13
H index
14
i10 index
2051
Citations
Emory University | 13 H index 14 i10 index 2051 Citations RESEARCH PRODUCTION: 20 Articles 52 Papers 3 Chapters RESEARCH ACTIVITY:
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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 |
|---|---|
| Policy Hub | 4 |
| Journal of International Economics | 4 |
| Journal of Money, Credit and Banking | 2 |
| Journal of Economic Dynamics and Control | 2 |
| Year | Title of citing document | |
|---|---|---|
| 2025 | Dynamics of sovereign debt: credit risk and sustainability analysis. (2025). Cont, Rama ; Bassa, Karolina. In: INET Oxford Working Papers. RePEc:amz:wpaper:2025-24. Full description at Econpapers || Download paper | |
| 2024 | US Spillovers of US Monetary Policy: Information effects & Financial Flows. (2024). Camara, Santiago. In: Papers. RePEc:arx:papers:2108.01026. Full description at Econpapers || Download paper | |
| 2025 | A Quantile Nelson-Siegel model. (2024). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Papers. RePEc:arx:papers:2401.09874. Full description at Econpapers || Download paper | |
| 2024 | Dynamic Programming: Finite States. (2024). Sargent, Thomas ; Stachurski, John. In: Papers. RePEc:arx:papers:2401.10473. Full description at Econpapers || Download paper | |
| 2024 | Understanding the Excess Bond Premium. (2024). Yuan, Jun ; Hull, John ; Cheng, Ing-Haw ; Martineau, Charles ; Strela, Vasily ; Nozawa, Yoshio ; Wu, Yuntao ; Benson, Kevin. In: Papers. RePEc:arx:papers:2412.04063. Full description at Econpapers || Download paper | |
| 2025 | Estimation of Latent Group Structures in Time-Varying Panel Data Models. (2025). Smeekes, Stephan ; Haimerl, Paul ; Wilms, Ines. In: Papers. RePEc:arx:papers:2503.23165. Full description at Econpapers || Download paper | |
| 2025 | A Tokenized Sovereign Debt Conversion Mechanism for Dynamic Public Debt Reduction. (2025). Firouzi, Kiarash. In: Papers. RePEc:arx:papers:2508.00019. Full description at Econpapers || Download paper | |
| 2025 | A Keynesian Intertemporal Synthesis (KIS) Model: Towards a unified and empirically grounded framework for fiscal policy. (2025). Fern, Ricardo Alonzo. In: Papers. RePEc:arx:papers:2508.00224. Full description at Econpapers || Download paper | |
| 2025 | The Crisis Simulator for Bolivia (KISr-p): An Empirically Grounded Modeling Framework. (2025). Fern, Ricardo Alonzo. In: Papers. RePEc:arx:papers:2510.16537. Full description at Econpapers || Download paper | |
| 2025 | Robust Yield Curve Estimation for Mortgage Bonds Using Neural Networks. (2025). Javid, Alireza M ; Molavipour, Sina ; Nechaev, Mikhail ; Ye, Cassie ; Lofdahl, Bjorn. In: Papers. RePEc:arx:papers:2510.21347. Full description at Econpapers || Download paper | |
| 2025 | Short-Run and Long-Run News: Evidence from Giant Commodity Discoveries. (2025). Shakhnov, Kirill ; L'Huillier, Jean-Paul ; Simon, Laure. In: Staff Working Papers. RePEc:bca:bocawp:25-24. Full description at Econpapers || Download paper | |
| 2025 | Money Talks: How Foreign and Domestic Monetary Policy Communications Move Financial Markets. (2025). Zhang, Xu ; Sekkel, Rodrigo ; Stern, Henry. In: Staff Working Papers. RePEc:bca:bocawp:25-33. Full description at Econpapers || Download paper | |
| 2024 | Unconventionally green. (2024). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1453_24. Full description at Econpapers || Download paper | |
| 2024 | The global transmission of U.S. monetary policy. (2024). Ricco, Giovanni ; Degasperi, Riccardo ; Hong, Seokki Simon. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1466_24. Full description at Econpapers || Download paper | |
| 2025 | Global risk aversion and the term premium gap in emerging market economies. (2025). Villa, Stefania ; Flaccadoro, Marco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1493_25. Full description at Econpapers || Download paper | |
| 2024 | Information Effects of US Monetary Policy Announcements on Emerging Economies: Evidence from Mexico. (2024). Ibarra, Raul ; Carrillo, Julio ; Alba, Carlos. In: Working Papers. RePEc:bdm:wpaper:2024-14. Full description at Econpapers || Download paper | |
| 2025 | Sovereign Risk and Stock Market Response to Natural Disasters in Emerging Economies. (2025). Parra-Amado, Daniel ; Bermdez-Cespedes, Juan Pablo ; Melo-Velandia, Luis Fernando. In: Borradores de Economia. RePEc:bdr:borrec:1303. Full description at Econpapers || Download paper | |
| 2025 | Revisiting 15 Years of Unusual Transatlantic Monetary Policies. (2025). Levieuge, Grgory ; Sahuc, Jean-Guillaume ; Revelo, Jos Garca. In: Working papers. RePEc:bfr:banfra:1018. Full description at Econpapers || Download paper | |
| 2024 | Determinants of market‐assessed sovereign default risk: Macroeconomic fundamentals or global shocks?. (2024). Cho, Dooyeon ; Rhee, Dongeun. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:35-60. Full description at Econpapers || Download paper | |
| 2024 | International monetary spillovers to frontier financial markets: Evidence from Bangladesh. (2024). Rahman, Md Rashedur ; Schaffer, Matthew. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:81-100. Full description at Econpapers || Download paper | |
| 2024 | The Working Capital Credit Multiplier. (2024). Kim, Taehyun ; Carvalho, Daniel ; Almeida, Heitor. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4247-4302. Full description at Econpapers || Download paper | |
| 2024 | Global Financial Risk, Equity Returns and Economic Activity in Emerging Countries. (2024). Yang, Guanyi ; Horvath, Jaroslav. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:672-689. Full description at Econpapers || Download paper | |
| 2024 | The evolving international effects of Chinas government spending. (2024). Zhang, Wen. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:5:p:1851-1869. Full description at Econpapers || Download paper | |
| 2024 | A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis. (2024). Yao, Wenying ; Poon, Aubrey ; Cross, Jamie ; Zhu, Dan. In: Working Papers. RePEc:bny:wpaper:0133. Full description at Econpapers || Download paper | |
| 2025 | Lopsided Interest Rates in International Borrowing Markets. (2025). Guerron, Pablo ; Guerron-Quintana, Pablo ; Cai, Yuanchen. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1088. Full description at Econpapers || Download paper | |
| 2024 | Foreign Exchange Interventions in the New-Keynesian Model: Transmission, Policy, and Welfare. (2024). Yakhin, Yossi. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2024.01. Full description at Econpapers || Download paper | |
| 2025 | Assessing the Impact of Corporate Bond Purchase Programs: Insights from Israel. (2025). Michelson, Noam. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2025.07. Full description at Econpapers || Download paper | |
| 2024 | Default, Inflation Expectations, and the Currency Denomination of Sovereign Bonds. (2024). Maeng, F S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2438. Full description at Econpapers || Download paper | |
| 2025 | Fiscal multiplier in Brazil: the role played by controls. (2025). da Silva, Berto Carvalho ; Ferreira, Mauro Sayar. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td684. Full description at Econpapers || Download paper | |
| 2025 | Sovereign vs. Corporate Debt and Default: More Similar than You Think. (2025). Trebesch, Christoph ; Gopinath, Gita ; Meyer, Josefin ; Reinhart, Carmen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11799. Full description at Econpapers || Download paper | |
| 2024 | Term Spread Spillovers to Latin America and Emergence of the ‘Twin Ds’. (2024). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: Documentos de trabajo. RePEc:col:000566:021169. Full description at Econpapers || Download paper | |
| 2024 | Revisiting 15 Years of Unusual Transatlantic Monetary Policies. (2024). Sahuc, Jean-Guillaume ; Garcia-Revelo, Jose ; Levieuge, Gregory. In: EconomiX Working Papers. RePEc:drm:wpaper:2024-13. Full description at Econpapers || Download paper | |
| 2025 | From purchases to exit: central bank interventions in corporate debt markets. (2025). Breckenfelder, Johannes ; Schepens, Glenn. In: Working Paper Series. RePEc:ecb:ecbwps:20253055. Full description at Econpapers || Download paper | |
| 2025 | Heterogeneous intermediaries in the transmission of central bank corporate bond purchases. (2025). Holm-Hadulla, Fdric ; Leombroni, Matteo. In: Working Paper Series. RePEc:ecb:ecbwps:20253101. Full description at Econpapers || Download paper | |
| 2025 | Firms’ risk and monetary transmission: revisiting the excess bond premium. (2025). Palacios, Mar Domenech. In: Working Paper Series. RePEc:ecb:ecbwps:20253118. Full description at Econpapers || Download paper | |
| 2024 | Assessing and addressing the coronavirus-induced economic crisis: Evidence from 1.5 billion sales invoices. (2024). Chen, Zhuo ; Wang, Zhengwei ; Li, Pengfei ; Liu, LU ; Liao, LI. In: China Economic Review. RePEc:eee:chieco:v:85:y:2024:i:c:s1043951x24000336. Full description at Econpapers || Download paper | |
| 2024 | Unconventional green. (2024). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s092911992400018x. Full description at Econpapers || Download paper | |
| 2025 | The role of international reserves in sovereign debt restructuring under fiscal adjustment. (2025). Tavares, Tiago. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:174:y:2025:i:c:s0165188925000466. Full description at Econpapers || Download paper | |
| 2024 | International spillovers of conventional versus new monetary policy. (2024). Hashmi, Aamir ; Nsafoah, Dennis. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001688. Full description at Econpapers || Download paper | |
| 2025 | Global financial risk and uncovered interest parity premia in Central and Eastern Europe. (2025). Janus, Jakub. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000732. Full description at Econpapers || Download paper | |
| 2025 | Long-run effects of super low fertility on housing markets. (2025). Suh, Hyunduk ; Lee, Jangyoun. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001208. Full description at Econpapers || Download paper | |
| 2024 | Dynamic impact of the US yield curve on green bonds: Navigating through recent crises. (2024). Umar, Zaghum ; Teplova, Tamara ; Iqbal, Najaf ; Tan, Duojiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001487. Full description at Econpapers || Download paper | |
| 2024 | Hedging investment-grade and high-yield bonds with credit VIX. (2024). Alsagr, Naif ; Bouri, Elie. In: Economics Letters. RePEc:eee:ecolet:v:237:y:2024:i:c:s0165176524001137. Full description at Econpapers || Download paper | |
| 2025 | Exit expectations and the optimal design of a currency union. (2025). Saito, Yuta. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s016517652400627x. Full description at Econpapers || Download paper | |
| 2024 | Capital controls and the global financial cycle. (2024). Matschke, Johannes ; Lovchikova, Marina. In: European Economic Review. RePEc:eee:eecrev:v:163:y:2024:i:c:s0014292124000138. Full description at Econpapers || Download paper | |
| 2024 | Imperfect financial markets and the cyclicality of social spending. (2024). Paczos, Wojtek ; Froemel, Maren. In: European Economic Review. RePEc:eee:eecrev:v:167:y:2024:i:c:s0014292124001156. Full description at Econpapers || Download paper | |
| 2024 | Climate defaults and financial adaptation. (2024). Schwartzman, Felipe ; Phan, Ton. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124001958. Full description at Econpapers || Download paper | |
| 2025 | Does one size fit all? The country-specific effects of ECB monetary policy. (2025). Tavlas, George ; Wang, Yongli ; Hall, Stephen G ; Gefang, Deborah. In: European Economic Review. RePEc:eee:eecrev:v:175:y:2025:i:c:s0014292125000753. Full description at Econpapers || Download paper | |
| 2025 | From the core to the European periphery: Spillover effects of financial cycles. (2025). Jursa, Luk ; Jank, Jan. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000548. Full description at Econpapers || Download paper | |
| 2025 | Uncertainty shocks and financial conditions in Latin-American countries. (2025). Pérez Forero, Fernando ; Prez-Forero, Fernando J ; Llosa, Luis Gonzalo ; Tuesta, Vicente. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000767. Full description at Econpapers || Download paper | |
| 2025 | Global monetary policy surprises and their transmission to emerging market economies: An external VAR analysis. (2025). Beltrn, Felipe. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000822. Full description at Econpapers || Download paper | |
| 2024 | Can existing corporate finance theories explain security offerings during the COVID-19 pandemic?. (2024). Veld, Chris ; Shemesh, Joshua ; Dutordoir, Marie ; Wang, Qing. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000926. Full description at Econpapers || Download paper | |
| 2025 | Dynamic connectedness between crude oil futures and energy industrial bond credit spread: Evidence from China. (2025). Ren, Yi-Shuai ; Klein, Tony ; Jiang, Yong ; Liu, Pei-Zhi ; Weber, Olaf. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001173. Full description at Econpapers || Download paper | |
| 2025 | Through the looking glass: Unveiling geopolitical risks and sovereign bond spillovers in the eurozone. (2025). Jiang, Yong ; Dai, Jia-Hang ; Ren, Yi-Shuai ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002777. Full description at Econpapers || Download paper | |
| 2024 | Spillover effects of monetary policy and information shocks. (2024). Suardi, Sandy ; Khrashchevskyi, Ian ; Xu, Caihong ; Hou, Ai Jun. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001016. Full description at Econpapers || Download paper | |
| 2024 | Quantitative easing and bank risk-taking: Evidence from the federal reserves large-scale asset purchases. (2024). Zhang, Zheng ; Wang, Wenxue ; Song, Ciji. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007827. Full description at Econpapers || Download paper | |
| 2025 | How does the policy of additional deduction for research and development expenses affect credit risk pricing capability in enterprises?. (2025). Fan, Jiabiao ; Jiang, Tao. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325003678. Full description at Econpapers || Download paper | |
| 2025 | The evolution of the relationship between onshore and offshore RMB markets under asymmetric volatility spillovers. (2025). Li, Jie ; Smallwood, Aaron D. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000134. Full description at Econpapers || Download paper | |
| 2024 | International transmission of the U.S. dollar liquidity shock: The channel of FX borrowing and lending. (2024). Yun, Youngjin ; Kim, Youngju ; Lim, Hyunjoon. In: Journal of International Economics. RePEc:eee:inecon:v:150:y:2024:i:c:s002219962400031x. Full description at Econpapers || Download paper | |
| 2024 | Preemptive austerity with rollover risk. (2024). Kehoe, Timothy ; Conesa, Juan Carlos. In: Journal of International Economics. RePEc:eee:inecon:v:150:y:2024:i:c:s0022199624000382. Full description at Econpapers || Download paper | |
| 2024 | On regional borrowing, default, and migration. (2024). Guerron, Pablo ; Gordon, Grey ; Guerron-Quintana, Pablo. In: Journal of International Economics. RePEc:eee:inecon:v:150:y:2024:i:c:s0022199624000400. Full description at Econpapers || Download paper | |
| 2024 | Financial crises, bailouts and monetary policy in open economies. (2024). Jiao, Yang. In: Journal of International Economics. RePEc:eee:inecon:v:151:y:2024:i:c:s0022199624000898. Full description at Econpapers || Download paper | |
| 2024 | Underinvestment and capital misallocation under sovereign risk. (2024). Esquivel, Carlos. In: Journal of International Economics. RePEc:eee:inecon:v:151:y:2024:i:c:s0022199624001004. Full description at Econpapers || Download paper | |
| 2024 | Corporate foreign bond issuance and interfirm loans in China. (2024). Panizza, Ugo ; Portes, Richard ; Huang, YI. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001028. Full description at Econpapers || Download paper | |
| 2024 | How important are trend shocks? The role of the debt elasticity of interest rate. (2024). Rubini, Loris ; Horvath, Jaroslav ; Germaschewski, Yin. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s002219962400117x. Full description at Econpapers || Download paper | |
| 2024 | Clustered sovereign defaults. (2024). Singh, Anurag. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001260. Full description at Econpapers || Download paper | |
| 2024 | Costs of sovereign debt crises: Restructuring strategies and bank intermediation. (2024). Sasahara, Akira ; Erce, Aitor ; Chamon, Marcos ; Asonuma, Tamon. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001296. Full description at Econpapers || Download paper | |
| 2024 | Sovereign risk and intangible investment. (2024). Deng, Minjie ; Liu, Chang. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001363. Full description at Econpapers || Download paper | |
| 2025 | International production networks and the propagation of financial shocks. (2025). Chen, Sihao. In: Journal of International Economics. RePEc:eee:inecon:v:153:y:2025:i:c:s0022199624001661. Full description at Econpapers || Download paper | |
| 2025 | Avoiding sovereign default contagion: A normative analysis. (2025). Mallucci, Enrico ; de Ferra, Sergio. In: Journal of International Economics. RePEc:eee:inecon:v:154:y:2025:i:c:s0022199624001673. Full description at Econpapers || Download paper | |
| 2025 | Term premia and credit risk in emerging markets: The role of U.S. monetary policy. (2025). Sols, Pavel. In: Journal of International Economics. RePEc:eee:inecon:v:154:y:2025:i:c:s0022199625000017. Full description at Econpapers || Download paper | |
| 2025 | Spillovers of US interest rates: Monetary policy & information effects. (2025). Camara, Santiago. In: Journal of International Economics. RePEc:eee:inecon:v:154:y:2025:i:c:s0022199625000157. Full description at Econpapers || Download paper | |
| 2025 | Sovereign vs. corporate debt and default: More similar than you think. (2025). Trebesch, Christoph ; Reinhart, Carmen ; Meyer, Josefin ; Gopinath, Gita. In: Journal of International Economics. RePEc:eee:inecon:v:155:y:2025:i:c:s0022199625000388. Full description at Econpapers || Download paper | |
| 2025 | Seniority and sovereign default: The role of official multilateral lenders. (2025). Wicht, Adrien. In: Journal of International Economics. RePEc:eee:inecon:v:155:y:2025:i:c:s0022199625000546. Full description at Econpapers || Download paper | |
| 2025 | Drivers of the global financial cycle. (2025). Rogers, John ; Wu, Wenbin ; Sun, BO. In: Journal of International Economics. RePEc:eee:inecon:v:156:y:2025:i:c:s0022199625000443. Full description at Econpapers || Download paper | |
| 2025 | Sovereign Debt Disclosure. (2025). Onder, Yasin ; Guler, Bulent ; Taskin, Temel. In: Journal of International Economics. RePEc:eee:inecon:v:157:y:2025:i:c:s0022199625000741. Full description at Econpapers || Download paper | |
| 2025 | Does inflation targeting track record matter for asset prices? Evidence from stock, bond, and foreign exchange markets. (2025). Zhang, Zhongxia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000319. Full description at Econpapers || Download paper | |
| 2025 | The effects of the counter-cyclical factor on renminbi co-movements. (2025). Sun, Yike. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000344. Full description at Econpapers || Download paper | |
| 2024 | Revisiting the fiscal theory of sovereign risk from a DSGE viewpoint. (2024). OKANO, Eiji ; Inagaki, Kazuyuki ; Eguchi, Masataka. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000192. Full description at Econpapers || Download paper | |
| 2024 | Limits to arbitrage and the term structure of CIP violations. (2024). Chen, Xiaohong ; Wohlfarth, Paul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124000970. Full description at Econpapers || Download paper | |
| 2024 | Interest rates across the world: Global, regional, and idiosyncratic factors. (2024). Zhou, Hang ; Shambaugh, Jay. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:163:y:2024:i:c:s0378426624001092. Full description at Econpapers || Download paper | |
| 2024 | Monetary policy and fragility in corporate bond mutual funds. (2024). Kuong, John Chi-Fong ; Zhang, Jinyuan ; Odonovan, James. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001545. Full description at Econpapers || Download paper | |
| 2025 | Exorbitant privilege? Quantitative easing and the bond market subsidy of prospective fallen angels. (2025). Crosignani, Matteo ; Banerjee, Ryan ; Acharya, Viral V ; Eisert, Tim ; Spigt, Rene. In: Journal of Financial Economics. RePEc:eee:jfinec:v:170:y:2025:i:c:s0304405x25000923. Full description at Econpapers || Download paper | |
| 2024 | Monetary easing, lack of investment and financial instability. (2024). Acharya, Viral V ; Reggiani, Pietro ; Yao, Iris ; Plantin, Guillaume. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:59:y:2024:i:c:s1042957324000287. Full description at Econpapers || Download paper | |
| 2024 | Exchange rates, invoicing currencies and the margins of exports. (2024). Naknoi, Kanda ; Lee, Kwan Yong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560624000032. Full description at Econpapers || Download paper | |
| 2024 | Welfare gains from market insurance: The case of Mexican oil price risk. (2024). Ma, Chang ; Valencia, Fabian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000159. Full description at Econpapers || Download paper | |
| 2024 | Spillovers from US monetary policy: Role of policy drivers and cyclical conditions. (2024). Ostry, Jonathan ; Furceri, Davide ; Peiris, Shanaka Jayanath ; Dominguez, Pablo Gonzalez ; Arbatli-Saxegaard, Elif C. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000408. Full description at Econpapers || Download paper | |
| 2025 | Asset bubbles and financial frictions in small open economies☆. (2025). Mei, Dongzhou ; Dong, Feng ; Xiao, Zehua. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002171. Full description at Econpapers || Download paper | |
| 2025 | The market stabilization role of central bank asset purchases: High-frequency evidence from the COVID-19 crisis. (2025). Bernardini, Marco ; de Nicola, Annalisa. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560624002444. Full description at Econpapers || Download paper | |
| 2025 | How the PBoC’s new MLF affects the yield curve. (2025). Jiang, Lunan ; El-Shagi, Makram. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000622. Full description at Econpapers || Download paper | |
| 2024 | Assessing monetary policy surprises in Japan by high frequency identification. (2024). Sudo, Nao ; Sugisaki, YU ; Nakamura, Fumitaka. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:71:y:2024:i:c:s0889158323000552. Full description at Econpapers || Download paper | |
| 2025 | Information content in yield curve dynamics: Implications for monetary policy. (2025). Hwang, Youngjin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:83:y:2025:i:c:s0164070424000727. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric impacts of U.S. monetary policy on emerging markets: Contagion and macroeconomic determinants. (2024). Madjd-Sadjadi, Zagros ; Iben, Latifa Saleh ; Zehri, Chokri. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000033. Full description at Econpapers || Download paper | |
| 2024 | Comment on “On Wars, Sanctions, and Sovereign Default” by Javier Bianchi and César Sosa-Padilla. (2024). Mihalache, Gabriel. In: Journal of Monetary Economics. RePEc:eee:moneco:v:141:y:2024:i:c:p:71-73. Full description at Econpapers || Download paper | |
| 2025 | Bond market stimulus: Firm-level evidence. (2025). Darmouni, Olivier ; Siani, Kerry Y. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s0304393224001818. Full description at Econpapers || Download paper | |
| 2025 | Foreign exchange interventions in the New-Keynesian model: Policy, transmission, and welfare. (2025). Yakhin, Yossi. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s0304393225000340. Full description at Econpapers || Download paper | |
| 2025 | Sovereign CoCos and debt forgiveness. (2025). Roch, Francisco ; Onder, Yasin ; Hatchondo, Juan Carlos ; Martinez, Leonardo. In: Journal of Monetary Economics. RePEc:eee:moneco:v:153:y:2025:i:c:s0304393225000558. Full description at Econpapers || Download paper | |
| 2025 | Committed to flexible fiscal rules. (2025). Rieth, Malte ; Pagenhardt, Laura ; Grosse-Steffen, Christoph. In: Journal of Monetary Economics. RePEc:eee:moneco:v:154:y:2025:i:c:s0304393225000807. Full description at Econpapers || Download paper | |
| 2025 | Regional financial risk and firms access to trade credit: Evidence from China. (2025). Zhang, Yun ; Shi, Luqing ; Yin, Zhujia ; Song, Linjia ; Yang, Xin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24003949. Full description at Econpapers || Download paper | |
| 2025 | How does the social insurance law affect enterprises business credit?. (2025). Chen, Xinya ; Xu, Ying. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025005386. Full description at Econpapers || Download paper | |
| 2025 | Would an earlier inception of OMT by the ECB have prevented the 2012 Greek default?. (2025). Mder, Nicolas. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005192. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | The Twin Ds: Optimal Default and Devaluation In: American Economic Review. [Full Text][Citation analysis] | article | 83 |
| 2014 | The Twin Ds: Optimal Default and Devaluation.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 83 | paper | |
| 2023 | Sovereign risk and bank lending: evidence from 1999 Turkish earthquake In: BIS Working Papers. [Full Text][Citation analysis] | paper | 32 |
| 2024 | Sovereign risk and bank lending: Evidence from 1999 Turkish Earthquake.(2024) In: Journal of International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
| 2016 | Sovereign Risk and Bank Lending: Evidence from 1999 Turkish Earthquake.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2021 | The Fed takes on corporate credit risk: an analysis of the efficacy of the SMCCF In: BIS Working Papers. [Full Text][Citation analysis] | paper | 82 |
| 2020 | The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | paper | |
| 2024 | The Fed takes on corporate credit risk: An analysis of the efficacy of the SMCCF.(2024) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | article | |
| 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 nother version. Agregated cites: 82 | paper | |
| 2024 | The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF.(2024) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | 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 nother version. Agregated cites: 82 | paper | |
| 2022 | The Two‐Pillar Policy for the RMB In: Journal of Finance. [Full Text][Citation analysis] | article | 7 |
| 2019 | The Two-Pillar Policy for the RMB.(2019) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | 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 nother version. Agregated cites: 5 | paper | |
| 2024 | Accounting for the evolution of Chinas production and trade patterns In: CEP Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Accounting for the evolution of Chinas production and trade patterns.(2024) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Accounting for the Evolution of China’s Production and Trade Patterns.(2024) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | 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 nother 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 | 6 |
| 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 nother version. Agregated cites: 6 | paper | |
| 2015 | A Model of the Twin Ds: Optimal Default and Devaluation.(2015) In: 2015 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2013 | Interest rate swaps and corporate default In: Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2018 | Interest rate swaps and corporate default.(2018) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2013 | Interest rate swaps and corporate default.(2013) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2006 | Interest Rate Swap and Corporate Default.(2006) In: 2006 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 8 | 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 nother 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 | 180 |
| 2007 | Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 180 | 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 nother version. Agregated cites: 180 | 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 nother version. Agregated cites: 180 | paper | |
| 2022 | Sovereign risk and financial risk In: Journal of International Economics. [Full Text][Citation analysis] | article | 23 |
| 2021 | Sovereign Risk and Financial Risk.(2021) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2021 | Sovereign Risk and Financial Risk.(2021) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2021 | Sovereign Risk and Financial Risk.(2021) In: NBER Chapters. [Citation analysis] This paper has nother version. Agregated cites: 23 | chapter | |
| 2021 | Sovereign Risk and Financial Risk.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2012 | Sovereign Risk and Financial Risk.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2013 | Sovereign Risk and Financial Risk.(2013) In: 2013 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2006 | Country spreads and emerging countries: Who drives whom? In: Journal of International Economics. [Full Text][Citation analysis] | article | 737 |
| 2003 | Country spreads and emerging countries.(2003) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 737 | paper | |
| 2003 | Country Spreads and Emerging Countries: Who Drives Whom?.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 737 | paper | |
| 2010 | Sovereign default and debt renegotiation In: Journal of International Economics. [Full Text][Citation analysis] | article | 304 |
| 2005 | Sovereign Default and Debt Renegotiation.(2005) In: 2005 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 304 | paper | |
| 2023 | Interest rate swaps In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| 2021 | The Term Structure of the Excess Bond Premium: Measures and Implications In: Policy Hub. [Full Text][Citation analysis] | article | 2 |
| 2023 | Transmission of Sovereign Risk to Bank Lending In: Policy Hub. [Full Text][Citation analysis] | article | 0 |
| 2024 | Analyzing the Efficacy of the Feds Secondary Market Corporate Credit Facility In: Policy Hub. [Full Text][Citation analysis] | article | 0 |
| 2020 | The Federal Reserves Liquidity Backstops to the Municipal Bond Market during the COVID-19 Pandemic In: Policy Hub. [Full Text][Citation analysis] | article | 0 |
| 2023 | Sovereign Risk and Bank Lending: Theory and Evidence from a Natural Disaster In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 3 |
| 2004 | Country spreads and emerging countries: who drives whom? In: Proceedings. [Full Text][Citation analysis] | article | 9 |
| 2018 | US Monetary Policy and International Bond Markets In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 53 |
| 2019 | US Monetary Policy and International Bond Markets.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | 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 nother version. Agregated cites: 53 | article | |
| 2012 | Exchange rate policy and sovereign bond spreads in developing countries In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 28 |
| 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 nother version. Agregated cites: 28 | 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 nother version. Agregated cites: 28 | article | |
| 2013 | Export dynamics in large devaluations In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
| 2013 | Export dynamics in large devaluations.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2013 | Export Dynamics in Large Devaluations.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2010 | Export Dynamics in Large Devaluations.(2010) In: 2010 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2012 | Export Dynamics in Large Devaluations.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2008 | A solution to the default risk-business cycle disconnect In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 43 |
| 2009 | A Solution to the Default Risk-Business Cycle Disconnect.(2009) In: 2009 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
| 2008 | A Solution to the Disconnect between Country Risk and Business Cycle Theories In: NBER Working Papers. [Full Text][Citation analysis] | paper | 20 |
| 2011 | A General Equilibrium Model of Sovereign Default and Business Cycles In: NBER Working Papers. [Full Text][Citation analysis] | paper | 380 |
| 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 nother version. Agregated cites: 380 | article | |
| 2025 | How Credible is Hong Kongs Currency Peg? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team