Vivian Z. Yue

Emory University

Associate Professor

1602 Fishburne Dr

Atlanta, GA 30327

United States

http://vivianyue.com

Federal Reserve Bank of Atlanta

1000 Peachtree Street N.E.

Atlanta, GA 30309-4470

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 28,079

SSRN RANKINGS

Top 28,079

in Total Papers Downloads

2,089

SSRN CITATIONS
Rank 1,174

SSRN RANKINGS

Top 1,174

in Total Papers Citations

293

CROSSREF CITATIONS

724

Scholarly Papers (10)

Country Spreads and Emerging Countries: Who Drives Whom?

Number of pages: 45 Posted: 13 Oct 2003
Martín Uribe and Vivian Z. Yue
Columbia University - Graduate School of Arts and Sciences - Department of Economics and Emory University
Downloads 373 (95,464)
Citation 1

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Country Risk Premium, Business Cycles, Small Open Economy

Country Spreads and Emerging Countries: Who Drives Whom?

NBER Working Paper No. w10018
Number of pages: 46 Posted: 13 Oct 2003 Last Revised: 17 May 2021
Martín Uribe and Vivian Z. Yue
Columbia University - Graduate School of Arts and Sciences - Department of Economics and Emory University
Downloads 36 (533,083)
Citation 59

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Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach

PIER Working Paper No. 07-030
Number of pages: 39 Posted: 03 Oct 2007
Francis X. Diebold, Canlin Li and Vivian Z. Yue
University of Pennsylvania - Department of Economics, University of California, Riverside (UCR) - A. Gary Anderson Graduate School of Management and Emory University
Downloads 318 (114,264)
Citation 1

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Term Structure, Interest Rate, Dynamic Factor Model, Global Yield, World Yield, Bond Market

Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach

NBER Working Paper No. w13588
Number of pages: 44 Posted: 14 Nov 2007 Last Revised: 19 Aug 2010
Francis X. Diebold, Canlin Li and Vivian Z. Yue
University of Pennsylvania - Department of Economics, University of California, Riverside (UCR) - A. Gary Anderson Graduate School of Management and Emory University
Downloads 62 (421,961)
Citation 6

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Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries

FRB International Finance Discussion Paper No. 1049
Number of pages: 42 Posted: 19 Jul 2012 Last Revised: 23 Jul 2012
Samir Jahjah, Vivian Z. Yue and Bin Wei
International Monetary Fund - INS, Emory University and Federal Reserve Bank of Atlanta
Downloads 220 (166,575)

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Sovereign Bond Spread, Exchange Rate Regime, Overvaluation, Debt Crisis

Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries

IMF Working Paper No. 04/210
Number of pages: 36 Posted: 09 Feb 2006
Samir Jahjah and Vivian Z. Yue
International Monetary Fund - INS and Emory University
Downloads 122 (276,057)

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Sovereign Credit Spreads, Exchange Rate Regimes, Overvaluation, Debt Crises

A Solution to the Default Risk-Business Cycle Disconnect

FRB International Finance Discussion Paper No. 924
Number of pages: 48 Posted: 14 Apr 2008
Enrique G. Mendoza and Vivian Z. Yue
National Bureau of Economic Research (NBER) and Emory University
Downloads 194 (187,550)
Citation 29

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Business cycles, sovereign default, emerging economies

A Solution to the Disconnect between Country Risk and Business Cycle Theories

NBER Working Paper No. w13861
Number of pages: 46 Posted: 19 Mar 2008 Last Revised: 17 May 2021
Enrique G. Mendoza and Vivian Z. Yue
National Bureau of Economic Research (NBER) and Emory University
Downloads 30 (567,078)

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Downloads 197 (185,068)
Citation 4

Interest Rate Swaps and Corporate Default

ECB Working Paper No. 1590
Number of pages: 43 Posted: 10 Oct 2013
Urban J. Jermann and Vivian Z. Yue
University of Pennsylvania - Finance Department and Emory University
Downloads 166 (215,179)

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Interest Rate Swaps, Corporate Default, Risk Management, Swap Position, Debt Pricing

Interest Rate Swaps and Corporate Default

FRB International Finance Discussion Paper No. 1090
Number of pages: 47 Posted: 30 May 2017
Urban J. Jermann and Vivian Z. Yue
University of Pennsylvania - Finance Department and Emory University
Downloads 31 (561,120)
Citation 2

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The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the Smccf

NBER Working Paper No. w27809
Number of pages: 34 Posted: 14 Sep 2020 Last Revised: 15 Sep 2020
Simon Gilchrist, Bin Wei, Vivian Z. Yue and Egon Zakrajsek
New York University (NYU), Federal Reserve Banks - Federal Reserve Bank of Atlanta, Emory University and Board of Governors of the Federal Reserve System
Downloads 38 (522,857)

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Downloads 163 (218,322)
Citation 5

Us Monetary Policy and International Bond Markets

FEDS Working Paper No. 2018-014
Number of pages: 34 Posted: 18 Feb 2018 Last Revised: 29 Apr 2020
Simon Gilchrist, Vivian Z. Yue and Egon Zakrajsek
New York University (NYU), Emory University and Board of Governors of the Federal Reserve System
Downloads 157 (225,793)

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Conventional and unconventional US monetary policy, Financial spillovers, Sovereign yields and credit spreads

Us Monetary Policy and International Bond Markets

NBER Working Paper No. w26012
Number of pages: 35 Posted: 01 Jul 2019 Last Revised: 28 Jan 2021
Simon Gilchrist, Vivian Z. Yue and Egon Zakrajsek
New York University (NYU), Emory University and Board of Governors of the Federal Reserve System
Downloads 6 (748,137)
Citation 4

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Downloads 120 (278,223)
Citation 5

Export Dynamics in Large Devaluations

FRB of Philadelphia Working Paper No. 13-33
Number of pages: 53 Posted: 13 Aug 2013
George Alessandria, Sangeeta Pratap and Vivian Z. Yue
Federal Reserve Bank of Philadelphia, Dept. of Economics Hunter College and Graduate Center, CUNY and Emory University
Downloads 85 (352,795)
Citation 6

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Export Dynamics, Devaluation, Net Exports

Export Dynamics in Large Devaluations

HKIMR Working Paper No.06/2013
Number of pages: 48 Posted: 11 May 2013
George Alessandria, Sangeeta Pratap and Vivian Z. Yue
Federal Reserve Bank of Philadelphia, Dept. of Economics Hunter College and Graduate Center, CUNY and Emory University
Downloads 26 (593,035)
Citation 2

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Export Dynamics, Devaluation, Net Exports

Export Dynamics in Large Devaluations

FRB International Finance Discussion Paper No. 1087
Number of pages: 63 Posted: 30 May 2017
George Alessandria, Sangeeta Pratap and Vivian Z. Yue
Federal Reserve Bank of Philadelphia, Dept. of Economics Hunter College and Graduate Center, CUNY and Emory University
Downloads 9 (723,251)

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A General Equilibrium Model of Sovereign Default and Business Cycles

IMF Working Paper No. 11/166
Number of pages: 56 Posted: 19 Jul 2011
Vivian Z. Yue and Enrique G. Mendoza
Emory University and National Bureau of Economic Research (NBER)
Downloads 100 (317,861)
Citation 35

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A General Equilibrium Model of Sovereign Default and Business Cycles

NBER Working Paper No. w17151
Number of pages: 55 Posted: 20 Jun 2011 Last Revised: 14 May 2021
Enrique G. Mendoza and Vivian Z. Yue
National Bureau of Economic Research (NBER) and Emory University
Downloads 20 (636,176)
Citation 19

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A Model of the Twin Ds: Optimal Default and Devaluation

FRB Atlanta CQER Working Paper No. 15-1
Number of pages: 32 Posted: 16 Apr 2015
Purdue University - Department of Economics, Centre for Economic Policy Research (CEPR), Columbia University - Graduate School of Arts and Sciences - Department of Economics and Emory University
Downloads 78 (371,620)

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sovereign default, exchange rates, optimal monetary policy, capital controls, downward nominal wage rigidity, currency pegs

The Twin Ds: Optimal Default and Devaluation

NBER Working Paper No. w20314
Number of pages: 55 Posted: 24 Jul 2014
Purdue University - Department of Economics, Centre for Economic Policy Research (CEPR), Columbia University - Graduate School of Arts and Sciences - Department of Economics and Emory University
Downloads 18 (651,361)

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A Model of the Twin Ds: Optimal Default and Devaluation

CEPR Discussion Paper No. DP10697
Number of pages: 34 Posted: 13 Jul 2015
Purdue University - Department of Economics, Centre for Economic Policy Research (CEPR), Columbia University - Graduate School of Arts and Sciences - Department of Economics and Emory University
Downloads 0
Citation 16
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capital controls, currency pegs, downward nominal wage rigidity, exchange rates, optimal monetary policy, sovereign default