CQER Senior Research Fellow at the Federal Reserve Bank of Atlanta NBER Research Associate Email: vivianyue1@gmail.com ResearchPublications The Twin Ds: Optimal Default and Devaluation, with Seunghoon Na, Stephanie Schmitt-Grohe and Martin Uribe (American Economic Review, Vol 108, 2018, 1773-1819) Interest Rate Swaps and Corporate Default, with Urban Jermann The Response of Sovevereign Bond Yields to U.S. Monetary Policy' (with Simon Gilchrist and Egon Zakrajsek) Exchange Rate Policy and Foreign Bond Spreads in Developing Countries, with Samir Jahjah and Bin Wei A
General Equilibrium Model Of Sovereign Default and Business Cycles,with Enrique Mendoza Journal of International Economics, 80 (2), March 2010, 176-187. (Awarded the Bhagwati Prize for the Best Paper published in the Journal of International Economics during 2010-2011) Global Yield Curve Dynamics and Interactions: A Generalized Nelson-Siegel Approach (Joint with Francis X. Diebold and Canlin Li) Journal of Econometrics, October 2008, 351-363. Country Spreads and Emerging Countries: Who Drives Whom? (Joint with Martin Uribe) Journal of International Economics, 69, June 2006, 6-36. (Awarded the Elsevier's Economics and Finance Journals most cited articles in 2005-2009) Working Papers Sovereign Debt - Theory, with Bin Wei Structural Adjustments and International Trade: Theory and Evidence from China, with Hanwei Huang and Jiandong Ju The Two-Pillar Policy for the RMB, withUrban Jermann and Bin Wei Export Dynamics in Large Devaluations, with George Alessandria and Sangeeta Pratap
Liquidity Backstops and Dynamic Debt Runs, with Bin Wei U.S. Monetary Policy and International Bond Markets, with Simon Gilchrist and Egon Zakrajsek |
