Vivian Zhanwei Yue : Citation Profile

Are you Vivian Zhanwei Yue?

Emory University

11

H index

11

i10 index

1582

Citations

RESEARCH PRODUCTION:

12

Articles

41

Papers

2

Chapters

RESEARCH ACTIVITY:

   18 years (2003 - 2021). See details.
   Cites by year: 87
   Journals where Vivian Zhanwei Yue has often published
   Relations with other researchers
   Recent citing documents: 247.    Total self citations: 18 (1.13 %)

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   Permalink: http://citec.repec.org/pyu120
   Updated: 2022-07-02    RAS profile: 2021-02-16    
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Relations with other researchers

Works with:

Zakrajšek, Egon (8)

Wei, Bin (7)

Gilchrist, Simon (6)

Jermann, Urban (2)

Huang, Hanwei (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Vivian Zhanwei Yue.

Is cited by:

Sapriza, Horacio (53)

Martinez, Leonardo (53)

Hatchondo, Juan (50)

Durdu, C. Bora (33)

Sosa-Padilla, Cesar (31)

Sanchez, Juan (25)

Arellano, Cristina (24)

Martínez Fritscher, André (20)

Trebesch, Christoph (20)

Mendoza, Enrique (20)

Mihalache, Gabriel (18)

Cites to:

Reinhart, Carmen (26)

Rogoff, Kenneth (20)

Gopinath, Gita (19)

Arellano, Cristina (15)

Uribe, Martín (15)

Sapriza, Horacio (13)

Schott, Peter (12)

Wright, Mark (11)

Cuadra, Gabriel (10)

Aguiar, Mark (10)

Mendoza, Enrique (10)

Main data

Where Vivian Zhanwei Yue has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control2
Journal of International Economics2
Journal of Money, Credit and Banking2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc8
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)4
2013 Meeting Papers / Society for Economic Dynamics3
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta3
2015 Meeting Papers / Society for Economic Dynamics2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
2012 Meeting Papers / Society for Economic Dynamics2

Recent works citing Vivian Zhanwei Yue (2021 and 2020)

YearTitle of citing document
2021Fewer but Better: Sudden Stops, Firm Entry, and Financial Selection. (2021). Saffie, Felipe ; Ates, Sina T. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:13:y:2021:i:3:p:304-56.

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2021Linking Covid-19 epidemic and emerging market OAS: Evidence using dynamic copulas and Pareto distributions. (2021). Esposito, Julien ; Dufrenot, Gilles ; Chitou, Imdade. In: AMSE Working Papers. RePEc:aim:wpaimx:2138.

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2022Sovereign Cocos. (2022). Onder, Yasin ; Roch, Francisco ; Martinez, Leonardo ; Hatchondo, Juan Carlos. In: Working Papers. RePEc:aoz:wpaper:139.

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2021Does It Matter How Central Banks Accumulate Reserves? Evidence from Sovereign Spreads. (2021). Sturzenegger, Federico ; Sosa-Padilla, Cesar. In: Working Papers. RePEc:aoz:wpaper:79.

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2021The Trend-cycle Connection. (2021). Seoane, Hernan D ; Airaudo, Florencia S. In: Working Papers. RePEc:aoz:wpaper:97.

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2020Sovereign Default Risk and Credit Supply: Evidence from the Euro Area. (2020). Palmén, Olli. In: Papers. RePEc:arx:papers:2006.03592.

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2020Estimating TVP-VAR models with time invariant long-run multipliers. (2020). Polbin, Andrey ; Krymova, Ekaterina ; Belomestny, Denis. In: Papers. RePEc:arx:papers:2008.00718.

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2021General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Papers. RePEc:arx:papers:2102.13393.

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2021US Spillovers of US Monetary Policy: Information effects & Financial Flows. (2021). Camara, Santiago. In: Papers. RePEc:arx:papers:2108.01026.

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2021Spillovers of US Interest Rates: Monetary Policy & Information Effects. (2021). Camara, Santiago. In: Papers. RePEc:arx:papers:2111.08631.

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2021A Generalized Endogenous Grid Method for Default Risk Models. (2021). Lee, Soyoung ; Jang, Youngsoo. In: Staff Working Papers. RePEc:bca:bocawp:21-11.

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2022Exports and the Exchange Rate: A General Equilibrium Perspective. (2022). Reza, Abeer ; Alexander, Patrick. In: Staff Working Papers. RePEc:bca:bocawp:22-18.

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2022Central Bank Liquidity Facilities and Market Making. (2022). Walton, Adrian ; Cimon, David. In: Staff Working Papers. RePEc:bca:bocawp:22-9.

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2021Alternative Monetary-Policy Instruments and Limited Credibility: An Exploration. (2021). Garcia-Cicco, Javier. In: BCRA Working Paper Series. RePEc:bcr:wpaper:202191.

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2021High-yield bond markets during the COVID-19 crisis: the role of monetary policy. (2021). Khametshin, Dmitry. In: Occasional Papers. RePEc:bde:opaper:2110.

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2020Debt sustainability and fiscal space in a heterogeneous Monetary Union: normal times vs the zero lower bound. (2020). Shen, Wenyi ; Burriel, Pablo ; Andrés, Javier. In: Working Papers. RePEc:bde:wpaper:2001.

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2021When the panic broke out: COVID-19 and investment funds portfolio rebalancing around the world. (2021). Santioni, Raffaele ; Affinito, Massimiliano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1342_21.

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2021A Global Shock with Idiosyncratic Pains: State-Dependent Debt Limits for LATAM during the COVID-19 pandemic. (2021). Moreno-Arias, Nicolas ; Mendez-Vizcaino, Juan C. In: Borradores de Economia. RePEc:bdr:borrec:1175.

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2021Committed to Flexible Fiscal Rules. (2021). Rieth, Malte ; Grosse Steffen, Christoph ; Pagenhardt, Laura ; Grosse-Steffen, Chistoph. In: Working papers. RePEc:bfr:banfra:854.

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2021Open-ended bond funds: systemic risks and policy implications. (2021). Lewrick, Ulf ; Claessens, Stijn. In: BIS Quarterly Review. RePEc:bis:bisqtr:2112c.

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2022Exorbitant privilege? Quantitative easing and the bond market subsidy of prospective fallen angels. (2022). Spigt, Renee ; Eisert, Tim ; Crosignani, Matteo ; Niladri, Ryan ; Acharya, Viral V. In: BIS Working Papers. RePEc:bis:biswps:1002.

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2022Original sin redux: a model-based evaluation. (2022). Hofmann, Boris ; Yeung, Steve Pak ; Patel, Nikhil. In: BIS Working Papers. RePEc:bis:biswps:1004.

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2021Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds. (2021). Hördahl, Peter ; Creal, Drew ; Chernov, Mikhail ; Hordahl, Peter. In: BIS Working Papers. RePEc:bis:biswps:918.

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2021Fiscal regimes and the exchange rate. (2021). Cantu Garcia, Carlos ; Cavallino, Paolo ; Alberola-Ila, Enrique ; Mirkov, Nikola . In: BIS Working Papers. RePEc:bis:biswps:950.

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2021The Treasury market in spring 2020 and the response of the Federal Reserve. (2021). Vissing-Jorgensen, Annette. In: BIS Working Papers. RePEc:bis:biswps:966.

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2021ETFs, illiquid assets, and fire sales. (2021). Todorov, Karamfil ; Shim, John J. In: BIS Working Papers. RePEc:bis:biswps:975.

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2022Economists in the 2008 Financial Crisis: Slow to See, Fast to Act. (2022). Levy, Daniel ; Raviv, Alon ; Mayer, Tamir. In: Working Papers. RePEc:biu:wpaper:2022-01.

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2020Explaining Africas public consumption procyclicality: Revisiting old evidence. (2020). Jalles, Joao. In: International Finance. RePEc:bla:intfin:v:23:y:2020:i:2:p:297-323.

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2020Nonlinear transmission of U.S. monetary policy shocks to international financial markets. (2020). Ha, Jongrim. In: International Finance. RePEc:bla:intfin:v:23:y:2020:i:3:p:350-369.

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2021Currency hedging and quantitative easing: Evidence from global bond markets. (2021). Zhong, Rui ; Zhang, Jie ; Kryzanowski, Lawrence. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:555-597.

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2020A Macrofinance View of U.S. Sovereign CDS Premiums. (2020). Chernov, Mikhail ; Schneider, Andres ; Schmid, Lukas. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2809-2844.

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2021Monetary policy and long?term interest rates: Evidence from the U.S. economy. (2021). levrero, enrico ; Deleidi, Matteo. In: Metroeconomica. RePEc:bla:metroe:v:72:y:2021:i:1:p:121-147.

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2021Convergence in Sovereign Debt Defaults: Quantifying the Roles of Institutions. (2021). Inekwe, John ; Bhattacharya, Mita. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:792-811.

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2021The Federal Reserve Municipal Liquidity Facility (MLF): Where the municipal securities market and fed finally meet. (2021). Luby, Martin J ; Moldogaziev, Tima T ; Johnson, Craig L ; Winecoff, Ruth. In: Public Budgeting & Finance. RePEc:bla:pbudge:v:41:y:2021:i:3:p:42-73.

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2021Transmission of Household and Business Credit Shocks in Emerging Markets: The Role of Real Estate. (2021). Gumus, Inci ; Bahadir, Berrak. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:s2:p:587-617.

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2020Country size, technology, and Ricardian comparative advantage. (2020). Ara, Tomohiro. In: Review of International Economics. RePEc:bla:reviec:v:28:y:2020:i:2:p:497-536.

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2020Interest rate volatility and macroeconomic dynamics: Heterogeneity matters. (2020). Velic, Adnan ; Curran, Michael. In: Review of International Economics. RePEc:bla:reviec:v:28:y:2020:i:4:p:957-975.

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2021The impact of foreign capital flows on long?term interest rates in emerging and advanced economies. (2021). Inoguchi, Masahiro. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:2:p:268-295.

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2021Sovereign default and capital controls. (2021). McDowall, Robert A. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:4:p:1025-1045.

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2021Sovereign default, political instability and political fragmentation. (2021). Novelli, Antonio Cusato. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:4:p:732-755.

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2021Financial market spillovers of U.S. monetary policy shocks. (2021). Ha, Jongrim. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:5:p:1221-1274.

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2021The real effects of zombie lending in Europe. (2019). Tracey, Belinda. In: Bank of England working papers. RePEc:boe:boeewp:0783.

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2020Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach. (2020). Kapadia, Sujit ; Bluwstein, Kristina ; Kang, Miao ; Joseph, Andreas ; Buckmann, Marcus ; Simsek, Ozgur. In: Bank of England working papers. RePEc:boe:boeewp:0848.

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2020Debt Crises, Fast and Slow. (2020). Corsetti, Giancarlo ; Maeng, S H. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2009.

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2020Global shocks and emerging economies: disentangling the commodity roller coaster. (2020). Valerio, Andre Cordeiro ; Ferreira, Mauro Sayar. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td623.

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2022Alternative Monetary-Policy Instruments and Limited Credibility: An Exploration. (2022). Garcia-Cicco, Javier. In: CEMA Working Papers: Serie Documentos de Trabajo.. RePEc:cem:doctra:822.

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2021Credit Supply Shocks and Household Defaults. (2021). Mamonov, Mikhail ; Pestova, Anna. In: CERGE-EI Working Papers. RePEc:cer:papers:wp691.

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2021Sorry, Youre Blocked. Economic Effects of Financial Sanctions on the Russian Economy. (2021). Pestova, Anna ; Mamonov, Mikhail. In: CERGE-EI Working Papers. RePEc:cer:papers:wp704.

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2020Different No More: Country Spreads in Advanced and Emerging Economies. (2020). Müller, Gernot ; Born, Benjamin ; Muller, Gernot J ; Wellmann, Susanne ; Pfeifer, Johannes. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8083.

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2020Macroeconomic Policy Lessons for Greece from the Debt Crisis. (2020). Economides, George ; Philippopoulos, Apostolis ; Papageorgiou, Dimitris. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8188.

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2020Its What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities. (2020). Kovner, Anna ; Boyarchenko, Nina ; Shachar, OR. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8679.

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2022The Macroeconomic Effects of Funding U.S. Infrastructure. (2022). Malley, Jim ; Philippopoulos, Apostolis . In: CESifo Working Paper Series. RePEc:ces:ceswps:_9530.

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2020Sovereign Default Risk, Macroeconomic Fluctuations and Monetary-Fiscal Stabilization. (2020). Kirchner, Markus ; Rieth, Malte. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:896.

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2021Capital Flows and Emerging Markets Fluctuations. (2021). Lorca, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:898.

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2021World Interest Rates and Macroeconomic Adjustments in Developing Commodity Producing Countries. (2021). Bodart, Vincent ; Courtoy, Franois ; Perego, Erica. In: Working Papers. RePEc:cii:cepidt:2021-01.

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2020The Vietnamese business cycle in an estimated small open economy New Keynesian DSGE model. (2020). van Nguyen, Phuong. In: Dynare Working Papers. RePEc:cpm:dynare:056.

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2020Corporate Yields and Sovereign Yields. (2020). Tallman, Eric ; Hale, Galina B ; Bevilaqua, Julia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14344.

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2020Different no more: Country spreads in advanced and emerging economies. (2020). Wellmann, Susanne ; Pfeifer, Johannes ; Muller, Gernot ; Born, Benjamin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14392.

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2021World interest rates and macroeconomic adjustments in developing commodity producing countries. (2021). Courtoy, Franois ; Bodart, Vincent ; Perego, Erica. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2021002.

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2022Sovereign Bonds since Waterloo. (2022). Reinhart, Carmen ; Meyer, Josefin ; Trebesch, Christoph. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1993.

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2020Should developed economies manage international capital flows?. (2020). de Veirman, Emmanuel ; Goy, Gavin ; Bonam, Dennis. In: DNB Working Papers. RePEc:dnb:dnbwpp:702.

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2021The Covid pandemic in the market: infected, immune and cured bonds. (2021). Zaghini, Andrea. In: Working Paper Series. RePEc:ecb:ecbwps:20212563.

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2021Assessing the fiscal-monetary policy mix in the euro area. (2021). Faria, Thomas ; Christoffel, Kai ; Bakowski, Krzysztof. In: Working Paper Series. RePEc:ecb:ecbwps:20212623.

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2020Welfare gains of bailouts in a sovereign default model. (2020). Vukoti, Marija ; Seoane, Hernan D ; Pancrazi, Roberto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300361.

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2020Business cycle implications of rising household credit market participation in emerging countries. (2020). Barrail, Zulma. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300853.

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2021Property rights, expropriations, and business cycles in China. (2021). Germaschewski, Yin ; Rubini, Loris ; Horvath, Jaroslav. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:125:y:2021:i:c:s016518892100035x.

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2021Bayesian TVP-VARX models with time invariant long-run multipliers. (2021). Polbin, Andrey ; Belomestny, Denis ; Krymova, Ekaterina. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001206.

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2021Interest rate trends in a global context. (2021). Tesar, Linda L ; Stolyarov, Dmitriy. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001218.

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2021Fiscal stance and the sovereign risk pass-through. (2021). Tancioni, Massimiliano ; Patella, Valeria ; Beqiraj, Elton. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001620.

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2020A tool for fiscal policy planning in a medium-term fiscal framework: The FMM-MTFF model. (2020). Suescun, Rodrigo. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:431-446.

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2020The changing nature of the real exchange rate: The role of central bank preferences. (2020). Caputo, Rodrigo ; Pedersen, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:445-464.

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2020Emerging economy business cycles: Interest rate shocks vs trend shocks. (2020). Obaid, Sabreena ; Letendre, Marc-Andre. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:526-545.

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2021Cost-effective mortgage modification program to reduce mortgage defaults. (2021). Kim, Jiseob ; Lim, Taejun. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:220-241.

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2020“Global factors, international spillovers, and the term structure of interest rates: New evidence for Asian Countries”. (2020). Tronzano, Marco ; Guerello, Chiara. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300166.

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2021Fiscal retrenchments and the transmission mechanism of the sovereign risk channel for highly indebted countries. (2021). Tancioni, Massimiliano ; Fedeli, Silvia ; Beqiraj, Elton. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000358.

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2021Currency news and international bond markets. (2021). Yamani, Ehab ; Abuelfadl, Moustafa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001649.

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2021Autoregressive models for matrix-valued time series. (2021). Yang, Dan ; Xiao, Han ; Chen, Rong. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:539-560.

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2020Social expenditure cyclicality: New time-varying evidence in developing economies. (2020). Jalles, Joao. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:3:s0939362518302693.

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2020ECB Spillovers and domestic monetary policy effectiveness in small open economies. (2020). Ellen, Saskia Ter ; Midthjell, Nina Larsson ; Jansen, Edvard. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119301989.

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2020Gains from trade and the sovereign bond market. (2020). Sasahara, Akira ; Kikkawa, Ayumu Ken. In: European Economic Review. RePEc:eee:eecrev:v:124:y:2020:i:c:s0014292120300453.

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2021Costly default and skewed business cycles. (2021). Moura, Alban ; Garcia Sanchez, Pablo ; Feve, Patrick ; Pierrard, Olivier. In: European Economic Review. RePEc:eee:eecrev:v:132:y:2021:i:c:s0014292120302609.

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2022Unemployment dynamics and informality in small open economies. (2022). Yang, Guanyi ; Horvath, Jaroslav. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002427.

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2020The cyclical behavior of household and corporate credit in emerging economies. (2020). Lee, Saiah ; Sim, Seung-Gyu. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014118302231.

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2021The predictive power of Nelson–Siegel factor loadings for the real economy. (2021). Ma, Jun ; Jiao, Anqi ; Han, Yang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:95-127.

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2021Forecasting WTI crude oil futures returns: Does the term structure help?. (2021). O'Sullivan, Conall ; Bredin, Don ; Spencer, Simon. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002565.

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2020Sovereign and private default risks over the business cycle. (2020). Kaas, Leo ; Mellert, Jan ; Scholl, Almuth. In: Journal of International Economics. RePEc:eee:inecon:v:123:y:2020:i:c:s002219962030012x.

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2020Sovereigns at risk: A dynamic model of sovereign debt and banking leverage. (2020). Coimbra, Nuno. In: Journal of International Economics. RePEc:eee:inecon:v:124:y:2020:i:c:s0022199620300179.

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2020Corporate yields and sovereign yields. (2020). Hale, Galina B ; Bevilaqua, Julia ; Tallman, Eric. In: Journal of International Economics. RePEc:eee:inecon:v:124:y:2020:i:c:s0022199620300234.

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2020Sovereign default resolution through maturity extension. (2020). Mihalache, Gabriel. In: Journal of International Economics. RePEc:eee:inecon:v:125:y:2020:i:c:s0022199620300453.

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2020Transparency, political conflict, and debt. (2020). Prosperi, Lorenzo ; Pancrazi, Roberto. In: Journal of International Economics. RePEc:eee:inecon:v:126:y:2020:i:c:s0022199618301466.

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2020Macroprudential policy in the presence of external risks. (2020). Reyes-Heroles, Ricardo ; Tenorio, Gabriel. In: Journal of International Economics. RePEc:eee:inecon:v:126:y:2020:i:c:s0022199618302915.

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2020News, sovereign debt maturity, and default risk. (2020). Yurdagul, Emircan ; Sapriza, Horacio ; Sanchez, Juan M ; Dvorkin, Maximiliano. In: Journal of International Economics. RePEc:eee:inecon:v:126:y:2020:i:c:s0022199620300684.

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2020Beliefs and long-maturity sovereign debt. (2020). Stangebye, Zachary R. In: Journal of International Economics. RePEc:eee:inecon:v:127:y:2020:i:c:s0022199620300969.

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2020Infation, default and sovereign debt: The role of denomination and ownership. (2020). Sunder-Plassmann, Laura. In: Journal of International Economics. RePEc:eee:inecon:v:127:y:2020:i:c:s0022199620301082.

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2021Reviving the Salter-Swan small open economy model. (2021). Uribe, Martin ; Schmitt-Grohe, Stephanie. In: Journal of International Economics. RePEc:eee:inecon:v:130:y:2021:i:c:s0022199621000180.

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2021Trade adjustment dynamics and the welfare gains from trade. (2021). Ruhl, Kim J ; Choi, Horag ; Alessandria, George. In: Journal of International Economics. RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000350.

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2021Self-fulfilling debt crises, fiscal policy and investment. (2021). Galli, Carlo. In: Journal of International Economics. RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000520.

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2021Identifying indicators of systemic risk. (2021). Schüler, Yves ; Meinerding, Christoph ; Schuler, Yves S ; Hartwig, Benny. In: Journal of International Economics. RePEc:eee:inecon:v:132:y:2021:i:c:s0022199621000921.

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2021The international spillover effects of US monetary policy uncertainty. (2021). Lakdawala, Aeimit ; Schaffer, Matthew ; Moreland, Timothy. In: Journal of International Economics. RePEc:eee:inecon:v:133:y:2021:i:c:s0022199621001057.

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2022Sovereign risk matters: Endogenous default risk and the time-varying volatility of interest rate spreads. (2022). Mallucci, Enrico ; de Ferra, Sergio. In: Journal of International Economics. RePEc:eee:inecon:v:134:y:2022:i:c:s0022199621001227.

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2022The effects of permanent monetary shocks on exchange rates and uncovered interest rate differentials. (2022). Uribe, Martin ; Schmitt-Grohe, Stephanie. In: Journal of International Economics. RePEc:eee:inecon:v:135:y:2022:i:c:s0022199621001409.

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More than 100 citations found, this list is not complete...

Works by Vivian Zhanwei Yue:

YearTitleTypeCited
2018The Twin Ds: Optimal Default and Devaluation In: American Economic Review.
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2014The Twin Ds: Optimal Default and Devaluation.(2014) In: NBER Working Papers.
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2017Structural adjustments and international trade: theory and evidence from China In: CEP Discussion Papers.
[Full Text][Citation analysis]		paper4
2017Structural adjustments and international trade: theory and evidence from China.(2017) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 4		paper
2016The response of sovereign bond yields to U.S. monetary policy In: Journal Economía Chilena (The Chilean Economy).
[Full Text][Citation analysis]		article8
2016The Response of Sovereign Bond Yields to U.S. Monetary Policy.(2016) In: Central Banking, Analysis, and Economic Policies Book Series.
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This paper has another version. Agregated cites: 8		chapter
2015A Model of the Twin Ds: Optimal Default and Devaluation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2015A model of the Twin Ds: optimal default and devaluation.(2015) In: FRB Atlanta CQER Working Paper.
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This paper has another version. Agregated cites: 4		paper
2015A Model of the Twin Ds: Optimal Default and Devaluation.(2015) In: 2015 Meeting Papers.
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This paper has another version. Agregated cites: 4		paper
2020The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper31
2020The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF.(2020) In: FRB Atlanta Working Paper.
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This paper has another version. Agregated cites: 31		paper
2020The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF.(2020) In: NBER Working Papers.
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This paper has another version. Agregated cites: 31		paper
2013Interest rate swaps and corporate default In: Working Paper Series.
[Full Text][Citation analysis]		paper6
2018Interest rate swaps and corporate default.(2018) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 6		article
2013Interest rate swaps and corporate default.(2013) In: International Finance Discussion Papers.
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2006Interest Rate Swap and Corporate Default.(2006) In: 2006 Meeting Papers.
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This paper has another version. Agregated cites: 6		paper
2020Liquidity backstops and dynamic debt runs In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article1
2015Liquidity backstops and dynamic debt runs.(2015) In: FRB Atlanta Working Paper.
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This paper has another version. Agregated cites: 1		paper
2008Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach In: Journal of Econometrics.
[Full Text][Citation analysis]		article133
2007Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 133		paper
2007Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach.(2007) In: PIER Working Paper Archive.
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This paper has another version. Agregated cites: 133		paper
2007Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach.(2007) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 133		paper
2006Country spreads and emerging countries: Who drives whom? In: Journal of International Economics.
[Full Text][Citation analysis]		article637
2004Country spreads and emerging countries: who drives whom?.(2004) In: Proceedings.
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This paper has another version. Agregated cites: 637		article
2003Country Spreads and Emerging Countries: Who Drives Whom?.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 637		paper
2010Sovereign default and debt renegotiation In: Journal of International Economics.
[Full Text][Citation analysis]		article268
2005Sovereign Default and Debt Renegotiation.(2005) In: 2005 Meeting Papers.
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This paper has another version. Agregated cites: 268		paper
2020The Federal Reserves Liquidity Backstops to the Municipal Bond Market during the COVID-19 Pandemic In: Policy Hub.
[Full Text][Citation analysis]		paper1
2019The Two-Pillar Policy for the RMB In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper0
2003Country spreads and emerging countries In: Working Paper Series.
[Full Text][Citation analysis]		paper6
2018US Monetary Policy and International Bond Markets In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper13
2019US Monetary Policy and International Bond Markets.(2019) In: NBER Working Papers.
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This paper has another version. Agregated cites: 13		paper
2019U.S. Monetary Policy and International Bond Markets.(2019) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 13		article
2012Exchange rate policy and sovereign bond spreads in developing countries In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper23
2013Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries.(2013) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 23		article
2013Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries.(2013) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 23		article
2013Export dynamics in large devaluations In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper29
2013Export dynamics in large devaluations.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 29		paper
2013Export Dynamics in Large Devaluations.(2013) In: Working Papers.
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2010Export Dynamics in Large Devaluations.(2010) In: 2010 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 29		paper
2012Export Dynamics in Large Devaluations.(2012) In: 2012 Meeting Papers.
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This paper has another version. Agregated cites: 29		paper
2008A solution to the default risk-business cycle disconnect In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper42
2009A Solution to the Default Risk-Business Cycle Disconnect.(2009) In: 2009 Meeting Papers.
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This paper has another version. Agregated cites: 42		paper
2021Sovereign Risk and Financial Risk In: NBER Chapters.
[Citation analysis]		chapter3
2021Sovereign Risk and Financial Risk.(2021) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2012Sovereign Risk and Financial Risk.(2012) In: 2012 Meeting Papers.
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2013Sovereign Risk and Financial Risk.(2013) In: 2013 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 3		paper
2008A Solution to the Disconnect between Country Risk and Business Cycle Theories In: NBER Working Papers.
[Full Text][Citation analysis]		paper17
2011A General Equilibrium Model of Sovereign Default and Business Cycles In: NBER Working Papers.
[Full Text][Citation analysis]		paper298
2012A General Equilibrium Model of Sovereign Default and Business Cycles.(2012) In: The Quarterly Journal of Economics.
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This paper has another version. Agregated cites: 298		article
2007Solving the Country Risk-Business Cycles Disconnect: Endogenous Output Collapse in a Model of Sovereign Default In: 2007 Meeting Papers.
[Citation analysis]		paper1
2011Export Dynamics and Business Cycles in Emerging Economies In: 2011 Meeting Papers.
[Citation analysis]		paper0
2013Dynamic Debt Runs and the Market for Variable Rate Demand Obligations In: 2013 Meeting Papers.
[Full Text][Citation analysis]		paper0
2013A Unified Model of Structural Adjustments and International Trade: Theory and Evidence from China In: 2013 Meeting Papers.
[Full Text][Citation analysis]		paper3
2015Factor Accumulation, Specialization, and Long Run Growth in China In: 2015 Meeting Papers.
[Full Text][Citation analysis]		paper0

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