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Details about Vivian Zhanwei Yue

Workplace:Department of Economics, Emory University, (more information at EDIRC)

Access statistics for papers by Vivian Zhanwei Yue.

Last updated 2019-01-27. Update your information in the RePEc Author Service.

Short-id: pyu120


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Working Papers

2019

  1. The Two-Pillar Policy for the RMB
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads
  2. US Monetary Policy and International Bond Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) (2018) Downloads View citations (1)

2017

  1. Structural Adjustments and International Trade: Theory and Evidence from China
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2017) Downloads

2015

  1. A Model of the Twin Ds: Optimal Default and Devaluation
    2015 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta (2015) Downloads View citations (1)
    Emory Economics, Department of Economics, Emory University (Atlanta) (2014) Downloads View citations (18)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (1)
  2. Factor Accumulation, Specialization, and Long Run Growth in China
    2015 Meeting Papers, Society for Economic Dynamics Downloads
  3. Liquidity backstops and dynamic debt runs
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads

2014

  1. Export Dynamics in Large Devaluations
    Emory Economics, Department of Economics, Emory University (Atlanta) Downloads View citations (3)
    Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (2)
    Working Papers, Hong Kong Institute for Monetary Research (2013) Downloads View citations (13)
    Working Papers, Federal Reserve Bank of Philadelphia (2013) Downloads View citations (6)
    2010 Meeting Papers, Society for Economic Dynamics (2010)
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2013) Downloads View citations (6)
  2. Interest Rate Swaps and Corporate Default
    Emory Economics, Department of Economics, Emory University (Atlanta) Downloads
    Also in 2006 Meeting Papers, Society for Economic Dynamics (2006)
    Working Paper Series, European Central Bank (2013) Downloads
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2013) Downloads

    See also Journal Article in Journal of Economic Dynamics and Control (2018)
  3. The Twin Ds: Optimal Default and Devaluation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)
    See also Journal Article in American Economic Review (2018)

2013

  1. A Unified Model of Structural Adjustments and International Trade: Theory and Evidence from China
    2013 Meeting Papers, Society for Economic Dynamics Downloads View citations (2)
  2. Dynamic Debt Runs and the Market for Variable Rate Demand Obligations
    2013 Meeting Papers, Society for Economic Dynamics Downloads
  3. Sovereign Risk and Financial Risk
    2013 Meeting Papers, Society for Economic Dynamics View citations (1)
    Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads

2012

  1. Exchange rate policy and sovereign bond spreads in developing countries
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)
    See also Journal Article in Journal of Money, Credit and Banking (2013)

2011

  1. A General Equilibrium Model of Sovereign Default and Business Cycles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)
    See also Journal Article in The Quarterly Journal of Economics (2012)
  2. Export Dynamics and Business Cycles in Emerging Economies
    2011 Meeting Papers, Society for Economic Dynamics

2009

  1. A Solution to the Default Risk-Business Cycle Disconnect
    2009 Meeting Papers, Society for Economic Dynamics Downloads
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2008) Downloads View citations (39)

2008

  1. A Solution to the Disconnect between Country Risk and Business Cycle Theories
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)

2007

  1. Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2007) Downloads View citations (2)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2007) Downloads View citations (5)

    See also Journal Article in Journal of Econometrics (2008)
  2. Solving the Country Risk-Business Cycles Disconnect: Endogenous Output Collapse in a Model of Sovereign Default
    2007 Meeting Papers, Society for Economic Dynamics

2005

  1. Sovereign Default and Debt Renegotiation
    2005 Meeting Papers, Society for Economic Dynamics Downloads View citations (19)
    See also Journal Article in Journal of International Economics (2010)

2003

  1. Country Spreads and Emerging Countries: Who Drives Whom?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (36)
    See also Journal Article in Journal of International Economics (2006)
  2. Country spreads and emerging countries
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (6)

Journal Articles

2018

  1. Interest rate swaps and corporate default
    Journal of Economic Dynamics and Control, 2018, 88, (C), 104-120 Downloads
    See also Working Paper (2014)
  2. The Twin Ds: Optimal Default and Devaluation
    American Economic Review, 2018, 108, (7), 1773-1819 Downloads View citations (3)
    See also Working Paper (2014)

2016

  1. The response of sovereign bond yields to U.S. monetary policy
    Journal Economía Chilena (The Chilean Economy), 2016, 19, (2), 102-106 Downloads View citations (3)
    See also Chapter (2016)

2013

  1. Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries
    Journal of Money, Credit and Banking, 2013, 45, (7), 1275-1300 Downloads View citations (5)
    See also Working Paper (2012)

2012

  1. A General Equilibrium Model of Sovereign Default and Business Cycles
    The Quarterly Journal of Economics, 2012, 127, (2), 889-946 Downloads View citations (173)
    See also Working Paper (2011)

2010

  1. Sovereign default and debt renegotiation
    Journal of International Economics, 2010, 80, (2), 176-187 Downloads View citations (183)
    See also Working Paper (2005)

2008

  1. Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach
    Journal of Econometrics, 2008, 146, (2), 351-363 Downloads View citations (87)
    See also Working Paper (2007)

2006

  1. Country spreads and emerging countries: Who drives whom?
    Journal of International Economics, 2006, 69, (1), 6-36 Downloads View citations (393)
    Also in Proceedings, 2004, (Jun) (2004) Downloads View citations (8)

    See also Working Paper (2003)

Chapters

2016

  1. The Response of Sovereign Bond Yields to U.S. Monetary Policy
    Chapter 08 in Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World, 2016, vol. 24, pp 257-283 Downloads View citations (3)
    See also Journal Article in Journal Economía Chilena (The Chilean Economy) (2016)
 
Page updated 2019-10-18