Daniel R. Nathan
#2435
3620 Locust Walk
Philadelphia, PA 19104
Welcome to my website and thanks for visiting!
I am a Senior Research Economist at the Monetary Department of the Bank of Israel. Currently, I am on leave and a visiting scholar at Wharton during the academic years 2022-2023 and 2023-2024.
I completed my PhD in Finance at Tel-Aviv University in 2022. My primary area of interest lies in exploring the intersection between finance and macroeconomics, and find great satisfaction in conducting research in this field.
News
| Oct 23, 2024 | I’m happy to share that our paper “Exchanges for Government Bonds? Evidence during COVID-19”, co-authored with Ari Kutai and Milena Wittwer is now accepted at Management Science. |
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| Oct 20, 2024 | I’m excited to share that our paper “The Perfect Storm: Forex Interventions, Global Banks’ Limited Risk-Sharing Capacity, Deviations from Covered Interest Parity, and the Impact on USD/ILS Options Market”, co-authored with Markus Hertrich received R&R at the Journal of Money, Credit and Banking. |
| Aug 1, 2024 | I’m excited to share that our paper “The Widening of Cross-Currency Basis: When Increased FX Swap Demand Meets Limits of Arbitrage”, co-authored with Nadav Ben Zeev has been accepted for publication at the Journal of International Economics. |
| Jun 30, 2024 | I’m excited to share that our paper “Shorting the Dollar When Global Stock Markets Roar: The Equity Hedging Channel of Exchange Rate Determination”, co-authored with Nadav Ben Zeev has been accepted for publication at the Review of Asset Pricing Studies. |
| Mar 29, 2024 | I’m excited to share that I was invited to join “The Macro Finance Society”. |