Wenxin Du

University of Chicago Booth School of Business

Assistant Professor

5807 South Woodlawn Avenue

Chicago, IL 60637

United States

http://https://sites.google.com/site/wenxindu/

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 9,469

SSRN RANKINGS

Top 9,469

in Total Papers Downloads

6,188

SSRN CITATIONS
Rank 2,045

SSRN RANKINGS

Top 2,045

in Total Papers Citations

495

CROSSREF CITATIONS

151

Scholarly Papers (12)

1.
Downloads 3,740 ( 3,341)
Citation 141

Deviations from Covered Interest Rate Parity

Number of pages: 84 Posted: 25 Apr 2016 Last Revised: 06 May 2017
University of Chicago Booth School of Business, Federal Reserve Bank of New York and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 3,619 (3,451)
Citation 27

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exchange rates, currency swaps, dollar funding

Deviations from Covered Interest Rate Parity

NBER Working Paper No. w23170
Number of pages: 84 Posted: 21 Feb 2017 Last Revised: 24 Apr 2021
University of Chicago Booth School of Business, Columbia University - Graduate School of Architecture, Planning and Preservation and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 121 (283,740)
Citation 124

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Counterparty Risk and Counterparty Choice in the Credit Default Swap Market

Number of pages: 72 Posted: 30 Sep 2016 Last Revised: 21 Feb 2019
University of Chicago Booth School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 557 (60,250)
Citation 35

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Counterparty Credit Risk, Credit Default Swaps, Central Clearing

Counterparty Risk and Counterparty Choice in the Credit Default Swap Market

FEDS Working Paper No. 2016-87
Number of pages: 42 Posted: 07 Nov 2016
University of Chicago Booth School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 76 (384,986)

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Sovereign Risk, Currency Risk, and Corporate Balance Sheets

Harvard Business School BGIE Unit Working Paper No. 17-024
Number of pages: 68 Posted: 30 Sep 2016
Wenxin Du and Jesse Schreger
University of Chicago Booth School of Business and Harvard University - Business School (HBS)
Downloads 445 (79,490)
Citation 45

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Sovereign Risk, Currency Risk, and Corporate Balance Sheets

Number of pages: 86 Posted: 08 Jun 2021
Wenxin Du and Jesse Schreger
University of Chicago Booth School of Business and Columbia University - Columbia Business School
Downloads 12 (713,061)

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

Number of pages: 49 Posted: 07 Feb 2017 Last Revised: 13 Jan 2020
University of Chicago Booth School of Business, University of Chicago - Harris School of Public Policy and Columbia University - Columbia Business School
Downloads 344 (107,157)
Citation 14

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local currency debt, bond betas, inflation cyclicality, bond risk premia, inflation commitment

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

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-110
Number of pages: 46 Posted: 28 Aug 2019
University of Chicago Booth School of Business, University of Chicago - Harris School of Public Policy and Columbia University - Columbia Business School
Downloads 32 (566,526)
Citation 1

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

NBER Working Paper No. w22592
Number of pages: 46 Posted: 07 Sep 2016 Last Revised: 26 Mar 2021
University of Chicago Booth School of Business, University of Chicago - Harris School of Public Policy and Harvard University - Business School (HBS)
Downloads 16 (680,218)

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5.
Downloads 368 (100,014)
Citation 40

Local Currency Sovereign Risk

Journal of Finance, Forthcoming
Number of pages: 61 Posted: 14 Mar 2013 Last Revised: 09 Jun 2015
Wenxin Du and Jesse Schreger
University of Chicago Booth School of Business and Princeton University - Department of Economics
Downloads 279 (134,373)
Citation 2

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local currency, sovereign debt, currency swaps

Local Currency Sovereign Risk

FRB International Finance Discussion Paper No. 1094
Number of pages: 71 Posted: 30 May 2017
Wenxin Du and Jesse Schreger
University of Chicago Booth School of Business and Harvard University - Business School (HBS)
Downloads 89 (349,800)
Citation 27

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Local currency, sovereign debt, currency swaps

6.

The Dollar, Bank Leverage and the Deviation from Covered Interest Parity

BIS Working Paper No. 592
Number of pages: 43 Posted: 16 Nov 2016
Bank for International Settlements (BIS), University of Chicago Booth School of Business, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 275 (137,137)
Citation 47

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exchange rates, bank leverage, cross-currency basis

7.
Downloads 176 (208,991)
Citation 1

U.S. Banks and Global Liquidity

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-89
Number of pages: 88 Posted: 01 Jul 2020
Ricardo Correa, Wenxin Du and Gordon Liao
Board of Governors of the Federal Reserve System, University of Chicago Booth School of Business and Board of Governors of the Federal Reserve System
Downloads 116 (292,454)

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Liquidity, Global Banks, Repos, Reserves, Covered Interest Rate Parity

U.S. Banks and Global Liquidity

FRB International Finance Discussion Paper No. 1289
Number of pages: 67 Posted: 23 Jul 2020
Ricardo Correa, Wenxin Du and Gordon Liao
Board of Governors of the Federal Reserve System, University of Chicago Booth School of Business and Board of Governors of the Federal Reserve System
Downloads 52 (468,685)

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U.S. Banks and Global Liquidity

NBER Working Paper No. w27491
Number of pages: 67 Posted: 13 Aug 2020 Last Revised: 12 Feb 2021
Ricardo Correa, Wenxin Du and Gordon Liao
Board of Governors of the Federal Reserve System, University of Chicago Booth School of Business and Board of Governors of the Federal Reserve System
Downloads 8 (746,635)
Citation 1
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8.

Nonparametric HAC Estimation for Time Series Data with Missing Observations

FRB International Finance Discussion Paper No. 1060
Number of pages: 55 Posted: 05 Dec 2012
Deepa Datta and Wenxin Du
Board of Governors of the Federal Reserve System and University of Chicago Booth School of Business
Downloads 57 (442,443)
Citation 3

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Heteroskedasticity, serial correlation, robust inference, missing data

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

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2021-57
Number of pages: 141 Posted: 11 May 2021
Wenxin Du and Jesse Schreger
University of Chicago Booth School of Business and Columbia University - Columbia Business School
Downloads 27 (598,154)

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

Number of pages: 69 Posted: 10 May 2021
Wenxin Du and Jesse Schreger
University of Chicago Booth School of Business and Columbia University - Columbia Business School
Downloads 3 (789,611)

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

NBER Working Paper No. w28777
Number of pages: 70 Posted: 10 May 2021 Last Revised: 20 Jul 2021
Wenxin Du and Jesse Schreger
University of Chicago Booth School of Business and Columbia University - Columbia Business School
Downloads 1 (813,698)
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Cip Deviations, the Dollar, and Frictions in International Capital Markets

CEPR Discussion Paper No. DP16124
Number of pages: 72 Posted: 14 May 2021
Wenxin Du and Jesse Schreger
University of Chicago Booth School of Business and Columbia University - Columbia Business School
Downloads 0
Citation 2
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10.

The U.S. Treasury Premium

NBER Working Paper No. w23759
Number of pages: 51 Posted: 06 Sep 2017 Last Revised: 03 Jun 2021
Wenxin Du, Joanne Im and Jesse Schreger
University of Chicago Booth School of Business, Board of Governors of the Federal Reserve System and Columbia University - Columbia Business School
Downloads 31 (558,097)
Citation 32

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11.
Downloads 17 (649,415)

Arbitrage Capital of Global Banks

FEDS Working Paper No. 2021-32
Number of pages: 66 Posted: 14 Jun 2021 Last Revised: 30 Jun 2021
Board of Governors of the Federal Reserve System, University of Chicago Booth School of Business and Board of Governors of the Federal Reserve System
Downloads 15 (688,187)

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Arbitrage Capital of Global Banks

NBER Working Paper No. w28658
Number of pages: 67 Posted: 12 Apr 2021 Last Revised: 22 Apr 2021
Board of Governors of the Federal Reserve System, University of Chicago Booth School of Business and Board of Governors of the Federal Reserve System
Downloads 2 (800,428)
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12.

Are Intermediary Constraints Priced?

NBER Working Paper No. w26009
Number of pages: 112 Posted: 01 Jul 2019 Last Revised: 26 Jul 2021
Wenxin Du, Benjamin Hebert and Amy Wang
University of Chicago Booth School of Business, Stanford University and Stanford University
Downloads 11 (694,302)

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