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”. |