Bin Wei

Federal Reserve Bank of Atlanta

Financial Economist and Associate Policy Adviser

1000 Peachtree Street N.E.

Atlanta, GA 30309-4470

United States

http://https://www.frbatlanta.org/research/economists/wei-bin.aspx

  • Federal Reserve Bank of Atlanta

SCHOLARLY PAPERS

19

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5,136

SSRN CITATIONS
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SSRN RANKINGS

Top 6,020

in Total Papers Citations

210

CROSSREF CITATIONS

65

Scholarly Papers (19)

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1.

Uncertainty, Risk, and Incentives: Theory and Evidence

Downloads 600 (78,436)
Citation 5

Uncertainty, Risk, and Incentives: Theory and Evidence

Sixth Singapore International Conference on Finance 2012 Paper
Number of pages: 38 Posted: 07 Nov 2010 Last Revised: 24 Feb 2013
Zhiguo He, Si Li, Bin Wei and Jianfeng Yu
University of Chicago - Finance, Wilfrid Laurier University - School of Business & Economics, Federal Reserve Bank of Atlanta and Tsinghua University - PBC School of Finance
Downloads 366 (140,284)

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executive compensation, optimal contracting, learning, uncertainty, risk-incentive trade-off

Uncertainty, Risk, and Incentives: Theory and Evidence

Number of pages: 38 Posted: 17 Mar 2012 Last Revised: 24 Feb 2013
Zhiguo He, Si Li, Bin Wei and Jianfeng Yu
University of Chicago - Finance, Wilfrid Laurier University - School of Business & Economics, Federal Reserve Bank of Atlanta and Tsinghua University - PBC School of Finance
Downloads 130 (373,548)

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executive compensation, optimal contracting, learning, uncertainty, risk-incentive trade-off

Uncertainty, Risk, and Incentives: Theory and Evidence

FEDS Working Paper No. 2013-18
Number of pages: 39 Posted: 09 Apr 2013
Zhiguo He, Si Li, Bin Wei and Jianfeng Yu
University of Chicago - Finance, Wilfrid Laurier University - School of Business & Economics, Federal Reserve Bank of Atlanta and Tsinghua University - PBC School of Finance
Downloads 104 (441,538)
Citation 5

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Executive compensation, optimal contracting, learning, uncertainty, risk-incentive trade-off

2.

Ambiguity Aversion and Variance Premium

Downloads 443 (113,593)
Citation 16

Ambiguity Aversion and Variance Premium

Number of pages: 41 Posted: 17 Mar 2012 Last Revised: 16 May 2012
Jianjun Miao, Bin Wei and Hao Zhou
Boston University - Department of Economics, Federal Reserve Bank of Atlanta and Tsinghua University - PBC School of Finance
Downloads 347 (148,765)
Citation 11

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Ambiguity aversion, learning, variance premium, regime-shift, belief distortion, return predictability

Ambiguity Aversion and Variance Premium

FRB Atlanta Working Paper No. 2018-14
Number of pages: 41 Posted: 31 Jan 2019 Last Revised: 29 Apr 2020
Jianjun Miao, Bin Wei and Hao Zhou
Boston University - Department of Economics, Federal Reserve Bank of Atlanta and Tsinghua University - PBC School of Finance
Downloads 96 (466,856)
Citation 6

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ambiguity aversion, learning, variance premium, regime shifts, belief distortion

3.

Endogenous Events and Long Run Returns

Downloads 431 (117,655)

Endogenous Events and Long Run Returns

Number of pages: 54 Posted: 31 Jan 2005
S. Viswanathan and Bin Wei
Duke University - Fuqua School of Business and Federal Reserve Bank of Atlanta
Downloads 431 (116,179)
Citation 17

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Event studies, long run returns, pseudo-market timing, financial econometrics, unit roots

Endogenous Events and Long-Run Returns

Review of Financial Studies, Vol. 21, Issue 2, pp. 855-888, 2008
Posted: 26 Jun 2008
S. Viswanathan and Bin Wei
Duke University - Fuqua School of Business and Federal Reserve Bank of Atlanta

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G14, G32

4.

Financial Intermediation Chains in an OTC Market

Management Science, Forthcoming
Number of pages: 49 Posted: 14 Mar 2015 Last Revised: 27 Apr 2020
Ji Shen, Bin Wei and Hongjun Yan
London School of Economics & Political Science (LSE), Federal Reserve Bank of Atlanta and DePaul University
Downloads 420 (120,912)
Citation 8

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Search, Chain, Financial Intermediation, Multiplicity, Stability.

5.

Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries

Downloads 236 (120,912)
Citation 1

Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries

FRB International Finance Discussion Paper No. 1049
Number of pages: 42 Posted: 19 Jul 2012 Last Revised: 23 Jul 2012
Samir Jahjah, Vivian Z. Yue and Bin Wei
International Monetary Fund - INS, Emory University and Federal Reserve Bank of Atlanta
Downloads 236 (221,718)

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Sovereign Bond Spread, Exchange Rate Regime, Overvaluation, Debt Crisis

6.

Optimal Long-Term Contracting with Learning

Downloads 405 (126,121)
Citation 28

Optimal Long-Term Contracting with Learning

Chicago Booth Research Paper No. 12-36, Fama-Miller Working Paper
Number of pages: 58 Posted: 25 Jan 2012 Last Revised: 09 Oct 2016
Zhiguo He, Bin Wei, Jianfeng Yu and Feng Gao
University of Chicago - Finance, Federal Reserve Bank of Atlanta, Tsinghua University - PBC School of Finance and Tsinghua University
Downloads 317 (163,948)
Citation 7

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Executive Compensation, Moral Hazard, Bayesian Learning, Hidden Information, Belief Manipulation, Private Savings, Continuous Time, Stock Options

Optimal Long-Term Contracting with Learning

FRB Atlanta Working Paper No. 2016-10
Number of pages: 58 Posted: 10 Nov 2016 Last Revised: 30 Aug 2017
Zhiguo He, Bin Wei, Jianfeng Yu and Feng Gao
University of Chicago - Finance, Federal Reserve Bank of Atlanta, Tsinghua University - PBC School of Finance and Tsinghua University
Downloads 88 (494,021)
Citation 19

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executive compensation, moral hazard, Bayesian learning, hidden information, belief manipulation, private savings, continuous time, stock options

7.

Quantifying ‘Quantitative Tightening’ (QT): How Many Rate Hikes Is QT Equivalent To?

Number of pages: 29 Posted: 24 May 2022
Bin Wei
Federal Reserve Bank of Atlanta
Downloads 390 (131,676)

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monetary policy, quantitative tightening, QT, quantitative easing, QE, rate hikes, preferred-habitat, reserves, reverse repo

8.

A Model of Portfolio Delegation and Strategic Trading

Number of pages: 47 Posted: 17 Mar 2009 Last Revised: 16 Jul 2010
Albert S. Kyle, Hui Ou-Yang and Bin Wei
University of Maryland, Cheung Kong Graduate School of Business and Federal Reserve Bank of Atlanta
Downloads 358 (144,804)
Citation 8

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Portfolio Delegation, Information Acquisition, Strategic Trading, Price Informativeness

9.

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

Downloads 351 (147,890)
Citation 20

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 235 (222,658)
Citation 9

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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

NBER Working Paper No. w27809
Number of pages: 34 Posted: 14 Sep 2020 Last Revised: 26 Jun 2023
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 61 (610,425)
Citation 2

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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 54 (648,501)

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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 (1,093,300)
Citation 14
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COVID-19, credit market support facilities, diff-in-diff, event study, purchase effects, Regression Discontinuity

10.

The Two-Pillar Policy for the RMB

Downloads 314 (166,628)
Citation 3

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 165 (307,537)

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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 149 (335,461)
Citation 3

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

11.

Liquidity Backstops and Dynamic Debt Runs

Downloads 216 (241,929)
Citation 3

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 150 (333,584)
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 66 (585,417)

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liquidity backstops, debt run

12.

Managerial Ability, Open-End Fund Flows, and Closed-End Fund Discounts

Number of pages: 47 Posted: 13 Nov 2007
Bin Wei
Federal Reserve Bank of Atlanta
Downloads 204 (256,229)
Citation 1

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Open-End Fund Flows, Closed-End Fund Discounts, Managerial Ability, Asymmetric Information

13.

Forecasts of Inflation and Interest Rates in No-Arbitrage Affine Models

FRB Atlanta Working Paper No. 2016-3
Number of pages: 44 Posted: 10 Feb 2016 Last Revised: 30 Aug 2017
Nikolay Gospodinov and Bin Wei
Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 150 (332,968)

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bond prices, TIPS, inflation derivatives, oil prices, no-arbitrage, affine models, out-of-sample forecasting

14.

Financial Intermediation Chains in an OTC Market

FRB Atlanta Working Paper No. 2018-15
Number of pages: 66 Posted: 04 Feb 2019 Last Revised: 29 Apr 2020
Ji Shen, Bin Wei and Hongjun Yan
Peking University, Federal Reserve Bank of Atlanta and DePaul University
Downloads 148 (336,615)

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search, chain, financial intermediation, multiplicity, stability

15.

Sovereign Risk and Financial Risk

Downloads 124 (388,320)
Citation 9

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 78 (532,099)

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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 30 (817,860)

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

Sovereign Risk and Financial Risk

NBER Working Paper No. w29501
Number of pages: 44 Posted: 23 Nov 2021 Last Revised: 16 Apr 2023
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 16 (962,497)

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Sovereign Risk and Financial Risk

CEPR Discussion Paper No. DP16750
Number of pages: 46 Posted: 04 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)
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CDS, Excess Bond Premium, Global financial cycle, Global financial risk, Sovereign bonds

16.

Quantifying “Quantitative Tightening” (QT): How Many Rate Hikes Is QT Equivalent To?

FRB Atlanta Working Paper No. 2022-8
Number of pages: 30 Posted: 20 Sep 2022
Bin Wei
Federal Reserve Bank of Atlanta
Downloads 113 (413,132)

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monetary policy, quantitative tightening, QT, quantitative easing, QE, rate hikes, preferred-habitat, reserves, reverse repo

17.

Ambiguity, Long-Run Risks, and Asset Prices

Number of pages: 61 Posted: 02 Jan 2019
Bin Wei
Federal Reserve Bank of Atlanta
Downloads 113 (413,132)
Citation 1

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smooth ambiguity aversion, long-run risks, equity premium puzzle, risk-free rate puzzle, variance premium puzzle, return predictability

18.

Racial Disparities in Mortgage Lending: New Evidence based on Processing Time

Downloads 111 (418,589)
Citation 2

Racial Disparities in Mortgage Lending: New Evidence based on Processing Time

Number of pages: 50 Posted: 06 Jan 2022 Last Revised: 23 Feb 2023
Bin Wei and Feng Zhao
Federal Reserve Bank of Atlanta and University of Texas at Dallas - Jindal School of Management
Downloads 68 (575,896)

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Processing Time, Lending Standards, Racial Disparities, Mortgage Loans

Racial Disparities in Mortgage Lending: New Evidence Based on Processing Time

FRB Atlanta Working Paper No. 2022-1
Number of pages: 50 Posted: 20 Sep 2022
Bin Wei and Feng Zhao
Federal Reserve Bank of Atlanta and University of Texas at Dallas - Jindal School of Management
Downloads 43 (717,618)

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processing time, lending standards, racial disparities, mortgage loans

19.

Forward Guidance and its Effectiveness: A Macro Finance Shadow-Rate Framework

FRB Atlanta Working Paper No. 2023-16
Number of pages: 61 Posted: 18 Oct 2023
Junko Koeda and Bin Wei
Waseda University - School of Political Science and Economics and Federal Reserve Bank of Atlanta
Downloads 9 (988,537)

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forward guidance, effective lower bound (ELB), liftoff, term structure, shadow rate, macro finance, unspanned macro factors