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 0 2 31 529
A Model of the Twin Ds: Optimal Default and Devaluation 0 0 0 52 0 0 10 84
A Model of the Twin Ds: Optimal Default and Devaluation 0 0 0 67 1 3 11 164
A Solution to the Default Risk-Business Cycle Disconnect 0 0 1 32 0 0 13 117
A Solution to the Disconnect between Country Risk and Business Cycle Theories 0 0 1 185 1 2 11 539
A Unified Model of Structural Adjustments and International Trade: Theory and Evidence from China 0 0 0 59 0 2 13 222
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 2 10 728
Accounting for the Evolution of China’s Production and Trade Patterns 0 0 0 0 0 0 20 20
Accounting for the Evolution of China’s Production and Trade Patterns 0 0 0 14 0 1 22 68
Accounting for the evolution of China's production and trade patterns 0 0 1 11 0 0 17 44
Accounting for the evolution of China's production and trade patterns 0 0 0 0 0 2 13 16
Country Spreads and Emerging Countries: Who Drives Whom? 0 0 0 318 0 2 23 982
Country Spreads and Emerging Countries: Who Drives Whom? 0 1 2 18 2 7 103 220
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 1 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 0 0 0 15 116
Export Dynamics in Large Devaluations 0 0 0 80 0 0 10 132
Export Dynamics in Large Devaluations 0 0 0 13 0 1 8 75
Export dynamics in large devaluations 0 0 0 57 0 0 41 194
Export dynamics in large devaluations 0 0 0 55 2 4 16 188
Factor Accumulation, Specialization, and Long Run Growth in China 0 0 2 66 1 2 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 0 1 34 928
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach 1 1 1 14 1 1 12 82
How Credible is Hong Kong's Currency Peg? 0 0 7 7 2 5 41 41
Interest Rate Swap and Corporate Default 0 0 0 0 0 6 18 1,036
Interest rate swaps and corporate default 0 0 1 32 1 1 18 106
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 1 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 2 46 604
Sovereign Risk and Bank Lending: Evidence from 1999 Turkish Earthquake 0 0 0 38 0 2 11 131
Sovereign Risk and Bank Lending: Theory and Evidence from a Natural Disaster 1 1 1 42 1 1 18 46
Sovereign Risk and Financial Risk 0 0 1 26 0 0 12 30
Sovereign Risk and Financial Risk 0 0 0 104 0 0 19 312
Sovereign Risk and Financial Risk 1 1 2 5 1 1 21 42
Sovereign Risk and Financial Risk 0 0 0 23 0 0 15 34
Sovereign Risk and Financial Risk 0 0 0 0 1 1 13 357
Sovereign Risk and Financial Risk 0 0 1 36 0 0 23 86
Sovereign risk and bank lending: evidence from 1999 Turkish earthquake 0 0 0 20 0 0 13 30
Structural adjustments and international trade: theory and evidence from China 0 0 0 29 1 1 9 75
Structural adjustments and international trade: theory and evidence from China 0 0 0 89 1 3 23 251
The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 9 1 1 21 39
The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 14 0 1 16 49
The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 42 0 1 19 169
The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 14 1 2 13 51
The Fed takes on corporate credit risk: an analysis of the efficacy of the SMCCF 1 1 1 26 2 3 24 83
The Twin Ds: Optimal Default and Devaluation 0 0 2 97 0 3 40 242
The Two-Pillar Policy for the RMB 0 0 2 68 0 0 19 175
US Monetary Policy and International Bond Markets 0 0 0 133 0 2 17 378
US Monetary Policy and International Bond Markets 0 0 0 36 1 1 13 109
Total Working Papers 4 5 28 3,290 23 73 1,026 11,607
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 5 12 84 1,281
Analyzing the Efficacy of the Fed's Secondary Market Corporate Credit Facility 1 1 1 1 2 3 19 22
Country spreads and emerging countries: Who drives whom? 2 5 8 623 3 11 56 1,790
Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries 0 0 1 21 1 1 11 118
Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries 0 0 1 5 0 1 13 29
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach 0 1 17 283 1 7 67 1,128
How Credible Is Hong Kong's Currency Peg? Insights from Financial Market Prices 0 0 2 2 2 3 11 11
Interest rate swaps and corporate default 1 1 1 21 1 2 15 135
Liquidity backstops and dynamic debt runs 0 0 0 1 1 1 17 54
Sovereign default and debt renegotiation 0 1 6 859 1 7 31 1,967
Sovereign risk and bank lending: Evidence from 1999 Turkish Earthquake 0 0 1 5 1 4 44 72
Sovereign risk and financial risk 0 0 4 31 2 5 43 126
The Fed takes on corporate credit risk: An analysis of the efficacy of the SMCCF 0 0 4 7 1 4 29 49
The Federal Reserve's Liquidity Backstops to the Municipal Bond Market during the COVID-19 Pandemic 0 0 0 0 0 1 7 9
The Term Structure of the Excess Bond Premium: Measures and Implications 0 0 8 18 0 4 41 97
The Twin Ds: Optimal Default and Devaluation 0 1 2 46 1 4 18 285
The Two‐Pillar Policy for the RMB 0 0 4 24 2 6 41 131
The response of sovereign bond yields to U.S. monetary policy 0 0 1 51 0 1 15 202
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 2 4 35 217
Total Journal Articles 4 10 77 2,456 26 82 612 7,820
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 1 4 20 0 1 18 63
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 7 30 417
Total Chapters 0 1 4 116 0 8 66 531

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Statistics updated 2026-08-07