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 4 30 528
A Model of the Twin Ds: Optimal Default and Devaluation 0 0 0 67 1 4 9 162
A Model of the Twin Ds: Optimal Default and Devaluation 0 0 0 52 0 3 10 84
A Solution to the Default Risk-Business Cycle Disconnect 0 0 1 32 0 3 14 117
A Solution to the Disconnect between Country Risk and Business Cycle Theories 0 0 1 185 0 3 10 537
A Unified Model of Structural Adjustments and International Trade: Theory and Evidence from China 0 0 0 59 2 5 15 222
A model of the Twin Ds: optimal default and devaluation 0 0 0 78 0 8 19 228
A solution to the default risk-business cycle disconnect 0 0 0 103 0 3 8 726
Accounting for the Evolution of China’s Production and Trade Patterns 0 0 0 0 0 9 20 20
Accounting for the Evolution of China’s Production and Trade Patterns 0 0 0 14 0 7 22 67
Accounting for the evolution of China's production and trade patterns 0 0 1 11 0 3 18 44
Accounting for the evolution of China's production and trade patterns 0 0 0 0 2 5 14 16
Country Spreads and Emerging Countries: Who Drives Whom? 0 0 0 318 1 9 22 981
Country Spreads and Emerging Countries: Who Drives Whom? 0 0 2 17 3 24 101 216
Dynamic Debt Runs and the Market for Variable Rate Demand Obligations 0 0 1 11 0 1 13 135
Exchange rate policy and sovereign bond spreads in developing countries 0 0 0 64 0 3 5 209
Export Dynamics and Business Cycles in Emerging Economies 0 0 0 0 0 1 14 96
Export Dynamics in Large Devaluations 0 0 0 80 0 2 10 132
Export Dynamics in Large Devaluations 0 0 0 0 0 2 16 116
Export Dynamics in Large Devaluations 0 0 0 13 1 2 8 75
Export dynamics in large devaluations 0 0 0 57 0 2 42 194
Export dynamics in large devaluations 0 0 0 55 1 3 14 185
Factor Accumulation, Specialization, and Long Run Growth in China 0 1 2 66 1 6 14 112
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach 0 0 2 363 1 6 36 928
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach 0 0 0 178 0 3 14 671
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach 0 0 0 13 0 0 12 81
How Credible is Hong Kong's Currency Peg? 0 0 7 7 3 15 39 39
Interest Rate Swap and Corporate Default 0 0 0 0 0 1 13 1,030
Interest rate swaps and corporate default 0 0 2 32 0 6 18 105
Interest rate swaps and corporate default 0 0 0 50 0 1 13 115
Liquidity backstops and dynamic debt runs 0 0 1 11 1 2 9 60
Solving the Country Risk-Business Cycles Disconnect: Endogenous Output Collapse in a Model of Sovereign Default 0 0 0 0 0 2 9 53
Sovereign Default and Debt Renegotiation 0 0 1 231 1 6 46 603
Sovereign Risk and Bank Lending: Evidence from 1999 Turkish Earthquake 0 0 0 38 0 1 10 129
Sovereign Risk and Bank Lending: Theory and Evidence from a Natural Disaster 0 0 0 41 0 3 19 45
Sovereign Risk and Financial Risk 0 0 1 4 0 6 20 41
Sovereign Risk and Financial Risk 0 0 0 104 0 5 20 312
Sovereign Risk and Financial Risk 0 0 0 0 0 2 12 356
Sovereign Risk and Financial Risk 0 0 1 26 0 3 12 30
Sovereign Risk and Financial Risk 0 0 1 36 0 2 24 86
Sovereign Risk and Financial Risk 0 0 0 23 0 5 15 34
Sovereign risk and bank lending: evidence from 1999 Turkish earthquake 0 0 0 20 0 3 13 30
Structural adjustments and international trade: theory and evidence from China 0 0 0 29 0 1 9 74
Structural adjustments and international trade: theory and evidence from China 0 0 0 89 0 5 24 248
The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 9 0 4 20 38
The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 14 1 5 16 49
The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 42 0 6 18 168
The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 0 0 0 14 1 4 14 50
The Fed takes on corporate credit risk: an analysis of the efficacy of the SMCCF 0 0 0 25 1 8 22 81
The Twin Ds: Optimal Default and Devaluation 0 0 2 97 0 11 40 239
The Two-Pillar Policy for the RMB 0 0 2 68 0 3 20 175
US Monetary Policy and International Bond Markets 0 0 1 133 1 6 17 377
US Monetary Policy and International Bond Markets 0 0 0 36 0 3 12 108
Total Working Papers 0 1 29 3,285 23 240 1,014 11,557
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 3 19 388 5 18 89 1,274
Analyzing the Efficacy of the Fed's Secondary Market Corporate Credit Facility 0 0 0 0 1 2 18 20
Country spreads and emerging countries: Who drives whom? 0 0 6 618 3 15 56 1,782
Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries 0 0 1 21 0 2 10 117
Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries 0 0 1 5 0 4 12 28
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach 1 4 18 283 1 9 64 1,122
How Credible Is Hong Kong's Currency Peg? Insights from Financial Market Prices 0 0 2 2 1 4 9 9
Interest rate swaps and corporate default 0 0 0 20 1 3 16 134
Liquidity backstops and dynamic debt runs 0 0 0 1 0 6 19 53
Sovereign default and debt renegotiation 0 1 6 858 2 14 28 1,962
Sovereign risk and bank lending: Evidence from 1999 Turkish Earthquake 0 1 2 5 2 10 45 70
Sovereign risk and financial risk 0 0 4 31 3 7 42 124
The Fed takes on corporate credit risk: An analysis of the efficacy of the SMCCF 0 3 4 7 1 6 30 46
The Federal Reserve's Liquidity Backstops to the Municipal Bond Market during the COVID-19 Pandemic 0 0 0 0 1 3 7 9
The Term Structure of the Excess Bond Premium: Measures and Implications 0 2 8 18 2 16 45 95
The Twin Ds: Optimal Default and Devaluation 0 1 1 45 1 6 17 282
The Two‐Pillar Policy for the RMB 0 0 5 24 3 16 39 128
The response of sovereign bond yields to U.S. monetary policy 0 0 1 51 1 4 15 202
Transmission of Sovereign Risk to Bank Lending 0 0 0 25 0 2 14 96
U.S. Monetary Policy and International Bond Markets 0 1 2 45 1 13 34 214
Total Journal Articles 1 16 80 2,447 29 160 609 7,767
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 5 20 1 6 21 63
Sovereign Risk and Financial Risk 0 0 0 0 0 6 18 51
The Response of Sovereign Bond Yields to U.S. Monetary Policy 0 0 0 96 5 13 31 415
Total Chapters 1 2 5 116 6 25 70 529

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Statistics updated 2026-06-04