Details about Daniel Nathan

Access statistics for papers by Daniel Nathan.

Last updated 2026-03-28. Update your information in the RePEc Author Service.

Short-id: pna824

Working Papers

2025

1. Capital Inflow Shocks and Convenience Yields
   Working Papers, Ben-Gurion University of the Negev, Department of Economics

2024

2. Exchanges for government bonds? Evidence during COVID-19
   Bank of Israel Working Papers, Bank of Israel
   See also Journal Article Exchanges for Government Bonds? Evidence During COVID-19, Management Science, INFORMS (2025) (2025)

2023

3. Shorting the Dollar When Global Stock Markets Roar: The Equity Hedging Channel of Exchange Rate Determination
   Working Papers, Ben-Gurion University of the Negev, Department of Economics
   Also in MPRA Paper, University Library of Munich, Germany (2022) View citations (3)
   See also Journal Article Shorting the Dollar When Global Stock Markets Roar: The Equity Hedging Channel of Exchange Rate Determination, The Review of Asset Pricing Studies, Society for Financial Studies (2024) (2024)
4. The Persistent Widening of Cross-Currency Basis: When Increased FX Swap Demand Meets Limits of Arbitrage
   Working Papers, Ben-Gurion University of the Negev, Department of Economics View citations (1)

2022

5. Foreign Exchange Interventions and their Impact on Expectations: Evidence from the USD/ILS Options Market
   Bank of Israel Working Papers, Bank of Israel View citations (2)
   Also in Discussion Papers, Deutsche Bundesbank (2022) View citations (2)

2021

6. Decomposing the Israeli Term Structure of Interests Rates
   Bank of Israel Working Papers, Bank of Israel

2011

7. An Upgrade of the Models Used To Forecast the Distribution of the Exchange Rate
   Bank of Israel Working Papers, Bank of Israel

Journal Articles

2025

1. Exchanges for Government Bonds? Evidence During COVID-19
   Management Science, 2025, 71, (10), 8948-8966
   See also Working Paper Exchanges for government bonds? Evidence during COVID-19, Bank of Israel Working Papers (2024) (2024)

2024

2. Mutual fund flows and government bond returns
   Journal of Banking & Finance, 2024, 162, (C)
3. Shorting the Dollar When Global Stock Markets Roar: The Equity Hedging Channel of Exchange Rate Determination
   The Review of Asset Pricing Studies, 2024, 14, (4), 640-666
   See also Working Paper Shorting the Dollar When Global Stock Markets Roar: The Equity Hedging Channel of Exchange Rate Determination, Working Papers (2023) (2023)
4. The widening of cross-currency basis: When increased FX swap demand meets limits of arbitrage
   Journal of International Economics, 2024, 152, (C) View citations (3)