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GLOBAL YIELD CURVE DYNAMICS AND INTERACTIONS: A DYNAMIC NELSON-SIEGEL APPROACH
Diebold, Francis X.; Li, Canlin; Yue, Vivian Z. - 2007
Persistent link: https://www.econbiz.de/10007887637
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A SOLUTION TO THE DEFAULT RISK-BUSINESS CYCLE DISCONNECT
Mendoza, Enrique G.; Yue, Vivian Z. - 2008
Persistent link: https://www.econbiz.de/10007983684
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COUNTRY SPREADS AND EMERGING COUNTRIES: WHO DRIVES WHOM?
Uribe, Martin; Yue, Vivian Z. - 2003
Persistent link: https://www.econbiz.de/10006966707
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Global yield curve dynamics and interactions: A dynamic Nelson–Siegel approach
Diebold, Francis X.; Li, Canlin; Yue, Vivian Z. - In: Journal of econometrics 146 (2008) 2, pp. 351-364
Persistent link: https://www.econbiz.de/10008898213
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Sovereign default and debt renegotiation
Yue, Vivian Z. - In: Journal of international economics 80 (2010) 2, pp. 176-188
Persistent link: https://www.econbiz.de/10008390167
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Global yield curve dynamics and interactions: A dynamic Nelson–Siegel approach
Diebold, Francis X.; Li, Canlin; Yue, Vivian Z. - In: Journal of econometrics 146 (2008) 2, pp. 351-363
Persistent link: https://www.econbiz.de/10008135093
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Country spreads and emerging countries: Who drives whom?
Uribe, Martin; Yue, Vivian Z. - In: Journal of international economics 69 (2006) 1, pp. 6-36
Persistent link: https://www.econbiz.de/10007632988