Vivian Zhanwei Yue (岳占崴）
Associate Professor of Economics at Emory University
CQER Senior Research Fellow at the Federal Reserve Bank of Atlanta
NBER Research Associate
Email: vivianyue1@gmail.com
Research
Publications
U.S. Monetary Policy and International Bond Markets, with Simon Gilchrist and Egon Zakrajsek
(Journal of Money, Credit and Banking, forthcoming)
Sovereign Debt - Theory, with Bin Wei
(Oxford Research Encyclopedia of Economics and Finance , forthcoming)
The Twin Ds: Optimal Default and Devaluation, with Seunghoon Na, Stephanie Schmitt-Grohe and Martin Uribe
(American Economic Review, 2018, Vol 108, 1773-1819)
Interest Rate Swaps and Corporate Default, with Urban Jermann
(Journal of Economic Dynamics and Control, 2018, Vol 88, 104-120.)
(Awarded Lamfalussy Research Fellowship from European Central Bank)
The Response of Sovevereign Bond Yields to U.S. Monetary Policy' (with Simon Gilchrist and Egon Zakrajsek)
(Economía Chilena, 2016, 19 (2), 102-126.)
"Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World", Conference Proceedings, 19th Annual conference of the Central Bank of Chile, Edited by Elias Albagli, Diego Saravia, and Michael Woodford.
Exchange Rate Policy and Foreign Bond Spreads in Developing Countries, with Samir Jahjah and Bin Wei
(Journal of Money, Credit and Banking, 2013, Vol 45 (7), 1275-1300)
A General Equilibrium Model Of Sovereign Default and Business Cycles,with Enrique Mendoza
(Quarterly Journal of Economics, 2012, 127 (2), 889-946.)
(earlier version: A Solution to the Disconnect between Country Risk and Business Cycles Theories
Sovereign Default and Debt Renegotiation
Journal of International Economics, 2010, Vol 80 (2), 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, 2008, October, 351-363.
Country Spreads and Emerging Countries: Who Drives Whom? (Joint with Martin Uribe)
Journal of International Economics, 2006, June , Vol (69), 6-36.
(Awarded the Elsevier's Economics and Finance Journals most cited articles in 2005-2009)
Working Papers
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