Vivian Z. Yue

Emory University

201 Dowman Drive

Atlanta, GA 30322

United States

Federal Reserve Banks - Federal Reserve Bank of Atlanta

1000 Peachtree Street N.E.

Atlanta, GA 30309-4470

United States

SCHOLARLY PAPERS

4

DOWNLOADS

731

SSRN CITATIONS
Rank 34,586

SSRN RANKINGS

Top 34,586

in Total Papers Citations

18

CROSSREF CITATIONS

5

Scholarly Papers (4)

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

Number of pages: 54 Posted: 09 Sep 2020 Last Revised: 16 Aug 2022
Simon Gilchrist, Bin Wei, Vivian Z. Yue and Egon Zakrajsek
New York University (NYU), Federal Reserve Bank of Atlanta, Emory University and Bank for International Settlements (BIS)
Downloads 179 (244,656)
Citation 4

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

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
Simon Gilchrist, Bin Wei, Vivian Z. Yue and Egon Zakrajsek
New York University (NYU), Federal Reserve Bank of Atlanta, Emory University and Bank for International Settlements (BIS)
Downloads 44 (593,496)

Abstract:

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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
Simon Gilchrist, Bin Wei, Vivian Z. Yue and Egon Zakrajsek
New York University (NYU), Federal Reserve Bank of Atlanta, Emory University and Bank for International Settlements (BIS)
Downloads 1 (983,230)
Citation 4
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COVID-19, credit market support facilities, diff-in-diff, event study, purchase effects, Regression Discontinuity

2.
Downloads 237 (189,505)

The Two-Pillar Policy for the RMB

Number of pages: 49 Posted: 18 Apr 2019
Urban J. Jermann, Bin Wei and Vivian Z. Yue
University of Pennsylvania - Finance Department, Federal Reserve Bank of Atlanta and Emory University
Downloads 135 (309,033)

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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
Urban J. Jermann, Bin Wei and Vivian Z. Yue
University of Pennsylvania - Finance Department, Federal Reserve Bank of Atlanta and Emory University
Downloads 102 (378,493)

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

3.
Downloads 182 (241,161)
Citation 1

Liquidity Backstops and Dynamic Debt Runs

Number of pages: 70 Posted: 17 Jun 2015
Bin Wei and Vivian Z. Yue
Federal Reserve Bank of Atlanta and Emory University
Downloads 130 (318,073)
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 Vivian Z. Yue
Federal Reserve Bank of Atlanta and Emory University
Downloads 52 (552,302)

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liquidity backstops, debt run

4.
Downloads 88 (390,838)

Sovereign Risk and Financial Risk

Number of pages: 43 Posted: 01 Feb 2022
Simon Gilchrist, Bin Wei, Vivian Z. Yue and Egon Zakrajsek
New York University (NYU), Federal Reserve Bank of Atlanta, Emory University and Bank for International Settlements (BIS)
Downloads 67 (487,487)

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Sovereign bonds, CDS, Global financial risk, Excess bond premium, Global financial cycle

Sovereign Risk and Financial Risk

FRB Atlanta Working Paper No. 2021-27
Number of pages: 43 Posted: 13 Dec 2021
Simon Gilchrist, Bin Wei, Vivian Z. Yue and Egon Zakrajsek
New York University (NYU), Federal Reserve Bank of Atlanta, Emory University and Bank for International Settlements (BIS)
Downloads 21 (755,794)

Abstract:

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sovereign bonds, CDS, global financial risk, excess bond premium, global financial cycle