Yinqiu Lu

International Monetary Fund

Economist

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 22,587

SSRN RANKINGS

Top 22,587

in Total Papers Downloads

2,946

SSRN CITATIONS
Rank 29,987

SSRN RANKINGS

Top 29,987

in Total Papers Citations

11

CROSSREF CITATIONS

18

Scholarly Papers (14)

1.

Financial Instruments to Hedge Commodity Price Risk for Developing Countries

Number of pages: 22 Posted: 25 Jan 2008
Yinqiu Lu and Salih N. Neftci
International Monetary Fund and CUNY Baruch College
Downloads 1,033 (28,224)
Citation 1

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Commodity markets, Bonds, Revenues, Prices, Developing countries

2.

Local Government Financing Platforms in China: A Fortune or Misfortune?

Number of pages: 31 Posted: 07 Jan 2014
Yinqiu Lu and Tao Sun
International Monetary Fund and International Monetary Fund (IMF)
Downloads 497 (74,538)
Citation 1

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Governance, China, Government expenditures, Revenues, Bond issues, Banks, Credit, local government, sovereign risk, fiscal policy, and capital markets, local governments, local government borrowing, local government debt, local government revenue, local government budgets, local government financing, fiscal gap, fiscal stimulus, fiscal position, municipal bond market, local spending, fiscal deficits, aggregate fiscal, local fiscal relations, fiscal support, fiscal revenue, local government projects, intergovernmental transfers, local business, budget law, taxation, local government officials, local infrastructure, fiscal stimulus package, municipal governments

3.

Investment Objectives of Sovereign Wealth Funds - A Shifting Paradigm

Number of pages: 17 Posted: 07 Feb 2011
International Monetary Fund (IMF), International Monetary Fund, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 471 (79,548)
Citation 2

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Asset management, Investment policy, Resource allocation, Sovereign wealth funds

Setting Up a Sovereign Wealth Fund: Some Policy and Operational Considerations

Number of pages: 22 Posted: 17 Sep 2009
International Monetary Fund (IMF), International Monetary Fund, International Monetary Fund (IMF) - Policy Development and Review Department and International Monetary Fund (IMF) - International Capital Markets Department
Downloads 245 (162,183)

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Financial assets, Fiscal management, Fiscal policy, Fiscal stability, Investment, Investment policy, Public investment, Public sector savings, Reserves, Reserves adequacy, Sovereign wealth funds, Stabilization funds

Setting Up a Sovereign Wealth Fund: Some Policy and Operational Considerations

Number of pages: 22 Posted: 19 Oct 2009
International Monetary Fund (IMF), International Monetary Fund, International Monetary Fund (IMF) - Policy Development and Review Department and International Monetary Fund (IMF) - International Capital Markets Department
Downloads 197 (199,683)
Citation 9

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Financial assets, Fiscal management, Fiscal policy, Fiscal stability, Investment, Investment policy, Public investment, Public sector savings, Reserves, Reserves adequacy, Sovereign wealth funds, Stabilization funds

Idiosyncratic and Systemic Risk in the European Corporate Sector: A CDO Perspective

Number of pages: 18 Posted: 19 Jun 2013
Jorge A. Chan-Lau and Yinqiu Lu
International Monetary Fund (IMF) - International Capital Markets Department and International Monetary Fund
Downloads 41 (545,104)

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Systemic risk, idiosyncratic risk, credit derivatives, credit derivatives indices, collateralized debt obligations, tranches

6.

Sovereign Risk and Asset and Liability Management-Conceptual Issues

Number of pages: 45 Posted: 01 Nov 2012
International Monetary Fund (IMF), International Monetary Fund, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 193 (203,569)

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Accounting, Asset management, Debt strategy, Financial risk, Risk management, Sovereign debt, Sovereign asset and liability management, sovereign balance sheet, reserve management, debt management

7.

Emerging Market Local Currency Bond Yields and Foreign Holdings in the Post-Lehman Period: A Fortune or Misfortune?

Number of pages: 39 Posted: 04 Mar 2014
Christian Ebeke and Yinqiu Lu
Centre d’Etudes et de Recherches sur le Développement International, CERDI-CNRS and International Monetary Fund
Downloads 65 (436,423)
Citation 6

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Statistics, Data quality assessment framework, Reports on the Observance of Standards and Codes, Uruguay, national accounts, data sources, household expenditure, data accessibility, household consumption, national accounts data, national accounts statistics, government finance statistics, household surveys, income data, data collection, financial resources, government expenditure, household income, consumption patterns, statistical offices, government revenue, household data, input-output

8.

Does Supply or Demand Drive the Credit Cycle? Evidence from Central, Eastern, and Southeastern Europe

Number of pages: 62 Posted: 23 Feb 2015
KU Leuven - Centre for Institutions and Economic Performance (LICOS), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund, International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 63 (443,383)

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Credit booms, Montenegro, Lithuania, Latvia, Poland, Romania, Eastern Europe, Credit demand, Supply and demand, Panel analysis, Cross country analysis, Credit Supply, Disequilibrium Model., bank, banks, loans, capital, lending, equity, interest, foreign banks, deposits, banking, cds, inflation, subsidiaries, debt, return on equity, excess demand, bank size, liquid assets, capital adequacy, interest rates, reserve requirements, value, banking system, economic conditions, profitability, interest margin, banking sector, risk, financial leverage, capital flows, nonperforming loans, principal, subsidiary, banking systems, financial deepening, macroeconomic conditions, markets, industry, reserve r

9.

A Financial Conditions Index for Poland

Number of pages: 17 Posted: 20 Jan 2014
Giang Ho and Yinqiu Lu
International Monetary Fund (IMF) and International Monetary Fund
Downloads 37 (553,841)
Citation 1

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Financial sector, Poland, Economic conditions, Economic models, Financial conditions index, factor analysis, vector auto-regression, gdp growth, bond, bond yield, government bond yield, stock index, real gdp, growth rates, stock price, stock prices, stock price indices, business cycle, gdp deflator, financial market, stock market capitalization, bond yields, equity market, financial institutions, gdp growth rate, gdp growth rates

10.

Exploring the Role of Foreign Investors in Russia's Local Currency Government Bond (OFZ) Market

Number of pages: 38 Posted: 23 Mar 2017
Yinqiu Lu and Dmitry Yakovlev
International Monetary Fund and Bloomberg L.P.
Downloads 29 (598,349)

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Europe, Bond markets, Bonds, Currencies, Russian Federation, Foreign investment, International financial markets, Supply and demand, local currency government bonds; Russia; financial market development, local currency government bonds, Russia, financial market development, Financial Markets and the Macroeconomy, General

11.

Does Balance Sheet Strength Drive the Investment Cycle? Evidence from Pre- and Post-Crisis Cyprus

Number of pages: 27 Posted: 07 Mar 2017
Sophia Chen and Yinqiu Lu
International Monetary Fund (IMF) - Research Department and International Monetary Fund
Downloads 24 (631,028)

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Investment, Cyprus, Corporate sector, Balance sheets, Cyprus, corporate investment, balance sheet, leverage

12.

Determinants of Currency Composition of Reserves: A Portfolio Theory Approach with an Application to RMB

Number of pages: 45 Posted: 08 Apr 2019
Yinqiu Lu and Yilin Wang
International Monetary Fund and University of California, Los Angeles (UCLA)
Downloads 21 (652,030)

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Central banks, Capital account convertibility, Central bank aggregates, Investment policy, Monetary authorities, currency composition, FX reserves, portfolio theory, RMB, numeraire, domestic currency, reserve currency, invoice

13.

Instruments, Investor Base, and Recent Developments in the Malaysian Government Bond Market

Number of pages: 34 Posted: 23 May 2018
Yinqiu Lu and Dmitry Yakovlev
International Monetary Fund and Bloomberg L.P.
Downloads 17 (680,982)

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Asia and Pacific, International financial markets, Malaysia, local currency government bonds; FX derivatives; Malaysia, local currency government bonds, FX derivatives, Financial Markets and the Macroeconomy, General

14.

What Drives the Polonia Spread in Poland?

Number of pages: 20 Posted: 01 Nov 2012
Yinqiu Lu
International Monetary Fund
Downloads 13 (711,747)

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Polonia, Interbank Market, And Garch, Banking Systems, Central Bank Policy, Interest Rates, Liquidity