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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. Hanwei Huang & Jiandong Ju & Vivian Z. Yue, 2024. "Accounting for the evolution of China's production and trade patterns," CEP Discussion Papers dp1997, Centre for Economic Performance, LSE.
  2. Huang, Hanwei & Ju, Jiandong & Yue, Vivian, 2024. "Accounting for the Evolution of China’s Production and Trade Patterns," CEPR Discussion Papers 19257, C.E.P.R. Discussion Papers.
  3. Yusuf Soner Başkaya & Bryan Hardy & Sebnem Kalemli-Ozcan & Vivian Yue, 2023. "Sovereign risk and bank lending: evidence from 1999 Turkish earthquake," BIS Working Papers 1093, Bank for International Settlements.
  4. Yusuf Soner Başkaya & Bryan Hardy & Ṣebnem Kalemli-Özcan & Vivian Z. Yue, 2023. "Sovereign Risk and Bank Lending: Theory and Evidence from a Natural Disaster," FRB Atlanta Working Paper 2023-01, Federal Reserve Bank of Atlanta.
  5. Zakrajsek, Egon & Gilchrist, Simon & Wei, Bin & Yue, Vivian, 2021. "Sovereign Risk and Financial Risk," CEPR Discussion Papers 16750, C.E.P.R. Discussion Papers.
  6. Simon Gilchrist & Bin Wei & Vivian Z Yue & Egon Zakrajšek, 2021. "The Fed takes on corporate credit risk: an analysis of the efficacy of the SMCCF," BIS Working Papers 963, Bank for International Settlements.
  7. Urban J. Jermann & Bin Wei & Vivian Z. Yue, 2019. "The Two-Pillar Policy for the RMB," FRB Atlanta Working Paper 2019-8, Federal Reserve Bank of Atlanta.
  8. Simon Gilchrist & Vivian Z. Yue & Egon Zakrajšek, 2018. "US Monetary Policy and International Bond Markets," Finance and Economics Discussion Series 2018-014, Board of Governors of the Federal Reserve System (U.S.).
  9. Hanwei Huang & Jiandong Ju & Vivian Z. Yue, 2017. "Structural adjustments and international trade: theory and evidence from China," CEP Discussion Papers dp1508, Centre for Economic Performance, LSE.
  10. Uribe, Martín & Schmitt-Grohé, Stephanie & Yue, Vivian & Na, Seunghoon, 2015. "A Model of the Twin Ds: Optimal Default and Devaluation," CEPR Discussion Papers 10697, C.E.P.R. Discussion Papers.
  11. 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.
  12. Bin Wei & Vivian Z. Yue, 2015. "Liquidity backstops and dynamic debt runs," FRB Atlanta Working Paper 2015-13, Federal Reserve Bank of Atlanta.
  13. 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.
  14. 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.).
  15. 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.
  16. Vivian Yue & Bin Wei, 2013. "Dynamic Debt Runs and the Market for Variable Rate Demand Obligations," 2013 Meeting Papers 1308, Society for Economic Dynamics.
  17. Jermann, Urban J. & Yue, Vivian Z., 2013. "Interest rate swaps and corporate default," Working Paper Series 1590, European Central Bank.
  18. 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.).
  19. 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.
  20. Vivian Z. Yue & Sangeeta Pratap & George Alessandria, 2011. "Export Dynamics and Business Cycles in Emerging Economies," 2011 Meeting Papers 1336, Society for Economic Dynamics.
  21. 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.
  22. 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.).
  23. Francis X. Diebold & Canlin Li & Vivian Z. Yue, 2007. "Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach," NBER Working Papers 13588, National Bureau of Economic Research, Inc.
  24. 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.
  25. Vivian Z. Yue, 2005. "Sovereign Default and Debt Renegotiation," 2005 Meeting Papers 138, Society for Economic Dynamics.
  26. Martin Uribe & Vivian Z. Yue, 2003. "Country Spreads and Emerging Countries: Who Drives Whom?," NBER Working Papers 10018, National Bureau of Economic Research, Inc.
  27. Martin Uribe & Vivian Z. Yue, 2003. "Country spreads and emerging countries," Working Paper Series 2004-32, Federal Reserve Bank of San Francisco.
    repec:fip:a00001:88075 is not listed on IDEAS

Articles

  1. Baṣkaya, Yusuf Soner & Hardy, Bryan & Kalemli-Özcan, Ṣebnem & Yue, Vivian, 2024. "Sovereign risk and bank lending: Evidence from 1999 Turkish Earthquake," Journal of International Economics, Elsevier, vol. 150(C).
  2. Gilchrist, Simon & Wei, Bin & Yue, Vivian Z. & Zakrajšek, Egon, 2024. "The Fed takes on corporate credit risk: An analysis of the efficacy of the SMCCF," Journal of Monetary Economics, Elsevier, vol. 146(C).
  3. Yusuf Soner Başkaya & Bryan Hardy & Ṣebnem Kalemli-Özcan & Vivian Z. Yue, 2023. "Transmission of Sovereign Risk to Bank Lending," Policy Hub, Federal Reserve Bank of Atlanta, vol. 2023(2), February.
  4. Urban J. Jermann & Bin Wei & Vivian Z. Yue, 2022. "The Two‐Pillar Policy for the RMB," Journal of Finance, American Finance Association, vol. 77(6), pages 3093-3140, December.
  5. Gilchrist, Simon & Wei, Bin & Yue, Vivian Z. & Zakrajšek, Egon, 2022. "Sovereign risk and financial risk," Journal of International Economics, Elsevier, vol. 136(C).
  6. Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "The Term Structure of the Excess Bond Premium: Measures and Implications," Policy Hub, Federal Reserve Bank of Atlanta, vol. 2021(12), September.
  7. Wei, Bin & Yue, Vivian Z., 2020. "Liquidity backstops and dynamic debt runs," Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
  8. Simon Gilchrist & Vivian Yue & Egon Zakrajšek, 2019. "U.S. Monetary Policy and International Bond Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(S1), pages 127-161, December.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. Enrique G. Mendoza & Vivian Z. Yue, 2012. "A General Equilibrium Model of Sovereign Default and Business Cycles," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 127(2), pages 889-946.
  14. Yue, Vivian Z., 2010. "Sovereign default and debt renegotiation," Journal of International Economics, Elsevier, vol. 80(2), pages 176-187, March.
  15. 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.
  16. Uribe, Martin & Yue, Vivian Z., 2006. "Country spreads and emerging countries: Who drives whom?," Journal of International Economics, Elsevier, vol. 69(1), pages 6-36, June.

Chapters

  1. Bin Wei & Vivian Z. Yue, 2023. "Interest rate swaps," Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 18, pages 407-428, Edward Elgar Publishing.
  2. Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "Sovereign Risk and Financial Risk," NBER Chapters, in: NBER International Seminar on Macroeconomics 2021, National Bureau of Economic Research, Inc.
  3. 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

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Statistics

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This author is among the top 5% authors according to these criteria:
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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 34 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-MAC: Macroeconomics (17) 2007-10-13 2008-03-25 2008-04-29 2011-06-25 2013-06-04 2014-07-28 2015-04-25 2015-07-25 2016-06-18 2018-02-26 2019-07-15 2020-10-05 2021-02-01 2021-05-24 2021-09-27 2021-12-20 2022-01-03. Author is listed
  2. NEP-OPM: Open Economy Macroeconomics (12) 2012-07-23 2013-08-31 2013-10-25 2013-12-06 2014-07-28 2015-04-25 2015-07-25 2015-08-25 2022-01-03 2022-10-31 2023-05-22 2023-05-29. Author is listed
  3. NEP-MON: Monetary Economics (11) 2007-10-13 2007-11-17 2012-07-23 2015-04-25 2015-07-25 2018-02-26 2019-05-06 2019-07-15 2020-10-05 2021-09-27 2024-04-08. Author is listed
  4. NEP-CBA: Central Banking (10) 2011-06-25 2014-07-28 2015-04-25 2015-07-25 2015-08-25 2018-02-26 2019-05-06 2019-07-15 2020-10-05 2024-04-08. Author is listed
  5. NEP-DGE: Dynamic General Equilibrium (8) 2008-03-25 2008-04-29 2011-06-25 2013-06-04 2013-08-31 2013-10-25 2013-12-06 2015-08-25. Author is listed
  6. 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
  7. NEP-RMG: Risk Management (6) 2008-03-25 2008-04-29 2013-11-16 2021-12-20 2022-01-03 2022-10-31. Author is listed
  8. NEP-CNA: China (5) 2017-11-12 2018-02-12 2019-05-06 2024-06-17 2024-06-17. Author is listed
  9. NEP-FMK: Financial Markets (5) 2005-12-01 2007-10-13 2007-11-17 2021-12-20 2022-01-03. Author is listed
  10. NEP-INT: International Trade (5) 2013-06-04 2013-08-31 2017-11-12 2018-02-12 2024-06-17. Author is listed
  11. NEP-IFN: International Finance (4) 2012-07-23 2019-07-15 2021-12-20 2022-01-03
  12. NEP-BAN: Banking (3) 2021-09-27 2023-05-22 2024-04-08
  13. NEP-TRA: Transition Economics (3) 2017-11-12 2018-02-12 2019-05-06
  14. NEP-ARA: MENA - Middle East and North Africa (2) 2016-06-18 2023-05-22
  15. NEP-FDG: Financial Development and Growth (2) 2021-12-20 2023-05-22
  16. NEP-CWA: Central and Western Asia (1) 2016-06-18
  17. NEP-DES: Economic Design (1) 2023-05-29
  18. NEP-DEV: Development (1) 2012-07-23
  19. NEP-ENV: Environmental Economics (1) 2023-05-29
  20. NEP-ISF: Islamic Finance (1) 2021-09-27

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