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. |
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”. |
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. |
Apr 11, 2023 | I will be presenting my paper co-authored with Nadav Be Zeev on the effect of currency hedging of equity gains on the FX market at CICF 2023. |