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DP16750 Sovereign Risk and Financial Risk 智库出版物
2021
作者:  Simon Gilchrist;  Bin Wei;  Vivian Yue;  Egon Zakrajšek
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Sovereign bonds  Cds  Global financial risk  Excess bond premium  Global financial cycle  
Sovereign Risk and Financial Risk 智库出版物
2021
作者:  Simon Gilchrist;  Bin Wei;  Vivian Z. Yue;  Egon Zakrajšek
Adobe PDF(493Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2022/10/09
The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 智库出版物
2020
作者:  Simon Gilchrist;  Bin Wei;  Vivian Z. Yue;  Egon Zakrajšek
Adobe PDF(661Kb)  |  收藏  |  浏览/下载:3/0  |  提交时间:2022/10/09
DP15258 The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF 智库出版物
2020
作者:  Simon Gilchrist;  Bin Wei;  Vivian Yue;  Egon Zakrajšek
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Covid-19  Credit market support facilities  Regression discontinuity  Diff-in-diff  Event study  Purchase effects  
US Monetary Policy and International Bond Markets 智库出版物
2019
作者:  Simon Gilchrist;  Vivian Yue;  Egon Zakrajšek
Adobe PDF(562Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/09
DP10697 A Model of the Twin Ds: Optimal Default and Devaluation 智库出版物
2015
作者:  Martín Uribe;  Stephanie Schmitt-Grohé;  Vivian Yue
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Sovereign default  Exchange rates  Optimal monetary policy  Capital controls  Currency pegs  Downward nominal wage rigidity  
The Twin Ds: Optimal Default and Devaluation 智库出版物
2014
作者:  Seunghoon Na;  Stephanie Schmitt-Grohé;  Martin Uribe;  Vivian Z. Yue
收藏  |  浏览/下载:0/0  |  提交时间:2022/10/08
A General Equilibrium Model of Sovereign Default and Business Cycles 智库出版物
2011
作者:  Enrique G. Mendoza;  Vivian Z. Yue
Adobe PDF(436Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/08
A Solution to the Disconnect between Country Risk and Business Cycle Theories 智库出版物
2008
作者:  Enrique G. Mendoza;  Vivian Z. Yue
Adobe PDF(447Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/08
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach 智库出版物
2007
作者:  Francis X. Diebold;  Canlin Li;  Vivian Z. Yue
Adobe PDF(1202Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/08