Daniel R. Nathan

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#2435

3620 Locust Walk

Philadelphia, PA 19104

Welcome to my website and thanks for visiting!

I am a 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

Feb 24, 2024 Our paper on the effect of noise trading on the prices of government bonds co-authored with Avi Wohl and Meni Abudy was accepted for publication in the Journal of Banking and Finance.
Oct 27, 2023 Our paper “Exchanges for Government Bonds? Evidence during COVID-19”, co-authored with Ari Kutai and Milena Wittwer is now an R&R at Management Science.
Oct 21, 2023 Our paper “The Persistent Widening of Cross-Currency Basis: When Increased FX Swap Demand Meets a Shortage of Global Arbitrage Capital”, co-authored with Nadav Ben Zeev is now an R&R at the Journal of International Economics.
Sep 27, 2023 I’ll be at the FMA conference in Chicago on October 13th and 14th. I’ll be presenting our paper titled “The Persistent Widening of Cross-Currency Basis: When Increased FX Swap Demand Meets a Shortage of Global Arbitrage Capital”, co-authored with Nadav Ben Zeev. Additionally, I’ll be chairing the “Trading and Frictions in Global Markets” session.
Jul 2, 2023 My co-author Markus Hertrich will present our paper on the effects of Bank of Israel’s FX intervention at the CEMLA conference.