Dynamics in Large Devaluations 0 0 0 13 0 0 1 66
Export dynamics in large devaluations 0 1 3 51 1 3 9 161
Export dynamics in large devaluations 0 0 0 57 0 0 4 149
Factor Accumulation, Specialization, and Long Run Growth in China 0 0 1 58 0 0 4 90
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach 0 1 1 176 0 1 3 645
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach 0 0 0 356 0 1 4 882
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach 0 0 0 12 1 2 6 63
Interest Rate Swap and Corporate Default 0 0 0 0 0 0 2 1,005
Interest rate swaps and corporate default 0 0 0 28 0 0 3 77
Interest rate swaps and corporate default 0 0 1 50 0 0 3 100
Liquidity backstops and dynamic debt runs 0 0 0 8 0 0 6 47
Solving the Country Risk-Business Cycles Disconnect: Endogenous Output Collapse in a Model of Sovereign Default 0 0 0 0 1 1 2 40
Sovereign Default and Debt Renegotiation 0 0 0 225 1 4 7 534
Sovereign Risk and Financial Risk 0 0 0 0 0 0 12 329
Sovereign Risk and Financial Risk 0 0 17 103 0 3 54 280
Sovereign Risk and Financial Risk 0 1 30 30 2 6 46 46
Structural adjustments and international trade: theory and evidence from China 0 0 0 29 0 0 4 58
Structural adjustments and international trade: theory and evidence from China 0 0 3 85 0 1 10 191
The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 2 12 2 3 8 29
The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 1 2 8 34 6 12 34 119
The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 12 1 3 6 30
The Federal Reserve's Liquidity Backstops to the Municipal Bond Market during the COVID-19 Pandemic 0 0 1 43 0 1 14 52
The Twin Ds: Optimal Default and Devaluation 1 2 5 89 2 8 19 166
The Two-Pillar Policy for the RMB 0 0 0 55 0 5 15 105
US Monetary Policy and International Bond Markets 0 0 2 128 1 1 17 338
US Monetary Policy and International Bond Markets 0 0 4 34 2 4 17 76
Total Working Papers 5 16 97 2,987 24 75 407 9,662

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 3 6 17 334 8 25 79 1,008
Country spreads and emerging countries: Who drives whom? 1 6 12 579 4 20 72 1,589
Country spreads and emerging countries: who drives whom? 0 0 5 227 2 3 27 841
Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries 0 0 1 19 0 0 3 102
Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries 0 0 1 1 0 1 5 11
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach 1 2 11 252 6 14 55 992
Interest rate swaps and corporate default 0 0 0 14 0 1 4 101
Liquidity backstops and dynamic debt runs 0 0 0 0 0 1 9 20
Sovereign default and debt renegotiation 2 5 25 805 6 11 59 1,819
The Twin Ds: Optimal Default and Devaluation 1 2 6 37 3 8 26 229
The response of sovereign bond yields to U.S. monetary policy 0 1 4 45 0 1 10 168
U.S. Monetary Policy and International Bond Markets 0 0 9 34 3 7 35 129
Total Journal Articles 8 22 91 2,347 32 92 384 7,009

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Sovereign Risk and Financial Risk 0 0 0 0 0 1 21 27
The Response of Sovereign Bond Yields to U.S. Monetary Policy 1 2 9 76 4 14 47 316
Total Chapters 1 2 9 76 4 15 68 343

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Statistics updated 2022-09-05