Yu Xu

University of Delaware

Alfred Lerner College of Business and Economics

Newark, DE 19716

United States

http://https://www.yuxufinance.net/

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 27,995

SSRN RANKINGS

Top 27,995

in Total Papers Downloads

3,396

SSRN CITATIONS
Rank 15,313

SSRN RANKINGS

Top 15,313

in Total Papers Citations

74

CROSSREF CITATIONS

20

Scholarly Papers (12)

Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads

Journal of Financial Economics, Forthcoming
Number of pages: 67 Posted: 21 Mar 2012 Last Revised: 27 Feb 2020
Hui Chen, Yu Xu and Jun Yang
Massachusetts Institute of Technology, University of Delaware and Bank of Canada
Downloads 1,758 (18,176)
Citation 5

Abstract:

Loading...

credit risk, term structure, business cycle, maturity dynamics, liquidity

Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads

NBER Working Paper No. w18367
Number of pages: 62 Posted: 08 Sep 2012 Last Revised: 10 Mar 2023
Hui Chen, Yu Xu and Jun Yang
Massachusetts Institute of Technology, University of Delaware and Bank of Canada
Downloads 68 (619,744)
Citation 33

Abstract:

Loading...

2.

A Theory of the Term Structure of Interest Rates under Limited Household Risk Sharing

Number of pages: 71 Posted: 09 Feb 2019 Last Revised: 01 Dec 2023
Indrajit Mitra and Yu Xu
Federal Reserve Banks - Federal Reserve Bank of Atlanta and University of Delaware
Downloads 303 (185,113)

Abstract:

Loading...

Interest Rates, Nondiversifiable Labor Income Risk, Labor Market Frictions, Bond Risk Premia

3.

Time-varying Risk Premium and Unemployment Risk Across Age Groups

Review of Financial Studies, Forthcoming
Number of pages: 73 Posted: 06 Mar 2018 Last Revised: 21 Oct 2019
Indrajit Mitra and Yu Xu
Federal Reserve Banks - Federal Reserve Bank of Atlanta and University of Delaware
Downloads 254 (221,492)
Citation 1

Abstract:

Loading...

Time-varying risk premium, labor search, unemployment risk across age groups, labor market cleansing

The Fed Information Effect and Firm-level Investment: Evidence and Theory

Georgia Tech Scheller College of Business Research Paper No. 4451789
Number of pages: 49 Posted: 23 May 2023 Last Revised: 05 Mar 2024
Georgia Institute of Technology - Scheller College of Business, Federal Reserve Banks - Federal Reserve Bank of Atlanta, University of Delaware and Babson College - Finance Division
Downloads 145 (367,363)

Abstract:

Loading...

Monetary Policy, Fed Information Shocks, Heterogeneous Investment Response

The Fed Information Effect and Firm-Level Investment: Evidence and Theory

FRB Atlanta Working Paper No. 2023-6A
Number of pages: 49 Posted: 01 Apr 2024
Georgia Institute of Technology - Scheller College of Business, Federal Reserve Banks - Federal Reserve Bank of Atlanta, University of Delaware and Babson College - Finance Division
Downloads 23 (944,284)

Abstract:

Loading...

monetary policy, Fed information effect, heterogeneous investment response

5.

Illiquidity in Sovereign Debt Markets

Number of pages: 57 Posted: 01 Jul 2018 Last Revised: 06 Dec 2020
Juan Passadore and Yu Xu
Einaudi Institute for Economics and Finance (EIEF) and University of Delaware
Downloads 216 (258,968)
Citation 10

Abstract:

Loading...

Credit Risk, Liquidity Risk, Sovereign Debt, Open Economies

6.

Domestic Banking Fragility and Sovereign Debt Capacity

Number of pages: 59 Posted: 20 Jul 2017 Last Revised: 16 Aug 2022
Yu Xu
University of Delaware
Downloads 163 (333,109)

Abstract:

Loading...

Sovereign Debt, International Reserves, Bank Runs, Gobal Games

7.

High Discounts and Low Fundamental Surplus: An Equivalence Result for Unemployment Fluctuations

Number of pages: 48 Posted: 10 Sep 2021 Last Revised: 31 May 2023
Federal Reserve Banks - Federal Reserve Bank of Atlanta, University of Michigan, Stephen M. Ross School of Business and University of Delaware
Downloads 154 (349,348)

Abstract:

Loading...

Equivalence result, fundamental surplus, unemployment fluctuations, time-varying risk premia, heterogeneity, misspecification.

8.

Growth, Liquidity Provision, International Reserves, and Sovereign Debt Capacity

Number of pages: 64 Posted: 20 Feb 2015
Yu Xu
University of Delaware
Downloads 105 (468,531)
Citation 1

Abstract:

Loading...

Growth, sovereign debt, sovereign default, international reserves, bank runs, twin crises, Bulow and Rogoff (1989) puzzle

9.

Ambiguity and Unemployment Fluctuations

Number of pages: 37 Posted: 16 Mar 2022 Last Revised: 14 Mar 2024
Indrajit Mitra and Yu Xu
Federal Reserve Banks - Federal Reserve Bank of Atlanta and University of Delaware
Downloads 103 (475,100)

Abstract:

Loading...

Ambiguity, model uncertainty, robustness, unemployment, labor search.

10.

Internet Appendix for "A Theory of the Term Structure of Interest Rates under Limited Household Risk Sharing"

Number of pages: 26 Posted: 12 Nov 2020 Last Revised: 29 Sep 2023
Indrajit Mitra and Yu Xu
Federal Reserve Banks - Federal Reserve Bank of Atlanta and University of Delaware
Downloads 53 (689,288)

Abstract:

Loading...

11.

Limited Household Risk Sharing: General Equilibrium Implications for the Term Structure of Interest Rates

FRB Atlanta Working Paper No. 2020-20
Number of pages: 50 Posted: 20 Apr 2021
Indrajit Mitra and Yu Xu
Federal Reserve Banks - Federal Reserve Bank of Atlanta and University of Delaware
Downloads 31 (844,102)

Abstract:

Loading...

interest rates, nondiversifiable labor income risk, labor market frictions, bond risk premia

12.

Internet Appendix for "High Discounts and Low Fundamental Surplus: An Equivalence Result for Unemployment Fluctuations"

Number of pages: 16 Posted: 15 Jun 2023
Federal Reserve Banks - Federal Reserve Bank of Atlanta, University of Michigan, Stephen M. Ross School of Business and University of Delaware
Downloads 20 (944,526)

Abstract:

Loading...

Equivalence result, fundamental surplus, unemployment fluctuations, time-varying risk premia, heterogeneity, misspecification.