Research

Publications

2024

  1. Lead Article
    Mutual Fund Flows and Government Bond Returns
    Menachem Meni Abudy, Daniel Nathan, and Avi Wohl
    2024
    Journal of Banking and Finance
  2. Forthcoming
    Shorting the Dollar When Global Stock Markets Roar: The Equity Hedging Channel of Exchange Rate Determination
    Nadav Ben Zeev, and Daniel Nathan
    2024
    Review of Asset Pricing Studies

Working Papers

2024

  1. SSRN
    The Persistent Widening of Cross-Currency Basis: When Increased FX Swap Demand Meets a Shortage of Global Arbitrage Capital
    Daniel Nathan, and Nadav Ben Zeev
    2024
    Revise and Resubmit at the Journal of International Economics
  2. SSRN
    Exchanges for Government Bonds? Evidence during COVID-19
    Ari Kutai, Daniel Nathan, and Milena Wittwer
    2024
    Revise and Resubmit at Management Science

2023

  1. SSRN
    The Perfect Storm: Bank of Israel’s Forex Interventions, Global Banks’ Limited Risk-Bearing Capacity, Deviations from Covered Interest Parity, and the Impact on the USD/ILS Options Market
    Markus Hertrich, and Daniel Nathan
    2023

2018

  1. SSRN
    Decomposing the Term Structure of Interests Rates: Evidence from a Small Open Economy
    Daniel Nathan
    2018
    Revise and Resubmit at the International Journal of Central Banking