Yu Xu

University of Delaware

Alfred Lerner College of Business and Economics

Newark, DE 19716

United States

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

SCHOLARLY PAPERS

9

DOWNLOADS
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SSRN RANKINGS

Top 27,745

in Total Papers Downloads

2,259

SSRN CITATIONS
Rank 25,250

SSRN RANKINGS

Top 25,250

in Total Papers Citations

18

CROSSREF CITATIONS

20

Scholarly Papers (9)

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 1,526 (14,895)
Citation 5

Abstract:

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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: 09 Sep 2021
Hui Chen, Yu Xu and Jun Yang
Massachusetts Institute of Technology, University of Delaware and Bank of Canada
Downloads 22 (648,193)
Citation 7

Abstract:

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2.

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 182 (208,817)
Citation 1

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

3.

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

Number of pages: 64 Posted: 09 Feb 2019 Last Revised: 22 Jun 2021
Indrajit Mitra and Yu Xu
Federal Reserve Banks - Federal Reserve Bank of Atlanta and University of Delaware
Downloads 163 (228,322)

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

4.

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 126 (280,352)
Citation 7

Abstract:

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Credit Risk, Liquidity Risk, Sovereign Debt, Open Economies

Domestic Banking Fragility and Sovereign Debt Capacity

Number of pages: 64 Posted: 20 Jul 2017 Last Revised: 15 Sep 2017
Yu Xu
University of Delaware
Downloads 110 (310,689)

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Sovereign Debt, International Reserves, Bank Runs, Gobal Games

Domestic Banking Fragility and Sovereign Debt Capacity

Number of pages: 64 Posted: 20 Jul 2017
Yu Xu
University of Delaware
Downloads 4 (797,089)

Abstract:

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Sovereign Debt, International Reserves, Bank Runs, Gobal Games

6.

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

Number of pages: 64 Posted: 20 Feb 2015
Yu Xu
University of Delaware
Downloads 75 (392,561)
Citation 1

Abstract:

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

7.

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

Number of pages: 31 Posted: 10 Sep 2021
Federal Reserve Banks - Federal Reserve Bank of Atlanta, University of Michigan, Stephen M. Ross School of Business and University of Delaware
Downloads 30 (576,479)

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

8.

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

Number of pages: 8 Posted: 12 Nov 2020 Last Revised: 22 Jun 2021
Indrajit Mitra and Yu Xu
Federal Reserve Banks - Federal Reserve Bank of Atlanta and University of Delaware
Downloads 14 (686,403)

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9.

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 7 (741,316)

Abstract:

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