11
H index
13
i10 index
1755
Citations
Emory University | 11 H index 13 i10 index 1755 Citations RESEARCH PRODUCTION: 12 Articles 41 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Vivian Zhanwei Yue. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Money, Credit and Banking | 2 |
Journal of International Economics | 2 |
Journal of Economic Dynamics and Control | 2 |
Year | Title of citing document | |
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2021 | Fewer 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. Full description at Econpapers || Download paper | |
2022 | Emerging Market Sovereign Debt in the Aftermath of the Pandemic. (2022). Rogoff, Kenneth. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:4:p:147-66. Full description at Econpapers || Download paper | |
2021 | Linking 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. Full description at Econpapers || Download paper | |
2023 | Fiscal Rules, Independent Fiscal Institutions, and Sovereign Risk. (2023). Sprincean, Nicu ; Georgescu, George ; Capraru, Bogdan. In: Working Papers of Romania Fiscal Council. RePEc:ane:wpcfro:230201. Full description at Econpapers || Download paper | |
2022 | Sovereign Cocos. (2022). Onder, Yasin ; Roch, Francisco ; Martinez, Leonardo ; Hatchondo, Juan Carlos. In: Working Papers. RePEc:aoz:wpaper:139. Full description at Econpapers || Download paper | |
2022 | Sovereign Debt. (2022). Zettelmeyer, Jeromin ; Roldan, Francisco ; Roch, Francisco ; Martinez, Leonardo. In: Working Papers. RePEc:aoz:wpaper:167. Full description at Econpapers || Download paper | |
2023 | The Transmission of US Monetary Policy Shocks The Role of Investment & Financial Heterogeneity. (2023). Venegas, Sebastian Ramirez ; Camara, Santiago. In: Working Papers. RePEc:aoz:wpaper:230. Full description at Econpapers || Download paper | |
2023 | International Spillovers of ECB Interest Rates Monetary Policy & Information Effects. (2023). Camara, Santiago. In: Working Papers. RePEc:aoz:wpaper:250. Full description at Econpapers || Download paper | |
2021 | Does It Matter How Central Banks Accumulate Reserves? Evidence from Sovereign Spreads. (2021). Sturzenegger, Federico ; Sosa-Padilla, Cesar. In: Working Papers. RePEc:aoz:wpaper:79. Full description at Econpapers || Download paper | |
2021 | The Trend-cycle Connection. (2021). Seoane, Hernan D ; Airaudo, Florencia S. In: Working Papers. RePEc:aoz:wpaper:97. Full description at Econpapers || Download paper | |
2021 | General 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. Full description at Econpapers || Download paper | |
2021 | US Spillovers of US Monetary Policy: Information effects & Financial Flows. (2021). Camara, Santiago. In: Papers. RePEc:arx:papers:2108.01026. Full description at Econpapers || Download paper | |
2023 | Spillovers of US Interest Rates: Monetary Policy & Information Effects. (2021). Camara, Santiago. In: Papers. RePEc:arx:papers:2111.08631. Full description at Econpapers || Download paper | |
2022 | The Transmission of US Monetary Policy Shocks: The Role of Investment & Financial Heterogeneity. (2022). Venegas, Sebastian Ramirez ; Camara, Santiago. In: Papers. RePEc:arx:papers:2209.11150. Full description at Econpapers || Download paper | |
2022 | Borrowing Constraints in Emerging Markets. (2022). Sangiacomo, Maximo ; Camara, Santiago. In: Papers. RePEc:arx:papers:2211.10864. Full description at Econpapers || Download paper | |
2023 | International Spillovers of ECB Interest Rates: Monetary Policy & Information Effects. (2023). Camara, Santiago. In: Papers. RePEc:arx:papers:2306.04562. Full description at Econpapers || Download paper | |
2023 | A Review of the Bank of Canada’s Market Operations related to COVID-19. (2023). Johnson, Grahame. In: Discussion Papers. RePEc:bca:bocadp:23-6. Full description at Econpapers || Download paper | |
2021 | A Generalized Endogenous Grid Method for Default Risk Models. (2021). Lee, Soyoung ; Jang, Youngsoo. In: Staff Working Papers. RePEc:bca:bocawp:21-11. Full description at Econpapers || Download paper | |
2022 | Exports and the Exchange Rate: A General Equilibrium Perspective. (2022). Reza, Abeer ; Alexander, Patrick. In: Staff Working Papers. RePEc:bca:bocawp:22-18. Full description at Econpapers || Download paper | |
2022 | Central Bank Liquidity Facilities and Market Making. (2022). Walton, Adrian ; Cimon, David. In: Staff Working Papers. RePEc:bca:bocawp:22-9. Full description at Econpapers || Download paper | |
2021 | High-yield bond markets during the COVID-19 crisis: the role of monetary policy. (2021). Khametshin, Dmitry. In: Occasional Papers. RePEc:bde:opaper:2110. Full description at Econpapers || Download paper | |
2023 | Investigating the determinants of corporate bond credit spreads in the euro area. (2023). Mirante, Pasquale ; Letta, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:misp_036_23. Full description at Econpapers || Download paper | |
2021 | When 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. Full description at Econpapers || Download paper | |
2022 | Foreign Currency Working Capital Constraints for Imported Inputs and Compositional Effects in Intermediate Goods. (2022). Daniel, Samano. In: Working Papers. RePEc:bdm:wpaper:2022-20. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | Committed to Flexible Fiscal Rules. (2021). Rieth, Malte ; Grosse Steffen, Christoph ; Pagenhardt, Laura ; Grosse-Steffen, Chistoph. In: Working papers. RePEc:bfr:banfra:854. Full description at Econpapers || Download paper | |
2022 | Sovereign Debt and International Trade. (2022). Serfaty, Charles. In: Working papers. RePEc:bfr:banfra:901. Full description at Econpapers || Download paper | |
2022 | Private sector debt and financial stability. (2022). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:67. Full description at Econpapers || Download paper | |
2021 | Open-ended bond funds: systemic risks and policy implications. (2021). Lewrick, Ulf ; Claessens, Stijn. In: BIS Quarterly Review. RePEc:bis:bisqtr:2112c. Full description at Econpapers || Download paper | |
2022 | Exorbitant 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. Full description at Econpapers || Download paper | |
2022 | Original sin redux: a model-based evaluation. (2022). Hofmann, Boris ; Yeung, Steve Pak ; Patel, Nikhil. In: BIS Working Papers. RePEc:bis:biswps:1004. Full description at Econpapers || Download paper | |
2022 | It takes two: Fiscal and monetary policy in Mexico. (2022). Ramirez, Claudia ; Cantu, Carlos ; Aguilar, Ana. In: BIS Working Papers. RePEc:bis:biswps:1012. Full description at Econpapers || Download paper | |
2023 | What happens to EMEs when US yields go up?. (2023). Upper, Christian ; Caballero, Julian. In: BIS Working Papers. RePEc:bis:biswps:1081. Full description at Econpapers || Download paper | |
2023 | Tackling the fiscal policy-financial stability nexus. (2023). BORIO, Claudio ; Zampolli, Fabrizio ; Farag, Marc. In: BIS Working Papers. RePEc:bis:biswps:1090. Full description at Econpapers || Download paper | |
2023 | Sovereign risk and bank lending: evidence from 1999 Turkish earthquake. (2023). Hardy, Bryan ; Baskaya, Yusuf ; Bakaya, Yusuf Soner ; Yue, Vivian ; Kalemli-Ozcan, Sebnem. In: BIS Working Papers. RePEc:bis:biswps:1093. Full description at Econpapers || Download paper | |
2023 | Who holds sovereign debt and why it matters. (2023). Hardy, Bryan ; Lewis, Karen ; Fang, Xiang. In: BIS Working Papers. RePEc:bis:biswps:1099. Full description at Econpapers || Download paper | |
2021 | Sovereign 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. Full description at Econpapers || Download paper | |
2021 | Fiscal regimes and the exchange rate. (2021). Cantu Garcia, Carlos ; Cavallino, Paolo ; Alberola-Ila, Enrique ; Mirkov, Nikola . In: BIS Working Papers. RePEc:bis:biswps:950. Full description at Econpapers || Download paper | |
2021 | The Treasury market in spring 2020 and the response of the Federal Reserve. (2021). Vissing-Jorgensen, Annette. In: BIS Working Papers. RePEc:bis:biswps:966. Full description at Econpapers || Download paper | |
2021 | ETFs, illiquid assets, and fire sales. (2021). Todorov, Karamfil ; Shim, John J. In: BIS Working Papers. RePEc:bis:biswps:975. Full description at Econpapers || Download paper | |
2022 | Economists 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. Full description at Econpapers || Download paper | |
2022 | Doubly heterogeneous monetary spillovers. (2022). Shah, Nihar. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:126-150. Full description at Econpapers || Download paper | |
2021 | Currency 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. Full description at Econpapers || Download paper | |
2022 | Rare Disasters, Financial Development, and Sovereign Debt. (2022). Yang, Jinqiang ; Wang, Neng ; Rebelo, Sergio. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:5:p:2719-2764. Full description at Econpapers || Download paper | |
2023 | Pricing Currency Risks. (2023). Chernov, Mikhail ; Lochstoer, Lars ; Dahlquist, Magnus. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:693-730. Full description at Econpapers || Download paper | |
2022 | The credit channel of monetary policy before and after the zero lower bound: Evidence from the US equity market. (2022). Farka, Mira. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:3:p:633-693. Full description at Econpapers || Download paper | |
2021 | Monetary 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. Full description at Econpapers || Download paper | |
2021 | Convergence 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. Full description at Econpapers || Download paper | |
2022 | Debt Intolerance: Threshold Level and Composition. (2022). Matsuoka, Hideaki. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:4:p:894-932. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Transmission 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Sovereign 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. Full description at Econpapers || Download paper | |
2021 | Sovereign 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. Full description at Econpapers || Download paper | |
2021 | Financial 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. Full description at Econpapers || Download paper | |
2021 | The real effects of zombie lending in Europe. (2019). Tracey, Belinda. In: Bank of England working papers. RePEc:boe:boeewp:0783. Full description at Econpapers || Download paper | |
2022 | A global monetary policy factor in sovereign bond yields. (2022). Migiakis, Petros ; Malliaropulos, Dimitris. In: Working Papers. RePEc:bog:wpaper:301. Full description at Econpapers || Download paper | |
2023 | Knut Borchardt – Brecht-Schüler, Skeptiker, Krisenhistoriker. (2023). Albrecht, Ritschl. In: Perspektiven der Wirtschaftspolitik. RePEc:bpj:pewipo:v:24:y:2023:i:1:p:145-150:n:1. Full description at Econpapers || Download paper | |
2022 | Alternative Monetary-Policy Instruments and Limited Credibility: An Exploration. (2022). Garcia-Cicco, Javier. In: CEMA Working Papers: Serie Documentos de Trabajo.. RePEc:cem:doctra:822. Full description at Econpapers || Download paper | |
2021 | Credit Supply Shocks and Household Defaults. (2021). Mamonov, Mikhail ; Pestova, Anna. In: CERGE-EI Working Papers. RePEc:cer:papers:wp691. Full description at Econpapers || Download paper | |
2021 | Sorry, 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. Full description at Econpapers || Download paper | |
2022 | The Macroeconomic Effects of Funding U.S. Infrastructure. (2022). Malley, Jim ; Philippopoulos, Apostolis . In: CESifo Working Paper Series. RePEc:ces:ceswps:_9530. Full description at Econpapers || Download paper | |
2021 | Capital Flows and Emerging Markets Fluctuations. (2021). Lorca, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:898. Full description at Econpapers || Download paper | |
2021 | Procyclical fiscal policy and asset market incompleteness. (2021). Vegh, Carlos A ; Lama, Ruy E ; Guzman, Daniel ; Fernandez, Andres. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:925. Full description at Econpapers || Download paper | |
2022 | On Foreign Drivers of EMEs Fluctuations. (2022). Wlasiuk, Juan M ; Lorca, Jorge ; Bajraj, Gent. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:951. Full description at Econpapers || Download paper | |
2022 | A Macro Financial Model for the Chilean Economy. (2022). Paillacar, Manuel ; Guarda, Sebastian ; Gonzalez, Mario ; Gomez, Tomas ; Garcia, Benjamin ; Calani, Mauricio. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:953. Full description at Econpapers || Download paper | |
2023 | Estimation of Nonlinear Exchange Rate Dynamics in Evolving Regimes. (2023). Frankel, Jeffrey. In: CID Working Papers. RePEc:cid:wpfacu:429. Full description at Econpapers || Download paper | |
2021 | World 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. Full description at Econpapers || Download paper | |
2021 | Borrowing Costs after Sovereign Debt Relief. (2021). Presbitero, Andrea ; Mihalyi, David ; Lang, Valentin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15832. Full description at Econpapers || Download paper | |
2021 | Sovereign Debt in the 21st Century: Looking Backward, Looking Forward. (2021). Trebesch, Christoph ; Mitchener, KrisJames. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15935. Full description at Econpapers || Download paper | |
2021 | What Moves Treasury Yields?. (2021). Moench, Emanuel ; Siavash, Soroosh Soofi. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15978. Full description at Econpapers || Download paper | |
2021 | World 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. Full description at Econpapers || Download paper | |
2022 | Sovereign Bonds since Waterloo. (2022). Reinhart, Carmen ; Meyer, Josefin ; Trebesch, Christoph. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1993. Full description at Econpapers || Download paper | |
2021 | The Covid pandemic in the market: infected, immune and cured bonds. (2021). Zaghini, Andrea. In: Working Paper Series. RePEc:ecb:ecbwps:20212563. Full description at Econpapers || Download paper | |
2021 | Assessing the fiscal-monetary policy mix in the euro area. (2021). Faria, Thomas ; Christoffel, Kai ; Bakowski, Krzysztof. In: Working Paper Series. RePEc:ecb:ecbwps:20212623. Full description at Econpapers || Download paper | |
2023 | Do non-banks need access to the lender of last resort? Evidence from fund runs. (2023). Hoerova, Marie ; Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232805. Full description at Econpapers || Download paper | |
2023 | Are banks risk-averse or risk-neutral investors?. (2023). Ishinagi, Yoshikazu ; Takino, Kazuhiro. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000060. Full description at Econpapers || Download paper | |
2023 | Macroeconomic outcomes in disaster-prone countries. (2023). Cantelmo, Alessandro ; Papageorgiou, Chris ; Melina, Giovanni. In: Journal of Development Economics. RePEc:eee:deveco:v:161:y:2023:i:c:s0304387822001791. Full description at Econpapers || Download paper | |
2021 | Property 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. Full description at Econpapers || Download paper | |
2022 | Improving sovereign debt restructurings. (2022). Yurdagul, Emircan ; Sanchez, Juan ; Dvorkin, Maximiliano ; Sapriza, Horacio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001403. Full description at Econpapers || Download paper | |
2023 | Commodity price shocks, labour market dynamics and monetary policy in small open economies. (2023). Paez-Farrell, Juan ; Naraidoo, Ruthira. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s016518892300060x. Full description at Econpapers || Download paper | |
2021 | Bayesian 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. Full description at Econpapers || Download paper | |
2021 | Interest 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. Full description at Econpapers || Download paper | |
2021 | Fiscal 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. Full description at Econpapers || Download paper | |
2022 | Macroeconomic effects and transmission channels of quantitative easing. (2022). Stefaski, Maciej. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001894. Full description at Econpapers || Download paper | |
2022 | Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition. (2022). Niu, Linlin ; Fang, Ying ; Zhang, Chen. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002693. Full description at Econpapers || Download paper | |
2022 | Global financial risk, the risk-taking channel, and monetary policy in emerging markets. (2022). Yildirim, Zekeriya. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002796. Full description at Econpapers || Download paper | |
2021 | Cost-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. Full description at Econpapers || Download paper | |
2021 | Fiscal 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. Full description at Econpapers || Download paper | |
2021 | Currency 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. Full description at Econpapers || Download paper | |
2022 | International portfolio bond spillovers. (2022). Romero, Damian ; Ceballos, Luis. In: Economics Letters. RePEc:eee:ecolet:v:220:y:2022:i:c:s0165176522003214. Full description at Econpapers || Download paper | |
2021 | Autoregressive 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. Full description at Econpapers || Download paper | |
2021 | Costly 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. Full description at Econpapers || Download paper | |
2022 | Unemployment 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. Full description at Econpapers || Download paper | |
2022 | Spillovers of U.S. monetary policy uncertainty on inflation targeting emerging economies. (2022). Serletis, Apostolos ; Azad, Nahiyan Faisal. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pa:s1566014121000832. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2023 | A global monetary policy factor in sovereign bond yields. (2023). Migiakis, Petros ; Malliaropulos, Dimitris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:445-465. Full description at Econpapers || Download paper | |
2021 | Forecasting 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. Full description at Econpapers || Download paper | |
2023 | Sustainability and sovereign credit risk. (2023). Lonarski, Igor ; Vanpee, Rosanne ; Anand, Arsh. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000108. Full description at Econpapers || Download paper | |
2022 | Determinants of cryptocurrency returns: A LASSO quantile regression approach. (2022). Yarovaya, Larisa ; Lucey, Brian ; Ciner, Cetin. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322002380. Full description at Econpapers || Download paper | |
2022 | Economists in the 2008 financial crisis: Slow to see, fast to act. (2022). Raviv, Alon ; Mayer, Tamir ; Levy, Daniel. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000158. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2018 | The Twin Ds: Optimal Default and Devaluation In: American Economic Review. [Full Text][Citation analysis] | article | 67 |
2014 | The Twin Ds: Optimal Default and Devaluation.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 67 | paper | |
2017 | Structural adjustments and international trade: theory and evidence from China In: CEP Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2017 | Structural adjustments and international trade: theory and evidence from China.(2017) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2016 | The response of sovereign bond yields to U.S. monetary policy In: Journal Economía Chilena (The Chilean Economy). [Full Text][Citation analysis] | article | 10 |
2016 | The Response of Sovereign Bond Yields to U.S. Monetary Policy.(2016) In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | chapter | |
2015 | A Model of the Twin Ds: Optimal Default and Devaluation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2015 | A model of the Twin Ds: optimal default and devaluation.(2015) In: FRB Atlanta CQER Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2015 | A Model of the Twin Ds: Optimal Default and Devaluation.(2015) In: 2015 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2020 | The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 42 |
2020 | The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF.(2020) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2020 | The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2013 | Interest rate swaps and corporate default In: Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2018 | Interest rate swaps and corporate default.(2018) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2013 | Interest rate swaps and corporate default.(2013) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2006 | Interest Rate Swap and Corporate Default.(2006) In: 2006 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2020 | Liquidity backstops and dynamic debt runs In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
2015 | Liquidity backstops and dynamic debt runs.(2015) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2008 | Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 159 |
2007 | Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 159 | paper | |
2007 | Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach.(2007) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 159 | paper | |
2007 | Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach.(2007) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 159 | paper | |
2006 | Country spreads and emerging countries: Who drives whom? In: Journal of International Economics. [Full Text][Citation analysis] | article | 672 |
2004 | Country spreads and emerging countries: who drives whom?.(2004) In: Proceedings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 672 | article | |
2003 | Country Spreads and Emerging Countries: Who Drives Whom?.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 672 | paper | |
2010 | Sovereign default and debt renegotiation In: Journal of International Economics. [Full Text][Citation analysis] | article | 284 |
2005 | Sovereign Default and Debt Renegotiation.(2005) In: 2005 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 284 | paper | |
2020 | The Federal Reserves Liquidity Backstops to the Municipal Bond Market during the COVID-19 Pandemic In: Policy Hub. [Full Text][Citation analysis] | paper | 2 |
2019 | The Two-Pillar Policy for the RMB In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 2 |
2003 | Country spreads and emerging countries In: Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
2018 | US Monetary Policy and International Bond Markets In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 27 |
2019 | US Monetary Policy and International Bond Markets.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2019 | U.S. Monetary Policy and International Bond Markets.(2019) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | article | |
2012 | Exchange rate policy and sovereign bond spreads in developing countries In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 27 |
2013 | Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries.(2013) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | article | |
2013 | Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries.(2013) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | article | |
2013 | Export dynamics in large devaluations In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 29 |
2013 | Export dynamics in large devaluations.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2013 | Export Dynamics in Large Devaluations.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2010 | Export Dynamics in Large Devaluations.(2010) In: 2010 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2012 | Export Dynamics in Large Devaluations.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2008 | A solution to the default risk-business cycle disconnect In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 42 |
2009 | A Solution to the Default Risk-Business Cycle Disconnect.(2009) In: 2009 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2021 | Sovereign Risk and Financial Risk In: NBER Chapters. [Citation analysis] | chapter | 10 |
2021 | Sovereign Risk and Financial Risk.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2012 | Sovereign Risk and Financial Risk.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2013 | Sovereign Risk and Financial Risk.(2013) In: 2013 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2008 | A Solution to the Disconnect between Country Risk and Business Cycle Theories In: NBER Working Papers. [Full Text][Citation analysis] | paper | 19 |
2011 | A General Equilibrium Model of Sovereign Default and Business Cycles In: NBER Working Papers. [Full Text][Citation analysis] | paper | 334 |
2012 | A General Equilibrium Model of Sovereign Default and Business Cycles.(2012) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 334 | article | |
2007 | Solving the Country Risk-Business Cycles Disconnect: Endogenous Output Collapse in a Model of Sovereign Default In: 2007 Meeting Papers. [Citation analysis] | paper | 1 |
2011 | Export Dynamics and Business Cycles in Emerging Economies In: 2011 Meeting Papers. [Citation analysis] | paper | 0 |
2013 | Dynamic Debt Runs and the Market for Variable Rate Demand Obligations In: 2013 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | A Unified Model of Structural Adjustments and International Trade: Theory and Evidence from China In: 2013 Meeting Papers. [Full Text][Citation analysis] | paper | 3 |
2015 | Factor Accumulation, Specialization, and Long Run Growth in China In: 2015 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
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