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Vivian Zhanwei Yue

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This is information that was supplied by Vivian Yue in registering through RePEc. If you are Vivian Zhanwei Yue , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Vivian
Middle Name: Zhanwei
Last Name: Yue
Suffix:

RePEc Short-ID: pyu120

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
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Affiliation

Department of Economics
New York University (NYU)
Location: New York City, New York (United States)
Homepage: http://econ.as.nyu.edu
Email:
Phone: (212) 998-8900
Fax: (212) 995-4186
Postal: 269 Mercer Street 7th Floor, New York, NY 10003
Handle: RePEc:edi:denyuus (more details at EDIRC)

Works

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Working papers

  1. Enrique G. Mandoza & Vivian Z. Yue, 2008. "A solution to the default risk-business cycle disconnect," International Finance Discussion Papers 924, Board of Governors of the Federal Reserve System (U.S.).
  2. Enrique G. Mendoza & Vivian Z. Yue, 2008. "A Solution to the Disconnect between Country Risk and Business Cycle Theories," NBER Working Papers 13861, National Bureau of Economic Research, Inc.
  3. Francis X. Diebold & Canlin Li & Vivian Z. Yue, 2007. "Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach," PIER Working Paper Archive 07-030, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  4. Urban Jermann & Vivian Z. Yue, 2006. "Interest Rate Swap and Corporate Default," 2006 Meeting Papers 866, Society for Economic Dynamics.
  5. Vivian Z. Yue, 2005. "Sovereign Default and Debt Renegotiation," 2005 Meeting Papers 138, Society for Economic Dynamics.
  6. Vivian Z. Yue & Samir Jahjah, 2004. "Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries," IMF Working Papers 04/210, International Monetary Fund.
  7. Mart´in Uribe & Vivian Z. Yue, 2003. "Country spreads and emerging countries," Pacific Basin Working Paper Series 2004-32, Federal Reserve Bank of San Francisco.
  8. Martin Uribe & Vivian Z. Yue, 2003. "Country Spreads and Emerging Countries: Who Drives Whom?," NBER Working Papers 10018, National Bureau of Economic Research, Inc.

Articles

  1. Yue, Vivian Z., 2010. "Sovereign default and debt renegotiation," Journal of International Economics, Elsevier, vol. 80(2), pages 176-187, March.
  2. Diebold, Francis X. & Li, Canlin & Yue, Vivian Z., 2008. "Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach," Journal of Econometrics, Elsevier, vol. 146(2), pages 351-363, October.
  3. Martin Uribe & Vivian Yue, 2004. "Country spreads and emerging countries: who drives whom?," Proceedings, Federal Reserve Bank of San Francisco, issue Jun.

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (4) 2007-10-13 2007-11-17 2008-03-25 2008-04-29. Author is listed
  2. NEP-CBA: Central Banking (1) 2005-10-22
  3. NEP-DGE: Dynamic General Equilibrium (2) 2008-03-25 2008-04-29. Author is listed
  4. NEP-FIN: Finance (1) 2005-10-22
  5. NEP-FMK: Financial Markets (4) 2005-10-22 2005-12-01 2007-10-13 2007-11-17. Author is listed
  6. NEP-IFN: International Finance (1) 2005-10-22
  7. NEP-MAC: Macroeconomics (3) 2007-10-13 2008-03-25 2008-04-29. Author is listed
  8. NEP-MON: Monetary Economics (3) 2005-10-22 2007-10-13 2007-11-17. Author is listed
  9. NEP-RMG: Risk Management (2) 2008-03-25 2008-04-29. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  2. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  3. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age

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Co-authorship network on CollEc

Corrections

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