Vivian Zhanwei Yue : Citation Profile


Are you Vivian Zhanwei Yue?

Emory University

8

H index

8

i10 index

1151

Citations

RESEARCH PRODUCTION:

12

Articles

38

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2003 - 2020). See details.
   Cites by year: 67
   Journals where Vivian Zhanwei Yue has often published
   Relations with other researchers
   Recent citing documents: 143.    Total self citations: 17 (1.46 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pyu120
   Updated: 2020-11-21    RAS profile: 2020-09-16    
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Relations with other researchers


Works with:

Zakrajšek, Egon (5)

Gilchrist, Simon (5)

Wei, Bin (5)

Schmitt-Grohe, Stephanie (4)

Uribe, Martín (4)

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

Is cited by:

Martinez, Leonardo (39)

Sapriza, Horacio (35)

Durdu, C. Bora (31)

Hatchondo, Juan (26)

Sanchez, Juan (20)

Mihalache, Gabriel (18)

Sosa-Padilla, Cesar (17)

Bai, Yan (16)

Guerron, Pablo (15)

Mendoza, Enrique (15)

Wright, Mark (14)

Cites to:

Reinhart, Carmen (22)

Rogoff, Kenneth (19)

Uribe, Martín (13)

Schott, Peter (11)

Gopinath, Gita (10)

Sapriza, Horacio (10)

Arellano, Cristina (9)

Rudebusch, Glenn (9)

Mendoza, Enrique (9)

Cuadra, Gabriel (9)

Eichenbaum, Martin (9)

Main data


Where Vivian Zhanwei Yue has published?


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

Working Papers Series with more than one paper published# docs
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 Atlanta2
2012 Meeting Papers / Society for Economic Dynamics2
2015 Meeting Papers / Society for Economic Dynamics2

Recent works citing Vivian Zhanwei Yue (2020 and 2019)


YearTitle of citing document
2019Alternative Monetary-Policy Instruments and Limited Credibility in Small and Open Economies: An Exploration. (2019). Garcia-Cicco, Javier. In: Asociación Argentina de Economía Política. RePEc:aep:anales:4145.

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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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2019International Reserves Management in a Model of Partial Sovereign Default. (2019). Sabbadini, Ricardo. In: Working Papers Series. RePEc:bcb:wpaper:496.

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2019Loss Aversion and Search for Yield in Emerging Markets Sovereign Debt. (2019). Sabbadini, Ricardo. In: Working Papers Series. RePEc:bcb:wpaper:500.

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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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2019Sovereign Default and Imperfect Tax Enforcement. (2019). Pappadà, Francesco ; Zylberberg, Yanos. In: Working papers. RePEc:bfr:banfra:722.

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2019Determinants of Asia-Pacific government bond yields. (2019). Hordahl, Peter ; Creal, Drew ; Chernov, Mikhail. In: BIS Papers chapters. RePEc:bis:bisbpc:102-05.

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2019On the global Impact of risk-off shocks and policy-put frameworks. (2019). Kamber, Gunes ; Caballero, Ricardo. In: BIS Working Papers. RePEc:bis:biswps:772.

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2019The 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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2019Should we care? : The economic effects of financial sanctions on the Russian economy. (2019). Mamonov, Mikhail ; Pestova, Anna. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_013.

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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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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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2019On Corporate Borrowing, Credit Spreads and Economic Activity in Emerging Economies: An Empirical Investigation. (2019). FERNÁNDEZ MARTIN, ANDRÉS ; Park, Jongho ; Fernandez, Andres ; Caballero, Julian. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:839.

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2019Efectos de la comunicación del banco central sobre los títulos públicos: evidencia empírica para Colombia. (2019). Galvis Ciro, Juan Camilo ; Anzoátegui Zapata, Juan ; Anzoategui, Juan Camilo. In: Revista Cuadernos de Economía. RePEc:col:000093:017454.

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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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2019Threats to Central Bank Independence: High-Frequency Identification with Twitter. (2019). Kung, Howard ; Kind, Thilo ; Bianchi, Francesco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14021.

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2019Monetary policy for commodity booms and busts. (2019). Drechsel, Thomas ; Tenreyro, Silvana ; McLeay, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14030.

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2019The Dollar During the Great Recession: US Monetary Policy Signaling and The Flight To Safety. (2019). Tang, Jenny ; Stavrakeva, Vania. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14034.

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2019US Monetary Policy and International Risk Spillovers. (2019). Kalemli-Ozcan, Sebnem. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14053.

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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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2020Labor Market Dynamics under Technology Shocks: The Role of Subsistence Consumption. (2020). Choi, Sangyup ; Shim, Myungkyu. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_002.

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2019Interest rates and foreign spillovers. (2019). Zimic, Sreko ; De Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20192221.

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2019Optimal timing of decisions: A general theory based on continuation values. (2019). Stachurski, John ; Ma, Qingyin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:101:y:2019:i:c:p:62-81.

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2019Discretionary monetary and fiscal policy with endogenous sovereign risk. (2019). Roettger, Joost . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:105:y:2019:i:c:p:44-66.

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2019Capital flows and the business cycle. (2019). Menna, Lorenzo ; Cuadra, Gabriel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:106:y:2019:i:c:8.

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2019Labor market distortions under sovereign debt default crises. (2019). Tavares, Tiago. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:108:y:2019:i:c:s0165188919301484.

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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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2019Financial development, unemployment volatility, and sectoral dynamics. (2019). Finkelstein Shapiro, Alan ; Epstein, Brendan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:99:y:2019:i:c:p:82-102.

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2019Unemployment dynamics in emerging countries: Monetary policy and external shocks. (2019). Horvath, Jaroslav ; Zhong, Jiansheng. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:31-49.

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2019Volatility spillovers of unconventional monetary policy to emerging market economies. (2019). Beirne, John ; Apostolou, Apostolos . In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:118-129.

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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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2019Do U.S. factors impact the Brazilian yield curve? Evidence from a dynamic factor model. (2019). Stona, Filipe ; Caldeira, Joo F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:76-89.

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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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2019Sovereigns going bust: Estimating the cost of default. (2019). Zimmermann, Kaspar ; Kuvshinov, Dmitry. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:1-21.

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2019Increasing public debt and the role of central bank independence for debt maturities. (2019). Noh, Lukas. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:179-198.

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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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2019On international integration of emerging sovereign bond markets. (2019). Sharma, Sunil ; Goswami, Mangal ; Chan, Melissa ; Agur, Itai. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:347-363.

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2019Agreement matters: OPEC announcement effects on WTI term structure. (2019). Bredin, Don ; Spencer, Simon. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:589-609.

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2019Global credit supply shocks and exchange rate regimes. (2019). ben Zeev, Nadav. In: Journal of International Economics. RePEc:eee:inecon:v:116:y:2019:i:c:p:1-32.

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2019When do fixed exchange rates work? Evidence from the Gold Standard. (2019). Chen, Yao ; Ward, Felix. In: Journal of International Economics. RePEc:eee:inecon:v:116:y:2019:i:c:p:158-172.

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2019Endogenous political turnover and fluctuations in sovereign default risk. (2019). Eyigungor, Burcu ; Chatterjee, Satyajit. In: Journal of International Economics. RePEc:eee:inecon:v:117:y:2019:i:c:p:37-50.

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2019Monetary news in the United States and business cycles in emerging economies. (2019). Vicondoa, Alejandro. In: Journal of International Economics. RePEc:eee:inecon:v:117:y:2019:i:c:p:79-90.

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2019On corporate borrowing, credit spreads and economic activity in emerging economies: An empirical investigation. (2019). Caballero, Julian ; Park, Jongho ; Fernandez, Andres. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:160-178.

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2019Quantitative sovereign default models and the European debt crisis. (2019). Bornstein, Gideon ; Bocola, Luigi ; Dovis, Alessandro. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:20-30.

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2019The sources of sovereign risk: a calibration based on Lévy stochastic processes. (2019). Villemot, Sébastien ; Carre, Sylvain ; Cohen, Daniel. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:31-43.

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2019Global financial risk, aggregate fluctuations, and unemployment dynamics. (2019). Shapiro, Alan Finkelstein ; Epstein, Brendan ; Gomez, Andres Gonzalez . In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:351-418.

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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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2019Consumer debt non-payment and the borrowing constraint: Implications for consumer behavior. (2019). Brissimis, Sophocles ; Bechlioulis, Alexandros. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:161-172.

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2019Decomposing global yield curve co-movement. (2019). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph P. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:500-513.

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2020Inquiry on the transmission of U.S. aggregate shocks to Mexico: A SVAR approach. (2020). Elizondo, Rocio ; Carrillo, Julio ; Hernandez-Roman, Luis G. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s026156061930018x.

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2020Spillover effects of capital controls on capital flows and financial risk contagion. (2020). Peng, Yuchao ; Xie, Wenjing ; Gou, Qin ; Fan, Haichao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:105:y:2020:i:c:s0261560620301455.

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2020Pegxit pressure. (2020). Pina, Gonalo ; Mitchener, Kris James. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:107:y:2020:i:c:s0261560620301479.

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2019Regime-switching in emerging market business cycles: Interest rate volatility and sudden stops. (2019). Reyes-Heroles, Ricardo ; Tenorio, Gabriel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:81-100.

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2019Commodity price risk management and fiscal policy in a sovereign default model. (2019). Lopez-Martin, Bernabe ; Fritscher, Andre Martinez ; Leal, Julio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:304-323.

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2019How foreclosure delays impact mortgage defaults and mortgage modifications. (2019). Kim, Jiseob. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:59:y:2019:i:c:p:18-37.

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2020What do Latin American inflation targeters care about? A comparative Bayesian estimation of central bank preferences. (2020). Mihailov, Alexander ; McKnight, Stephen ; Rangel, Antonio Pompa. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070418304737.

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2019Capital controls and monetary policy in sudden-stop economies. (2019). Yu, Changhua ; Young, Eric R ; Devereux, Michael B. In: Journal of Monetary Economics. RePEc:eee:moneco:v:103:y:2019:i:c:p:52-74.

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2020Sovereign spreads in the Euro area: Cross border transmission and macroeconomic implications. (2020). Bahaj, Saleem. In: Journal of Monetary Economics. RePEc:eee:moneco:v:110:y:2020:i:c:p:116-135.

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2020The effectiveness of fiscal institutions: International financial flogging or domestic constraint?. (2020). Hansen, Daniel. In: European Journal of Political Economy. RePEc:eee:poleco:v:63:y:2020:i:c:s0176268020300276.

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2020The hedging effectiveness of global sectors in emerging and developed stock markets. (2020). Zeng, Hongchao ; Wu, Lei ; Han, Liyan ; Jin, Jiayu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:92-117.

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2020Is heterogeneous capital depreciation important for estimating firm-level productivity? Evidence from Chinese manufacturing firms. (2020). Zhang, Dayong ; Zheng, Wenping ; Yu, Jian ; Cheng, Dong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919308530.

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2019Affordability, financial innovation and the start of the housing boom. (2019). Relihan, Lindsay ; Keys, Benjamin J ; Dokko, Jane K. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:101017.

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2019The Role of U.S. Monetary Policy in Global Banking Crises. (2019). Durdu, C. Bora ; Zer, Ilknur ; Martin, Alex. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-39.

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2020When is Bad News Good News? U.S. Monetary Policy, Macroeconomic News, and Financial Conditions in Emerging Markets. (2020). Yoldas, Emre ; Hoek, Jasper ; Kamin, Steven B. In: International Finance Discussion Papers. RePEc:fip:fedgif:1269.

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2019Financial Frictions and Export Dynamics in Large Devaluations. (2017). Szkup, Michal ; Leibovici, Fernando ; Kohn, David. In: Working Papers. RePEc:fip:fedlwp:2017-013.

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2019Sovereign Debt Restructurings. (2019). Yurdagul, Emircan ; Sapriza, Horacio ; Sanchez, Juan ; Dvorkin, Maximiliano. In: Working Papers. RePEc:fip:fedlwp:2018-013.

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2020News, sovereign debt maturity, and default risk. (2018). Yurdagul, Emircan ; Sapriza, Horacio ; Sanchez, Juan ; Dvorkin, Maximiliano. In: Working Papers. RePEc:fip:fedlwp:2018-033.

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2020Seigniorage and Sovereign Default: The Response of Emerging Markets to COVID-19. (2020). Sanchez, Juan ; Martin, Fernando ; Kozlowski, Julian ; Espino, Emilio. In: Working Papers. RePEc:fip:fedlwp:88355.

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2020Anatomy of Corporate Credit Spreads: The Great Recession vs. COVID-19. (2020). Faria-e-Castro, Miguel ; Kozlowski, Julian ; Ebsim, Mahdi. In: Working Papers. RePEc:fip:fedlwp:88871.

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2020Monetary Policy and Sovereign Risk in Emerging Economies (NK-Default). (2020). Mihalache, Gabriel ; Bai, Yan ; Arellano, Cristina. In: Staff Report. RePEc:fip:fedmsr:87572.

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2019On Regional Borrowing, Default, and Migration. (2019). Guerron, Pablo ; Gordon, Grey ; Guerron-Quintana, Pablo. In: Working Paper. RePEc:fip:fedrwp:19-04.

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2019Debt Limits and Credit Bubbles in General Equilibrium. (2019). Phan, Toan ; Martins-da-Rocha, V. Filipe ; Vailakis, Yiannis. In: Working Paper. RePEc:fip:fedrwp:19-19.

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2020Bankruptcy Choice with Endogenous Financial Constraints. (2017). Tamayo, Cesar. In: IDB Publications (Working Papers). RePEc:idb:brikps:8368.

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2019Foreign Reserve Accumulation, Foreign Direct Investment, and Economic Growth. (2019). Matsumoto, Hidehiko. In: IMES Discussion Paper Series. RePEc:ime:imedps:19-e-04.

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2019Sovereign Default Triggered by Inability to Repay Debt. (2019). Okachi, Michinao. In: IMES Discussion Paper Series. RePEc:ime:imedps:19-e-10.

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2020The Integration of Countries Sovereign Bond Markets: An Empirical Illustration of a Global Financial Cycle. (2020). Inaba, Kei-Ichiro. In: IMES Discussion Paper Series. RePEc:ime:imedps:20-e-01.

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2019Macroeconomic Outcomes in Disaster-Prone Countries. (2019). Cantelmo, Alessandro ; Papageorgiou, Chris ; Melina, Giovanni. In: IMF Working Papers. RePEc:imf:imfwpa:19/217.

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2019Pricing Sovereign Debt in Resource-Rich Economies. (2019). McGregor, Thomas. In: IMF Working Papers. RePEc:imf:imfwpa:19/240.

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2019Debt Build-up in Frontier Low-Income Developing Countries (LIDCs) since 2012: Global or Country-specific Factors and Way Forward?. (2019). Rogantini Picco, Anna ; Sab, Randa ; de Soyres, Constance. In: IMF Working Papers. RePEc:imf:imfwpa:19/37.

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2020Comfort in Floating: Taking Stock of Twenty Years of Freely-Floating Exchange Rate in Chile. (2020). MARCEL, MARIO ; Hadzi-Vaskov, Metodij ; Calani, Mauricio ; Ricci, Luca A ; Albagli, Elias. In: IMF Working Papers. RePEc:imf:imfwpa:20/100.

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2019Explaining Africa’s Public Consumption Procyclicality: Revisiting Old Evidence. (2019). Jalles, Joao. In: Working Papers REM. RePEc:ise:remwps:wp01002019.

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2019On the Cyclicality of Social Expenditure: New Time-Varying evidence from Developing Economies. (2019). Jalles, Joao. In: Working Papers REM. RePEc:ise:remwps:wp0822019.

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2019.

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2019Analyzing Contagion Effect in Markets During Financial Crisis Using Stochastic Autoregressive Canonical Vine Model. (2019). Mehra, Aparna ; Goel, Anubha. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:3:d:10.1007_s10614-017-9772-7.

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2020Crises Beyond Belief: Findings on Contagion, the Role of Beliefs, and the Eurozone Debt Crisis from a Borrower–Lender Game. (2020). Welburn, Jonathan W. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09926-7.

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2020The Maturity and Repayment Structure of Sovereign Debt: Implications for Development Agenda in Nigeria. (2020). Agbonrofo, Hope ; Ogbuji, Isaac Azubuike ; Amadi, Agatha Nkem. In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:6:y:2020:i:1:p:115-120.

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2019Global v. Local Methods in the Analysis of Open-Economy Models with Incomplete Markets. (2019). Mendoza, Enrique ; Durdu, C. Bora ; de Groot, Oliver ; DeGroot, Oliver . In: Working Papers. RePEc:liv:livedp:201916.

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2020Implicit Entropic Market Risk-Premium from Interest Rate Derivatives. (2020). Arismendi Zambrano, Juan ; Azevedo, R ; Arismendi-Zambrano, J. In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n303-20.pdf.

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2019Emerging Economy Business Cycles: Interest Rate Shocks vs Trend Shocks. (2019). Obaid, Sabreena ; Letendre, Marc-Andre. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2019-07.

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2019Life after default: Private vs. official sovereign debt restructurings. (2018). Marchesi, Silvia ; Masi, Tania. In: Working Papers. RePEc:mib:wpaper:370.

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2019Sovereign risk after sovereign restructuring. Private and official default. (2019). Marchesi, Silvia ; Masi, Tania ; Tania, Masi. In: Working Papers. RePEc:mib:wpaper:423.

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2019Interest Rate Trends in a Global Context. (2019). Tesar, Linda L ; Stolyarov, Dmitriy. In: Working Papers. RePEc:mrr:papers:wp402.

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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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article28
2014The Twin Ds: Optimal Default and Devaluation.(2014) In: NBER Working Papers.
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paper
2017Structural Adjustments and International Trade: Theory and Evidence from China In: CEP Discussion Papers.
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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: 2
paper
2016The response of sovereign bond yields to U.S. monetary policy In: Journal Economía Chilena (The Chilean Economy).
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article5
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: 5
chapter
2015A Model of the Twin Ds: Optimal Default and Devaluation In: CEPR Discussion Papers.
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2015A model of the Twin Ds: optimal default and devaluation.(2015) In: FRB Atlanta CQER Working Paper.
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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: 1
paper
2013Interest rate swaps and corporate default In: Working Paper Series.
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2018Interest rate swaps and corporate default.(2018) In: Journal of Economic Dynamics and Control.
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article
2006Interest Rate Swap and Corporate Default.(2006) In: 2006 Meeting Papers.
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paper
2013Interest rate swaps and corporate default.(2013) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2020Liquidity backstops and dynamic debt runs In: Journal of Economic Dynamics and Control.
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2015Liquidity backstops and dynamic debt runs.(2015) In: FRB Atlanta Working Paper.
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This paper has another version. Agregated cites: 0
paper
2008Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach In: Journal of Econometrics.
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article107
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: 107
paper
2007Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach.(2007) In: PIER Working Paper Archive.
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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: 107
paper
2006Country spreads and emerging countries: Who drives whom? In: Journal of International Economics.
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article472
2004Country spreads and emerging countries: who drives whom?.(2004) In: Proceedings.
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This paper has another version. Agregated cites: 472
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: 472
paper
2010Sovereign default and debt renegotiation In: Journal of International Economics.
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article211
2005Sovereign Default and Debt Renegotiation.(2005) In: 2005 Meeting Papers.
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This paper has another version. Agregated cites: 211
paper
2020The Federal Reserves Liquidity Backstops to the Municipal Bond Market during the COVID-19 Pandemic In: Policy Hub.
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2019The Two-Pillar Policy for the RMB In: FRB Atlanta Working Paper.
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2003Country spreads and emerging countries In: Working Paper Series.
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paper6
2018US Monetary Policy and International Bond Markets In: Finance and Economics Discussion Series.
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paper8
2019US Monetary Policy and International Bond Markets.(2019) In: NBER Working Papers.
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This paper has another version. Agregated cites: 8
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: 8
article
2012Exchange rate policy and sovereign bond spreads in developing countries In: International Finance Discussion Papers.
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paper8
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: 8
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: 8
article
2013Export dynamics in large devaluations In: International Finance Discussion Papers.
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paper16
2013Export dynamics in large devaluations.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 16
paper
2013Export Dynamics in Large Devaluations.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 16
paper
2010Export Dynamics in Large Devaluations.(2010) In: 2010 Meeting Papers.
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This paper has another version. Agregated cites: 16
paper
2012Export Dynamics in Large Devaluations.(2012) In: 2012 Meeting Papers.
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This paper has another version. Agregated cites: 16
paper
2008A solution to the default risk-business cycle disconnect In: International Finance Discussion Papers.
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paper40
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: 40
paper
2008A Solution to the Disconnect between Country Risk and Business Cycle Theories In: NBER Working Papers.
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paper17
2011A General Equilibrium Model of Sovereign Default and Business Cycles In: NBER Working Papers.
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paper224
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: 224
article
2020The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF In: NBER Working Papers.
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paper1
2007Solving the Country Risk-Business Cycles Disconnect: Endogenous Output Collapse in a Model of Sovereign Default In: 2007 Meeting Papers.
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paper0
2011Export Dynamics and Business Cycles in Emerging Economies In: 2011 Meeting Papers.
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paper0
2012Sovereign Risk and Financial Risk In: 2012 Meeting Papers.
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paper2
2013Sovereign Risk and Financial Risk.(2013) In: 2013 Meeting Papers.
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This paper has another version. Agregated cites: 2
paper
2013Dynamic Debt Runs and the Market for Variable Rate Demand Obligations In: 2013 Meeting Papers.
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2013A Unified Model of Structural Adjustments and International Trade: Theory and Evidence from China In: 2013 Meeting Papers.
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2015Factor Accumulation, Specialization, and Long Run Growth in China In: 2015 Meeting Papers.
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