Details about Daniel Nathan

Access statistics for papers by Daniel Nathan.

Last updated 2024-09-09. Update your information in the RePEc Author Service.

Short-id: pna824

Working Papers

2024

1. Exchanges for government bonds? Evidence during COVID-19
   Bank of Israel Working Papers, Bank of Israel

2023

2. 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 (2)
3. 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

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

2021

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

2011

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

Journal Articles

2024

1. Mutual fund flows and government bond returns
   Journal of Banking & Finance, 2024, 162, (C)