Daniel R. Nathan

prof_pic.jpg

M715, 7/F

Li Ka Shing Tower

Hung Hom, Kowloon

Hong Kong

I am Daniel Nathan, an Assistant Professor of Finance at the Hong Kong Polytechnic University School of Accounting and Finance, where I joined in 2025. 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. Previously, I was a Research Economist at the Monetary Department of the Bank of Israel, and a visiting scholar at Wharton during 2022-2024.

News

May 20, 2025 I’m excited to share our new working paper “Capital Inflow Shocks and Convenience Yields”, co-authored with Nadav Ben Zeev and Noam Ben-Z’eev.
Feb 20, 2025 I’m excited to share our new working paper “China Walls”, co-authored with Chaojun Wang and Tomy Lee.
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.
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.