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Vivian Zhanwei Yue

Personal Details

First Name:Vivian
Middle Name:Zhanwei
Last Name:Yue
Suffix:
RePEc Short-ID:pyu120
[This author has chosen not to make the email address public]
Terminal Degree:2005 Department of Economics; University of Pennsylvania (from RePEc Genealogy)

Affiliation

Department of Economics
Emory University

Atlanta, Georgia (United States)
http://www.economics.emory.edu/

:


RePEc:edi:deemous (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Simon Gilchrist & Vivian Z. Yue & Egon Zakrajsek, 2018. "US Monetary Policy and International Bond Markets," Finance and Economics Discussion Series 2018-014, Board of Governors of the Federal Reserve System (US).
  2. Huang, Hanwei & Ju, Jiandong & Yue, Vivian Z., 2017. "Structural adjustments and international trade: theory and evidence from China," LSE Research Online Documents on Economics 86601, London School of Economics and Political Science, LSE Library.
  3. Vivian Yue & Jing Zhang & Kei-Mu Yi, 2015. "Factor Accumulation, Specialization, and Long Run Growth in China," 2015 Meeting Papers 944, Society for Economic Dynamics.
  4. Na, Seunghoon & Schmitt-Grohe, Stephanie & Uribe, Martin & Yue, Vivian Z., 2015. "A model of the Twin Ds: optimal default and devaluation," FRB Atlanta CQER Working Paper 2015-1, Federal Reserve Bank of Atlanta.
  5. Wei, Bin & Yue, Vivian Z., 2015. "Liquidity backstops and dynamic debt runs," FRB Atlanta Working Paper 2015-13, Federal Reserve Bank of Atlanta.
  6. Seunghoon Na & Stephanie Schmitt-Grohé & Martin Uribe & Vivian Z. Yue, 2014. "The Twin Ds: Optimal Default and Devaluation," NBER Working Papers 20314, National Bureau of Economic Research, Inc.
  7. George Alessandria & Sangeeta Pratap & Vivian Z. Yue, 2013. "Export dynamics in large devaluations," International Finance Discussion Papers 1087, Board of Governors of the Federal Reserve System (U.S.).
  8. Vivian Yue & Jiandong Ju, 2013. "A Unified Model of Structural Adjustments and International Trade: Theory and Evidence from China," 2013 Meeting Papers 859, Society for Economic Dynamics.
  9. Vivian Yue & Bin Wei, 2013. "Dynamic Debt Runs and the Market for Variable Rate Demand Obligations," 2013 Meeting Papers 1308, Society for Economic Dynamics.
  10. Vivian Yue, 2012. "Sovereign Risk and Financial Risk," 2012 Meeting Papers 318, Society for Economic Dynamics.
  11. Samir Jahjah & Bin Wei & Vivian Z. Yue, 2012. "Exchange rate policy and sovereign bond spreads in developing countries," International Finance Discussion Papers 1049, Board of Governors of the Federal Reserve System (U.S.).
  12. Enrique G. Mendoza & Vivian Z. Yue, 2011. "A General Equilibrium Model of Sovereign Default and Business Cycles," NBER Working Papers 17151, National Bureau of Economic Research, Inc.
  13. Vivian Z. Yue & Sangeeta Pratap & George Alessandria, 2011. "Export Dynamics and Business Cycles in Emerging Economies," 2011 Meeting Papers 1336, Society for Economic Dynamics.
  14. 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.
  15. 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.).
  16. 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.
  17. Vivian Z. Yue & Enrique G. Mendoza, 2007. "Solving the Country Risk-Business Cycles Disconnect: Endogenous Output Collapse in a Model of Sovereign Default," 2007 Meeting Papers 46, Society for Economic Dynamics.
  18. Urban Jermann & Vivian Z. Yue, 2006. "Interest Rate Swap and Corporate Default," 2006 Meeting Papers 866, Society for Economic Dynamics.
  19. Vivian Z. Yue, 2005. "Sovereign Default and Debt Renegotiation," 2005 Meeting Papers 138, Society for Economic Dynamics.
  20. Martin Uribe & Vivian Z. Yue, 2003. "Country Spreads and Emerging Countries: Who Drives Whom?," NBER Working Papers 10018, National Bureau of Economic Research, Inc.
  21. Mart´in Uribe & Vivian Z. Yue, 2003. "Country spreads and emerging countries," Working Paper Series 2004-32, Federal Reserve Bank of San Francisco.

Articles

  1. Jermann, Urban J. & Yue, Vivian Z., 2018. "Interest rate swaps and corporate default," Journal of Economic Dynamics and Control, Elsevier, vol. 88(C), pages 104-120.
  2. Seunghoon Na & Stephanie Schmitt-Grohé & Martín Uribe & Vivian Yue, 2018. "The Twin Ds: Optimal Default and Devaluation," American Economic Review, American Economic Association, vol. 108(7), pages 1773-1819, July.
  3. Simon Gilchrist & Egon Zakrajšek & Vivian Z. Yue, 2016. "The response of sovereign bond yields to U.S. monetary policy," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 19(2), pages 102-106, August.
  4. Samir Jahjah & Bin Wei & Vivian Zhanwei Yue, 2013. "Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1275-1300, October.
  5. Enrique G. Mendoza & Vivian Z. Yue, 2012. "A General Equilibrium Model of Sovereign Default and Business Cycles," The Quarterly Journal of Economics, Oxford University Press, vol. 127(2), pages 889-946.
  6. Yue, Vivian Z., 2010. "Sovereign default and debt renegotiation," Journal of International Economics, Elsevier, vol. 80(2), pages 176-187, March.
  7. 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.
  8. Martin Uribe & Vivian Z. Yue, 2004. "Country spreads and emerging countries: who drives whom?," Proceedings, Federal Reserve Bank of San Francisco, issue Jun.

Chapters

  1. Simon Gilchrist & Vivian Z. Yue & Egon Zakrajšek, 2016. "The Response of Sovereign Bond Yields to U.S. Monetary Policy," Central Banking, Analysis, and Economic Policies Book Series,in: Elías Albagli & Diego Saravia & Michael Woodford (ed.), Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World, edition 1, volume 24, chapter 8, pages 257-283 Central Bank of Chile.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Discounted by Citation Age
  2. Number of Citations, Weighted by Simple Impact Factor
  3. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  4. Number of Citations, Weighted by Recursive Impact Factor
  5. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  6. Number of Citations, Weighted by Number of Authors
  7. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  9. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  11. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  12. Number of Registered Citing Authors
  13. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  14. Euclidian citation score
  15. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 24 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (10) 2008-03-25 2008-04-29 2011-06-25 2013-06-04 2013-08-31 2013-10-25 2013-12-06 2014-08-28 2014-08-28 2015-08-25. Author is listed
  2. NEP-OPM: Open Economy Macroeconomics (10) 2012-07-23 2013-08-31 2013-10-25 2013-12-06 2014-07-28 2014-08-28 2014-08-28 2015-04-25 2015-07-25 2015-08-25. Author is listed
  3. NEP-MAC: Macroeconomics (9) 2007-10-13 2008-03-25 2008-04-29 2011-06-25 2013-06-04 2014-07-28 2015-04-25 2015-07-25 2018-02-26. Author is listed
  4. NEP-CBA: Central Banking (7) 2011-06-25 2014-07-28 2014-08-28 2015-04-25 2015-07-25 2015-08-25 2018-02-26. Author is listed
  5. NEP-BEC: Business Economics (6) 2007-10-13 2007-11-17 2008-03-25 2008-04-29 2011-06-25 2013-12-06. Author is listed
  6. NEP-MON: Monetary Economics (6) 2007-10-13 2007-11-17 2012-07-23 2015-04-25 2015-07-25 2018-02-26. Author is listed
  7. NEP-INT: International Trade (4) 2013-06-04 2013-08-31 2017-11-12 2018-02-12
  8. NEP-RMG: Risk Management (4) 2008-03-25 2008-04-29 2013-11-16 2014-08-25
  9. NEP-FMK: Financial Markets (3) 2005-12-01 2007-10-13 2007-11-17
  10. NEP-CNA: China (2) 2017-11-12 2018-02-12
  11. NEP-TRA: Transition Economics (2) 2017-11-12 2018-02-12
  12. NEP-DEV: Development (1) 2012-07-23
  13. NEP-IFN: International Finance (1) 2012-07-23

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