Bin Wei

Federal Reserve Bank of Atlanta

Financial Economist and Associate Policy Adviser

1000 Peachtree Street N.E.

Atlanta, GA 30309-4470

United States

http://https://www.frbatlanta.org/research/economists/wei-bin.aspx

SCHOLARLY PAPERS

14

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3,479

SSRN CITATIONS
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SSRN RANKINGS

Top 10,505

in Total Papers Citations

57

CROSSREF CITATIONS

62

Scholarly Papers (14)

Uncertainty, Risk, and Incentives: Theory and Evidence

Sixth Singapore International Conference on Finance 2012 Paper
Number of pages: 38 Posted: 07 Nov 2010 Last Revised: 24 Feb 2013
Zhiguo He, Si Li, Bin Wei and Jianfeng Yu
University of Chicago - Finance, Wilfrid Laurier University - School of Business & Economics, Federal Reserve Bank of Atlanta and Tsinghua University - PBC School of Finance
Downloads 341 (108,012)

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executive compensation, optimal contracting, learning, uncertainty, risk-incentive trade-off

Uncertainty, Risk, and Incentives: Theory and Evidence

Number of pages: 38 Posted: 17 Mar 2012 Last Revised: 24 Feb 2013
Zhiguo He, Si Li, Bin Wei and Jianfeng Yu
University of Chicago - Finance, Wilfrid Laurier University - School of Business & Economics, Federal Reserve Bank of Atlanta and Tsinghua University - PBC School of Finance
Downloads 117 (290,186)

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executive compensation, optimal contracting, learning, uncertainty, risk-incentive trade-off

Uncertainty, Risk, and Incentives: Theory and Evidence

FEDS Working Paper No. 2013-18
Number of pages: 39 Posted: 09 Apr 2013
Zhiguo He, Si Li, Bin Wei and Jianfeng Yu
University of Chicago - Finance, Wilfrid Laurier University - School of Business & Economics, Federal Reserve Bank of Atlanta and Tsinghua University - PBC School of Finance
Downloads 81 (370,121)
Citation 3

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Executive compensation, optimal contracting, learning, uncertainty, risk-incentive trade-off

Endogenous Events and Long Run Returns

Number of pages: 54 Posted: 31 Jan 2005
S. Viswanathan and Bin Wei
Duke University - Fuqua School of Business and Federal Reserve Bank of Atlanta
Downloads 406 (88,398)
Citation 16

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Event studies, long run returns, pseudo-market timing, financial econometrics, unit roots

Endogenous Events and Long-Run Returns

Review of Financial Studies, Vol. 21, Issue 2, pp. 855-888, 2008
Posted: 26 Jun 2008
S. Viswanathan and Bin Wei
Duke University - Fuqua School of Business and Federal Reserve Bank of Atlanta

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G14, G32

3.

Financial Intermediation Chains in an OTC Market

Management Science, Forthcoming
Number of pages: 49 Posted: 14 Mar 2015 Last Revised: 27 Apr 2020
Ji Shen, Bin Wei and Hongjun Yan
London School of Economics & Political Science (LSE), Federal Reserve Bank of Atlanta and DePaul University
Downloads 376 (97,389)
Citation 7

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Search, Chain, Financial Intermediation, Multiplicity, Stability.

4.
Downloads 355 (103,996)
Citation 12

Ambiguity Aversion and Variance Premium

Number of pages: 41 Posted: 17 Mar 2012 Last Revised: 16 May 2012
Jianjun Miao, Bin Wei and Hao Zhou
Boston University - Department of Economics, Federal Reserve Bank of Atlanta and SUSTech Business School
Downloads 310 (119,837)
Citation 9

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Ambiguity aversion, learning, variance premium, regime-shift, belief distortion, return predictability

Ambiguity Aversion and Variance Premium

FRB Atlanta Working Paper No. 2018-14
Number of pages: 41 Posted: 31 Jan 2019 Last Revised: 29 Apr 2020
Jianjun Miao, Bin Wei and Hao Zhou
Boston University - Department of Economics, Federal Reserve Bank of Atlanta and SUSTech Business School
Downloads 45 (498,197)
Citation 3

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ambiguity aversion, learning, variance premium, regime shift, belief distortion

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
International Monetary Fund - INS, Emory University and Federal Reserve Bank of Atlanta
Downloads 220 (169,937)

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

6.
Downloads 338 (109,830)
Citation 20

Optimal Long-Term Contracting with Learning

Chicago Booth Research Paper No. 12-36, Fama-Miller Working Paper
Number of pages: 58 Posted: 25 Jan 2012 Last Revised: 09 Oct 2016
University of Chicago - Finance, Federal Reserve Bank of Atlanta, Tsinghua University - PBC School of Finance and Tsinghua University
Downloads 279 (134,118)
Citation 7

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Executive Compensation, Moral Hazard, Bayesian Learning, Hidden Information, Belief Manipulation, Private Savings, Continuous Time, Stock Options

Optimal Long-Term Contracting with Learning

FRB Atlanta Working Paper No. 2016-10
Number of pages: 58 Posted: 10 Nov 2016 Last Revised: 30 Aug 2017
University of Chicago - Finance, Federal Reserve Bank of Atlanta, Tsinghua University - PBC School of Finance and Tsinghua University
Downloads 59 (440,707)
Citation 10

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executive compensation, moral hazard, Bayesian learning, hidden information, belief manipulation, private savings, continuous time, stock options

7.

A Model of Portfolio Delegation and Strategic Trading

Number of pages: 47 Posted: 17 Mar 2009 Last Revised: 16 Jul 2010
University of Maryland, Cheung Kong Graduate School of Business and Federal Reserve Bank of Atlanta
Downloads 320 (116,567)
Citation 4

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Portfolio Delegation, Information Acquisition, Strategic Trading, Price Informativeness

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

Number of pages: 37 Posted: 09 Sep 2020
New York University (NYU), Federal Reserve Bank of Atlanta, Emory University and Bank for International Settlements (BIS)
Downloads 123 (279,745)

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COVID-19, credit market support facilities, regression discontinuity, diff-in-diff, event study, purchase effects

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: 27 Jun 2021
New York University (NYU), Federal Reserve Bank of Atlanta, Emory University and Bank for International Settlements (BIS)
Downloads 40 (522,271)
Citation 1

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The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF

FRB Atlanta Working Paper No. 2020-18
Number of pages: 33 Posted: 20 Apr 2021
New York University (NYU), Federal Reserve Bank of Atlanta, Emory University and Bank for International Settlements (BIS)
Downloads 25 (611,027)

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COVID-19, credit market support facilities, regression discontinuity, diff-in-diff, event study, purchase effects

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

CEPR Discussion Paper No. DP15258
Number of pages: 36 Posted: 12 Sep 2020
New York University (NYU), Federal Reserve Bank of Atlanta, Emory University and Bank for International Settlements (BIS)
Downloads 1 (812,342)
Citation 3
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COVID-19, credit market support facilities, diff-in-diff, event study, purchase effects, Regression Discontinuity

9.

Managerial Ability, Open-End Fund Flows, and Closed-End Fund Discounts

Number of pages: 47 Posted: 13 Nov 2007
Bin Wei
Federal Reserve Bank of Atlanta
Downloads 181 (203,590)
Citation 1

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Open-End Fund Flows, Closed-End Fund Discounts, Managerial Ability, Asymmetric Information

10.
Downloads 163 (222,739)
Citation 1

Liquidity Backstops and Dynamic Debt Runs

Number of pages: 70 Posted: 17 Jun 2015
Bin Wei and Zhanwei Yue
Federal Reserve Bank of Atlanta and Emory University
Downloads 120 (284,956)
Citation 3

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Liquidity Backstop, Debt Run

Liquidity Backstops and Dynamic Debt Runs

FRB Atlanta Working Paper No. 2015-13
Number of pages: 60 Posted: 10 Dec 2015 Last Revised: 30 Aug 2017
Bin Wei and Zhanwei Yue
Federal Reserve Bank of Atlanta and Emory University
Downloads 43 (507,616)

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liquidity backstop, debt run

11.
Downloads 133 (262,675)

The Two-Pillar Policy for the RMB

Number of pages: 49 Posted: 18 Apr 2019
University of Pennsylvania - Finance Department, Federal Reserve Bank of Atlanta and Emory University
Downloads 95 (334,759)

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Exchange Rate Policy, Two-Pillar Policy, Managed Float, Chinese Currency, Renminbi, RMB, Central Parity, RMB Index

The Two-Pillar Policy for the RMB

FRB Atlanta Working Paper No. 2019-8
Number of pages: 49 Posted: 26 Apr 2019 Last Revised: 29 Apr 2020
University of Pennsylvania - Finance Department, Federal Reserve Bank of Atlanta and Emory University
Downloads 38 (532,371)

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exchange rate policy, two-pillar policy, managed float, Chinese currency, renminbi, RMB, central parity, RMB index

12.

Forecasts of Inflation and Interest Rates in No-Arbitrage Affine Models

FRB Atlanta Working Paper No. 2016-3
Number of pages: 44 Posted: 10 Feb 2016 Last Revised: 30 Aug 2017
Nikolay Gospodinov and Bin Wei
Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 100 (321,589)

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bond prices, TIPS, inflation derivatives, oil prices, no-arbitrage, affine models, out-of-sample forecasting

13.

Ambiguity, Long-Run Risks, and Asset Prices

Number of pages: 61 Posted: 02 Jan 2019
Bin Wei
Federal Reserve Bank of Atlanta
Downloads 85 (356,129)
Citation 1

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smooth ambiguity aversion, long-run risks, equity premium puzzle, risk-free rate puzzle, variance premium puzzle, return predictability

14.

Financial Intermediation Chains in an OTC Market

FRB Atlanta Working Paper No. 2018-15
Number of pages: 66 Posted: 04 Feb 2019 Last Revised: 29 Apr 2020
Ji Shen, Bin Wei and Hongjun Yan
Peking University, Federal Reserve Bank of Atlanta and DePaul University
Downloads 74 (385,962)

Abstract:

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search, chain, financial intermediation, multiplicity, stability