Wenxin Du

All Institutions: Federal Reserve Board; Stanford University; Booth School of Business, University of Chicago; University of Southern California; University of Chicago

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy

Year: 2016
Journal: Journal of Finance
Authors: Wenxin Du; Carolin E. Pflueger; Jesse Schreger

The US Treasury Premium

Year: 2017
Journal: Journal of International Economics
Authors: Wenxin Du; Joanne Im; Jesse Schreger

Deviations from Covered Interest Rate Parity

Year: 2017
Journal: Journal of Finance
Authors: Wenxin Du; Alexander Tepper; Adrien Verdelhan

Are Intermediary Constraints Priced?

Year: 2019
Journal: Review of Financial Studies
Authors: Wenxin Du; Benjamin M. Hbert; Amy Wang Huber

US Banks and Global Liquidity

Year: 2020
Journal: No Journal Matched
Authors: Ricardo Correa; Wenxin Du; Gordon Y. Liao

Arbitrage Capital of Global Banks

Year: 2021
Journal: No Journal Matched
Authors: Alyssa G. Anderson; Wenxin Du; Bernd Schlusche

CIP Deviations: The Dollar and Frictions in International Capital Markets

Year: 2021
Journal: International Economics
Authors: Wenxin Du; Jesse Schreger

CIP Deviations, the Dollar, and Frictions in International Capital Markets

Year: 2021
Journal: No Journal Matched
Authors: Wenxin Du; Jesse Schreger

Intermediary Balance Sheets and the Treasury Yield Curve

Year: 2022
Journal: Journal of Financial Economics
Authors: Wenxin Du; Benjamin M. Hbert; Wenhao Li

Author Disambiguation

This page includes results for all related names (only one name shown, no other authors with similar names):