Narrow search
Showing 31 - 40 of 51
Cover Image
Interest rate swaps and corporate default
Jermann, Urban J.; Yue, Vivian Z. - 2013
Persistent link: https://www.econbiz.de/10010408607
Cover Image
Sovereign default and debt renegotiation
Yue, Vivian Z. - In: Journal of international economics 80 (2010) 2, pp. 176-187
Persistent link: https://www.econbiz.de/10003971187
Cover Image
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/10003595017
Cover Image
Country spreads and emerging countries : who drives whom?
Uribe, Martín (contributor); Yue, Vivian Z. (contributor) - 2003
Persistent link: https://www.econbiz.de/10003156375
Cover Image
Country spreads and emerging countries : who drives whom?
Uribe, Martín; Yue, Vivian Z. - In: Journal of international economics 69 (2006) 1, pp. 6-36
Persistent link: https://www.econbiz.de/10003328765
Cover Image
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/10003782998
Cover Image
A solution to the default risk-business cycle disconnect
Mendoza, Enrique G.; Yue, Vivian Z. - 2008
Persistent link: https://www.econbiz.de/10003681152
Cover Image
Interest rate swaps
Wei, Bin; Yue, Vivian Z. - In: Research handbook of financial markets, (pp. 407-428). 2023
Persistent link: https://www.econbiz.de/10014331087
Cover Image
Sovereign Risk and Financial Risk
Gilchrist, Simon; Wei, Bin; Yue, Vivian Z.; Zakrajšek, Egon - National Bureau of Economic Research - 2021
In this paper, we study the interplay between sovereign risk and global financial risk. We show that a substantial portion of the comovement among sovereign spreads is accounted for by changes in global financial risk. We construct bond-level sovereign spreads for dollar-denominated bonds issued...
Persistent link: https://www.econbiz.de/10012696410
Cover Image
Sovereign Risk and Financial Risk
Gilchrist, Simon; Wei, Bin; Yue, Vivian Z.; Zakrajšek, Egon - 2021
In this paper, we study the interplay between sovereign risk and global financial risk. We show that a substantial portion of the comovement among sovereign spreads is accounted for by changes in global financial risk. We construct bond-level sovereign spreads for dollar-denominated bonds issued...
Persistent link: https://www.econbiz.de/10012792718