| 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.
|