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Wenxin Du
Wenxin Du
Columbia Business School
Verified email at columbia.edu - Homepage
Title
Cited by
Cited by
Year
Deviations from Covered Interest Rate Parity
W Du, A Tepper, A Verdelhan
Journal of Finance, 2018
7962018
The dollar, bank leverage, and deviations from covered interest parity
S Avdjiev, W Du, C Koch, HS Shin
American Economic Review: Insights 1 (2), 193-208, 2019
3752019
Local Currency Sovereign Risk
W Du, J Schreger
Journal of Finance, 2016
2962016
The us treasury premium
W Du, J Im, J Schreger
Journal of International Economics 112, 167-181, 2018
2472018
Sovereign Risk, Currency Risk, and Corporate Balance Sheets
W Du, J Schreger
Harvard, Department of Economics Working Paper, 2015, 2015
210*2015
Counterparty Risk and Counterparty Choice in the Credit Default Swap Market
W Du, S Gadgil, M Gordy, C Vega
102*2015
Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy
W Du, CE Pflueger, J Schreger
100*2015
US banks and global liquidity
R Correa, W Du, GY Liao
National Bureau of Economic Research, 2020
902020
Are intermediary constraints priced?
W Du, B Hébert, AW Huber
The Review of Financial Studies 36 (4), 1464-1507, 2023
822023
CIP deviations, the dollar, and frictions in international capital markets
W Du, J Schreger
Handbook of International Economics 6, 147-197, 2022
752022
Arbitrage capital of global banks
AG Anderson, W Du, B Schlusche
National Bureau of Economic Research, 2021
69*2021
Intermediary balance sheets and the treasury yield curve
W Du, B Hébert, W Li
Journal of Financial Economics 150 (3), 103722, 2023
522023
Nonparametric HAC estimation for time series data with missing observations
D Datta, W Du
FRB International Finance Discussion Paper, 2012
232012
Dollar Asset Holdings and Hedging Around the Globe
W Du, A Huber
National Bureau of Economic Research, 2024
182024
Quantitative Tightening Around the Globe: What Have We Learned?
W Du, K Forbes, MN Luzzetti
National Bureau of Economic Research, 2024
62024
Cip deviations, the dollar, and frictions in international capital markets
J Schreger, W Du
CEPR Discussion Papers, 2021
22021
International portfolio frictions
W Du, A Fontana, P Jakubik, RSJ Koijen, HS Shin
Bank for International Settlements, Monetary and Economic Department, 2023
12023
Counterparty Risk and Counterparty Choice in the Credit Default Swap Market
W Du, S Gadgil, MB Gordy, C Vega
Management Science 70 (6), 3808-3826, 2024
2024
Understanding the “Inconvenience” of US Treasury Bonds
W Du, B Hébert, W Li
Liberty Street Economics, 2023
2023
Bank Balance Sheet Constraints at the Center of Liquidity Problems
C Acharya, W Du
2022
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Articles 1–20