Details about Bin Wei

Homepage:https://sites.google.com/site/binweiresearch/
Workplace:Economic Research Department, Federal Reserve Bank of Atlanta, (more information at EDIRC)

Access statistics for papers by Bin Wei.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pwe357

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Working Papers

2024

  1. Quantifying Forward Guidance and Yield Curve Control
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads
  2. The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF
    Working Papers, Federal Reserve Bank of Boston Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) Downloads View citations (54)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2020) Downloads View citations (29)
    BIS Working Papers, Bank for International Settlements (2021) Downloads View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (51)

2022

  1. Quantifying "Quantitative Tightening" (QT): How Many Rate Hikes Is QT Equivalent To?
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads
  2. Racial Disparities in Mortgage Lending: New Evidence Based on Processing Time
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads

2021

  1. Ambiguity, Long-Run Risks, and Asset Prices
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads
  2. Sovereign Risk and Financial Risk
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2021) Downloads View citations (2)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2021) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021) Downloads
    See also Journal Article Sovereign risk and financial risk, Journal of International Economics, Elsevier (2022) Downloads View citations (7) (2022)
    Chapter Sovereign Risk and Financial Risk, NBER Chapters, National Bureau of Economic Research, Inc (2021) View citations (2) (2021)

2019

  1. The Two-Pillar Policy for the RMB
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (3)

2018

  1. Ambiguity Aversion and Variance Premium
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (1)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2012) Downloads View citations (18)
    See also Journal Article Ambiguity Aversion and the Variance Premium, Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd. (2019) Downloads View citations (6) (2019)
  2. Financial Intermediation Chains in an OTC Market
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (3)
    Also in MPRA Paper, University Library of Munich, Germany (2016) Downloads View citations (3)

2016

  1. Forecasts of inflation and interest rates in no-arbitrage affine models
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (3)
  2. Optimal Long-Term Contracting with Learning
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (4)
    Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (7)
    See also Journal Article Optimal Long-Term Contracting with Learning, The Review of Financial Studies, Society for Financial Studies (2017) Downloads View citations (22) (2017)

2015

  1. Liquidity backstops and dynamic debt runs
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (2)
    See also Journal Article Liquidity backstops and dynamic debt runs, Journal of Economic Dynamics and Control, Elsevier (2020) Downloads View citations (3) (2020)

2013

  1. Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries
    MPRA Paper, University Library of Munich, Germany Downloads View citations (13)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2012) Downloads View citations (3)
    See also Journal Article Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries, Journal of Money, Credit and Banking, Blackwell Publishing (2013) Downloads View citations (7) (2013)
  2. Uncertainty, risk, and incentives: theory and evidence
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)
    See also Journal Article Uncertainty, Risk, and Incentives: Theory and Evidence, Management Science, INFORMS (2014) Downloads View citations (13) (2014)

Journal Articles

2024

  1. Analyzing the Efficacy of the Fed's Secondary Market Corporate Credit Facility
    Policy Hub, 2024, 2024, (5), 10 Downloads

2022

  1. How Many Rate Hikes Does Quantitative Tightening Equal?
    Policy Hub, 2022, 2022, (11) Downloads
  2. Sovereign risk and financial risk
    Journal of International Economics, 2022, 136, (C) Downloads View citations (7)
    See also Chapter Sovereign Risk and Financial Risk, NBER Chapters, 2021 (2021) View citations (2) (2021)
    Working Paper Sovereign Risk and Financial Risk, FRB Atlanta Working Paper (2021) Downloads View citations (1) (2021)

2021

  1. The Term Structure of the Excess Bond Premium: Measures and Implications
    Policy Hub, 2021, 2021, (12) Downloads

2020

  1. Liquidity backstops and dynamic debt runs
    Journal of Economic Dynamics and Control, 2020, 116, (C) Downloads View citations (3)
    See also Working Paper Liquidity backstops and dynamic debt runs, FRB Atlanta Working Paper (2015) Downloads View citations (2) (2015)
  2. The Federal Reserve's Liquidity Backstops to the Municipal Bond Market during the COVID-19 Pandemic
    Policy Hub, 2020, 2020, (5), 10 Downloads

2019

  1. Ambiguity Aversion and the Variance Premium
    Quarterly Journal of Finance (QJF), 2019, 09, (02), 1-36 Downloads View citations (6)
    See also Working Paper Ambiguity Aversion and Variance Premium, FRB Atlanta Working Paper (2018) Downloads View citations (1) (2018)

2017

  1. Optimal Long-Term Contracting with Learning
    The Review of Financial Studies, 2017, 30, (6), 2006-2065 Downloads View citations (22)
    See also Working Paper Optimal Long-Term Contracting with Learning, FRB Atlanta Working Paper (2016) Downloads View citations (4) (2016)

2014

  1. Uncertainty, Risk, and Incentives: Theory and Evidence
    Management Science, 2014, 60, (1), 206-226 Downloads View citations (13)
    See also Working Paper Uncertainty, risk, and incentives: theory and evidence, Finance and Economics Discussion Series (2013) Downloads View citations (2) (2013)

2013

  1. Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries
    Journal of Money, Credit and Banking, 2013, 45, (7), 1275-1300 Downloads View citations (7)
    Also in Journal of Money, Credit and Banking, 2013, 45, (7), 1275-1300 (2013) Downloads View citations (13)
    See also Working Paper Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries, MPRA Paper (2013) Downloads View citations (13) (2013)

2011

  1. A Model of Portfolio Delegation and Strategic Trading
    The Review of Financial Studies, 2011, 24, (11), 3778-3812 Downloads View citations (16)

2008

  1. Endogenous Events and Long-Run Returns
    The Review of Financial Studies, 2008, 21, (2), 855-888 Downloads View citations (11)

Chapters

2021

  1. Sovereign Risk and Financial Risk
    A chapter in NBER International Seminar on Macroeconomics 2021, 2021 View citations (2)
    See also Journal Article Sovereign risk and financial risk, Elsevier (2022) Downloads View citations (7) (2022)
    Working Paper Sovereign Risk and Financial Risk, Federal Reserve Bank of Atlanta (2021) Downloads View citations (1) (2021)