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Vivian Zhanwei Yue
Vivian Zhanwei Yue
Emory University and Federal Reserve Bank of Atlanta
Verified email at emory.edu - Homepage
Title
Cited by
Cited by
Year
Country spreads and emerging countries: Who drives whom?
M Uribe, VZ Yue
Journal of international Economics 69 (1), 6-36, 2006
13322006
A general equilibrium model of sovereign default and business cycles
EG Mendoza, VZ Yue
The Quarterly Journal of Economics 127 (2), 889-946, 2012
847*2012
Sovereign default and debt renegotiation
VZ Yue
Journal of international Economics 80 (2), 176-187, 2010
7042010
Global yield curve dynamics and interactions: a dynamic Nelson–Siegel approach
FX Diebold, C Li, VZ Yue
Journal of Econometrics 146 (2), 351-363, 2008
4102008
The twin ds: Optimal default and devaluation
S Na, S Schmitt-Grohé, M Uribe, V Yue
American Economic Review 108 (7), 1773-1819, 2018
162*2018
US monetary policy and international bond markets
S Gilchrist, V Yue, E Zakrajšek
Journal of Money, Credit and Banking 51, 127-161, 2019
125*2019
The Fed takes on corporate credit risk: An analysis of the efficacy of the SMCCF
S Gilchrist, B Wei, VZ Yue, E Zakrajšek
Journal of Monetary Economics, 103573, 2024
1242024
Export growth and aggregate dynamics in large devaluations
G Alessandria, S Pratap, V Yue
mimeo, 2018
80*2018
Exchange rate policy and sovereign bond spreads in developing countries
S Jahjah, B Wei, VZ Yue
Journal of Money, Credit and Banking 45 (7), 1275-1300, 2013
77*2013
Sovereign risk and financial risk
S Gilchrist, B Wei, VZ Yue, E Zakrajsek
Journal of International Economics, 2022
582022
Interest rate swaps and corporate default
UJ Jermann, VZ Yue
Journal of Economic Dynamics and Control 88, 104-120, 2018
412018
THE RESPONSE OF SOVEREIGN BOND YIELDS TO US MONETARY POLICY
S Gilchrist, E Zakrajsek, VZ Yue
Economía Chilena 19 (2), 102, 2016
362016
Structural adjustments and international trade: Theory and evidence from China
H Huang, J Ju, VZ Yue
Centre for Economic Performance, London School of Economics and Political …, 2019
27*2019
A solution to the disconnect between country risk and business cycle theories
EG Mendoza, VZ Yue
National Bureau of Economic Research, 2008
252008
Sovereign risk and bank lending: Evidence from 1999 Turkish Earthquake
YS Baṣkaya, B Hardy, Ṣ Kalemli-Özcan, V Yue
Journal of International Economics, 103918, 2024
24*2024
The Two‐Pillar Policy for the RMB
UJ Jermann, B Wei, VZ Yue
The Journal of Finance 77 (6), 3093-3140, 2022
232022
Liquidity backstops and dynamic debt runs
B Wei, Z Yue
Journal of Economic Dynamics and Control, 2020
13*2020
The Federal Reserve’s liquidity backstops to the municipal bond market during the COVID-19 pandemic
B Wei, VZ Yue
Policy Hub 5, 2020
122020
Sovereign debt: theory
VZ Yue, B Wei
Oxford Research Encyclopedia of Economics and Finance, 2019
112019
The term structure of the excess bond premium: Measures and implications
S Gilchrist, B Wei, VZ Yue, E Zakrajšek
Atlanta Federal Reserve, 2021
72021
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Articles 1–20