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Sherry Xinrui Yu

Personal Details

First Name:Sherry
Middle Name:Xinrui
Last Name:Yu
Suffix:
RePEc Short-ID:pyu213
[This author has chosen not to make the email address public]
https://www.ncf.edu/directory/listing/sherry-yu/
5800 Bay Shore Road Sarasota, Florida 34243
941-487-4207

Affiliation

Economics
New College of Florida

Sarasota, Florida (United States)
http://www.ncf.edu/economics-aoc
RePEc:edi:ecncfus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Khemraj, Tarron & Yu, Sherry, 2020. "Human capital and the COVID-19 pandemic," MPRA Paper 101262, University Library of Munich, Germany.

Articles

  1. Sherry Yu & Lini Zhang, 2019. "The Impact of Monetary Policy and Housing-Purchase Restrictions on Housing Prices in China," International Economic Journal, Taylor & Francis Journals, vol. 33(2), pages 286-309, April.
  2. Sherry X. Yu, 2019. "Bank excess returns and unconventional monetary policy," Applied Economics Letters, Taylor & Francis Journals, vol. 26(13), pages 1067-1071, July.
  3. Yu, Sherry, 2017. "Sovereign and bank Interdependencies—Evidence from the CDS market," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 68-84.
  4. Tarron Khemraj & Sherry Yu, 2016. "The effectiveness of quantitative easing: new evidence on private investment," Applied Economics, Taylor & Francis Journals, vol. 48(28), pages 2625-2635, June.
  5. Sherry Yu, 2016. "The effect of political factors on sovereign default," Review of Political Economy, Taylor & Francis Journals, vol. 28(3), pages 397-416, July.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Sherry X. Yu, 2019. "Bank excess returns and unconventional monetary policy," Applied Economics Letters, Taylor & Francis Journals, vol. 26(13), pages 1067-1071, July.

    Cited by:

    1. Apostolakis, George N. & Floros, Christos & Giannellis, Nikolaos, 2022. "On bank return and volatility spillovers: Identifying transmitters and receivers during crisis periods," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 156-176.

  2. Yu, Sherry, 2017. "Sovereign and bank Interdependencies—Evidence from the CDS market," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 68-84.

    Cited by:

    1. María Cantero‐Saiz & Sergio Sanfilippo‐Azofra & Begoña Torre‐Olmo, 2022. "Sovereign Risk and the Bank Lending Channel: Differences across Countries and the Effects of the Financial Crisis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(1), pages 285-312, February.
    2. Shahzad, Syed Jawad Hussain & Mensi, Walid & Hammoudeh, Shawkat & Balcilar, Mehmet & Shahbaz, Muhammad, 2018. "Distribution specific dependence and causality between industry-level U.S. credit and stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 52(C), pages 114-133.
    3. Mensah, Jones Odei & Premaratne, Gamini, 2017. "Dependence patterns among Asian banking sector stocks: A copula approach," Research in International Business and Finance, Elsevier, vol. 41(C), pages 516-546.
    4. Ribeiro, Pedro Pires & Cermeño, Rodolfo & Curto, José Dias, 2017. "Sovereign bond markets and financial volatility dynamics: Panel-GARCH evidence for six euro area countries," Finance Research Letters, Elsevier, vol. 21(C), pages 107-114.
    5. Syed Jawad Hussain Shahzad & Elie Bouri & Jose Arreola-Hernandez & David Roubaud & Stelios Bekiros, 2019. "Spillover across Eurozone credit market sectors and determinants," Applied Economics, Taylor & Francis Journals, vol. 51(59), pages 6333-6349, December.
    6. Gomez-Puig, Marta & Singh, Manish K. & Sosvilla-Rivero, Simon, 2019. "The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claims analysis," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 1-26.
    7. Nadal De Simone, Francisco, 2021. "Measuring the deadly embrace: Systemic and sovereign risks," Research in International Business and Finance, Elsevier, vol. 56(C).
    8. Foglia, Matteo & Angelini, Eliana, 2020. "The diabolical sovereigns/banks risk loop: A VAR quantile design," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
    9. Michalis-Panayiotis Papafilis & Maria Psillaki & Dimitris Margaritis, 2019. "The Effect of the PSI in the Relationship Between Sovereign and Bank Credit Risk: Evidence from the Euro Area," Multinational Finance Journal, Multinational Finance Journal, vol. 23(3-4), pages 211-272, September.
    10. Bratis, Theodoros & Laopodis, Nikiforos T. & Kouretas, Georgios P., 2020. "Systemic risk and financial stability dynamics during the Eurozone debt crisis," Journal of Financial Stability, Elsevier, vol. 47(C).
    11. Jan Bruha & Evžen Kocenda, 2017. "Financial Stability in Europe: Banking and Sovereign Risk," CESifo Working Paper Series 6453, CESifo.
    12. Li, Haiping & Semeyutin, Artur & Lau, Chi Keung Marco & Gozgor, Giray, 2020. "The relationship between oil and financial markets in emerging economies: The significant role of Kazakhstan as the oil exporting country," Finance Research Letters, Elsevier, vol. 32(C).
    13. Jan Kolesnik, 2021. "The Contagion Effect and its Mitigation in the Modern Banking System," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 1009-1024.

  3. Tarron Khemraj & Sherry Yu, 2016. "The effectiveness of quantitative easing: new evidence on private investment," Applied Economics, Taylor & Francis Journals, vol. 48(28), pages 2625-2635, June.

    Cited by:

    1. Knezevic, David & Nordström, Martin & Österholm, Pär, 2019. "The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy," Working Papers 2019:6, Örebro University, School of Business.
    2. Chen, Hsuan-Chi & Chou, Robin K. & Lin, Chih-Yung & Lu, Chien-Lin, 2022. "Bank loans during the 2008 quantitative easing," Journal of Financial Stability, Elsevier, vol. 59(C).
    3. Meng, Xiangcai & Huang, Chia-Hsing, 2021. "The time-frequency analysis of conventional and unconventional monetary policy: Evidence from Japan," Japan and the World Economy, Elsevier, vol. 59(C).

  4. Sherry Yu, 2016. "The effect of political factors on sovereign default," Review of Political Economy, Taylor & Francis Journals, vol. 28(3), pages 397-416, July.

    Cited by:

    1. Thanh C. Nguyen & Vítor Castro & Justine Wood, 2022. "Political environment and financial crises," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 417-438, January.
    2. Naifar, Nader & Shahzad, Syed Jawad Hussain, 2022. "Tail event-based sovereign credit risk transmission network during COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 45(C).
    3. M. Ayhan Kose & Peter S. O. Nagle & Franziska Ohnsorge & Naotaka Sugawara, 2020. "Can This Time Be Different? Policy Options in Times of Rising Debt," Koç University-TUSIAD Economic Research Forum Working Papers 2008, Koc University-TUSIAD Economic Research Forum.
    4. Nader Naifar, 2020. "What Explains the Sovereign Credit Default Swap Spreads Changes in the GCC Region?," JRFM, MDPI, vol. 13(10), pages 1-22, October.

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