Details about Vivian Zhanwei Yue

Access statistics for papers by Vivian Zhanwei Yue.

Last updated 2024-11-07. Update your information in the RePEc Author Service.

Short-id: pyu120

Working Papers

2024

1. Accounting for the Evolution of China’s Production and Trade Patterns
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
2. Accounting for the Evolution of China’s Production and Trade Patterns
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in CEP Discussion Papers, Centre for Economic Performance, LSE (2024)
3. The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF
   Working Papers, Federal Reserve Bank of Boston
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (51)
   BIS Working Papers, Bank for International Settlements (2021) View citations (3)
   NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (54)
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2020) View citations (29)
   See also Journal Article The Fed takes on corporate credit risk: An analysis of the efficacy of the SMCCF, Journal of Monetary Economics, Elsevier (2024) (2024)

2023

4. Sovereign Risk and Bank Lending: Theory and Evidence from a Natural Disaster
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (2)
5. Sovereign risk and bank lending: evidence from 1999 Turkish earthquake
   BIS Working Papers, Bank for International Settlements View citations (1)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) View citations (26)
   See also Journal Article Sovereign risk and bank lending: Evidence from 1999 Turkish Earthquake, Journal of International Economics, Elsevier (2024) (2024)

2021

6. Sovereign Risk and Financial Risk
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in 2013 Meeting Papers, Society for Economic Dynamics (2013) View citations (2)
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2021) View citations (1)
   NBER Working Papers, National Bureau of Economic Research, Inc (2021) View citations (2)
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2021) View citations (1)
   2012 Meeting Papers, Society for Economic Dynamics (2012)
   See also Journal Article Sovereign risk and financial risk, Journal of International Economics, Elsevier (2022) View citations (7) (2022)
   Chapter Sovereign Risk and Financial Risk, NBER Chapters, National Bureau of Economic Research, Inc (2021) View citations (2) (2021)

2019

7. The Two-Pillar Policy for the RMB
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (3)
   See also Journal Article The Two‐Pillar Policy for the RMB, Journal of Finance, American Finance Association (2022) View citations (1) (2022)
8. US Monetary Policy and International Bond Markets
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (39)
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2018) View citations (4)
   See also Journal Article U.S. Monetary Policy and International Bond Markets, Journal of Money, Credit and Banking, Blackwell Publishing (2019) View citations (1) (2019)

2017

9. Structural adjustments and international trade: theory and evidence from China
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (5)
   Also in CEP Discussion Papers, Centre for Economic Performance, LSE (2017) View citations (5)

2015

10. A Model of the Twin Ds: Optimal Default and Devaluation
    2015 Meeting Papers, Society for Economic Dynamics View citations (5)
    Also in FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta (2015) View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (5)
11. Factor Accumulation, Specialization, and Long Run Growth in China
    2015 Meeting Papers, Society for Economic Dynamics
12. Liquidity backstops and dynamic debt runs
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (2)
    See also Journal Article Liquidity backstops and dynamic debt runs, Journal of Economic Dynamics and Control, Elsevier (2020) View citations (3) (2020)

2014

13. The Twin Ds: Optimal Default and Devaluation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (19)
    See also Journal Article The Twin Ds: Optimal Default and Devaluation, American Economic Review, American Economic Association (2018) View citations (58) (2018)

2013

14. A Unified Model of Structural Adjustments and International Trade: Theory and Evidence from China
    2013 Meeting Papers, Society for Economic Dynamics View citations (3)
15. Dynamic Debt Runs and the Market for Variable Rate Demand Obligations
    2013 Meeting Papers, Society for Economic Dynamics
16. Export Dynamics in Large Devaluations
    Working Papers, Hong Kong Institute for Monetary Research View citations (26)
    Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (3)
    2010 Meeting Papers, Society for Economic Dynamics (2010)
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2013) View citations (9)
    Working Papers, Federal Reserve Bank of Philadelphia (2013) View citations (9)
17. Interest rate swaps and corporate default
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
    Also in 2006 Meeting Papers, Society for Economic Dynamics (2006)
    Working Paper Series, European Central Bank (2013) View citations (4)
    See also Journal Article Interest rate swaps and corporate default, Journal of Economic Dynamics and Control, Elsevier (2018) View citations (4) (2018)

2012

18. Exchange rate policy and sovereign bond spreads in developing countries
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
    See also Journal Article Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries, Journal of Money, Credit and Banking, Blackwell Publishing (2013) View citations (13) (2013)

2011

19. A General Equilibrium Model of Sovereign Default and Business Cycles
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (38)
    See also Journal Article A General Equilibrium Model of Sovereign Default and Business Cycles, The Quarterly Journal of Economics, President and Fellows of Harvard College (2012) View citations (320) (2012)
20. Export Dynamics and Business Cycles in Emerging Economies
    2011 Meeting Papers, Society for Economic Dynamics

2009

21. A Solution to the Default Risk-Business Cycle Disconnect
    2009 Meeting Papers, Society for Economic Dynamics View citations (2)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2008) View citations (40)

2008

22. A Solution to the Disconnect between Country Risk and Business Cycle Theories
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)

2007

23. Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2007) View citations (11)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2007) View citations (6)
    See also Journal Article Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach, Journal of Econometrics, Elsevier (2008) View citations (159) (2008)
24. Solving the Country Risk-Business Cycles Disconnect: Endogenous Output Collapse in a Model of Sovereign Default
    2007 Meeting Papers, Society for Economic Dynamics View citations (1)

2005

25. Sovereign Default and Debt Renegotiation
    2005 Meeting Papers, Society for Economic Dynamics View citations (27)
    See also Journal Article Sovereign default and debt renegotiation, Journal of International Economics, Elsevier (2010) View citations (274) (2010)

2003

26. Country Spreads and Emerging Countries: Who Drives Whom?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (44)
    See also Journal Article Country spreads and emerging countries: Who drives whom?, Journal of International Economics, Elsevier (2006) View citations (677) (2006)
27. Country spreads and emerging countries
    Working Paper Series, Federal Reserve Bank of San Francisco View citations (8)

Journal Articles

2024

1. Sovereign risk and bank lending: Evidence from 1999 Turkish Earthquake
   Journal of International Economics, 2024, 150, (C)
   See also Working Paper Sovereign risk and bank lending: evidence from 1999 Turkish earthquake, BIS Working Papers (2023) View citations (1) (2023)
2. The Fed takes on corporate credit risk: An analysis of the efficacy of the SMCCF
   Journal of Monetary Economics, 2024, 146, (C)
   See also Working Paper The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF, Working Papers (2024) (2024)

2023

3. Transmission of Sovereign Risk to Bank Lending
   Policy Hub, 2023, 2023, (2)

2022

4. Sovereign risk and financial risk
   Journal of International Economics, 2022, 136, (C) View citations (7)
   See also Working Paper Sovereign Risk and Financial Risk, CEPR Discussion Papers (2021) (2021)
   Chapter Sovereign Risk and Financial Risk, NBER Chapters, 2021 (2021) View citations (2) (2021)
5. The Two‐Pillar Policy for the RMB
   Journal of Finance, 2022, 77, (6), 3093-3140 View citations (1)
   See also Working Paper The Two-Pillar Policy for the RMB, FRB Atlanta Working Paper (2019) View citations (3) (2019)

2021

6. The Term Structure of the Excess Bond Premium: Measures and Implications
   Policy Hub, 2021, 2021, (12)

2020

7. Liquidity backstops and dynamic debt runs
   Journal of Economic Dynamics and Control, 2020, 116, (C) View citations (3)
   See also Working Paper Liquidity backstops and dynamic debt runs, FRB Atlanta Working Paper (2015) View citations (2) (2015)

2019

8. U.S. Monetary Policy and International Bond Markets
   Journal of Money, Credit and Banking, 2019, 51, (S1), 127-161 View citations (1)
   See also Working Paper US Monetary Policy and International Bond Markets, NBER Working Papers (2019) View citations (39) (2019)

2018

9. Interest rate swaps and corporate default
   Journal of Economic Dynamics and Control, 2018, 88, (C), 104-120 View citations (4)
   See also Working Paper Interest rate swaps and corporate default, International Finance Discussion Papers (2013) View citations (1) (2013)
10. The Twin Ds: Optimal Default and Devaluation
    American Economic Review, 2018, 108, (7), 1773-1819 View citations (58)
    See also Working Paper The Twin Ds: Optimal Default and Devaluation, NBER Working Papers (2014) View citations (19) (2014)

2016

11. The response of sovereign bond yields to U.S. monetary policy
    Journal Economía Chilena (The Chilean Economy), 2016, 19, (2), 102-106 View citations (10)
    See also Chapter The Response of Sovereign Bond Yields to U.S. Monetary Policy, Central Banking, Analysis, and Economic Policies Book Series, 2016, 24, 257-283 (2016) View citations (9) (2016)

2013

12. Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries
    Journal of Money, Credit and Banking, 2013, 45, (7), 1275-1300 View citations (13)
    Also in Journal of Money, Credit and Banking, 2013, 45, (7), 1275-1300 (2013) View citations (7)
    See also Working Paper Exchange rate policy and sovereign bond spreads in developing countries, International Finance Discussion Papers (2012) View citations (3) (2012)

2012

13. A General Equilibrium Model of Sovereign Default and Business Cycles
    The Quarterly Journal of Economics, 2012, 127, (2), 889-946 View citations (320)
    See also Working Paper A General Equilibrium Model of Sovereign Default and Business Cycles, NBER Working Papers (2011) View citations (38) (2011)

2010

14. Sovereign default and debt renegotiation
    Journal of International Economics, 2010, 80, (2), 176-187 View citations (274)
    See also Working Paper Sovereign Default and Debt Renegotiation, 2005 Meeting Papers (2005) View citations (27) (2005)

2008

15. Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach
    Journal of Econometrics, 2008, 146, (2), 351-363 View citations (159)
    See also Working Paper Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach, NBER Working Papers (2007) View citations (8) (2007)

2006

16. Country spreads and emerging countries: Who drives whom?
    Journal of International Economics, 2006, 69, (1), 6-36 View citations (677)
    Also in Proceedings, 2004, (Jun) (2004) View citations (9)
    See also Working Paper Country Spreads and Emerging Countries: Who Drives Whom?, NBER Working Papers (2003) View citations (44) (2003)

Chapters

2023

1. Interest rate swaps
   Chapter 18 in Research Handbook of Financial Markets, 2023, pp 407-428

2021

2. Sovereign Risk and Financial Risk
   A chapter in NBER International Seminar on Macroeconomics 2021, 2021 View citations (2)
   See also Working Paper Sovereign Risk and Financial Risk, C.E.P.R. Discussion Papers (2021) (2021)
   Journal Article Sovereign risk and financial risk, Elsevier (2022) View citations (7) (2022)

2016

3. 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 View citations (9)
   See also Journal Article The response of sovereign bond yields to U.S. monetary policy, Central Bank of Chile (2016) View citations (10) (2016)