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 9,552

SSRN RANKINGS

Top 9,552

in Total Papers Downloads

6,425

SSRN CITATIONS
Rank 2,025

SSRN RANKINGS

Top 2,025

in Total Papers Citations

490

CROSSREF CITATIONS

154

Scholarly Papers (12)

1.
Downloads 3,783 ( 3,485)
Citation 142

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 National Bureau of Economic Research (NBER)Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 3,659 (3,615)
Citation 27

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exchange rates, currency swaps, dollar funding

Deviations from Covered Interest Rate Parity

Number of pages: 84 Posted: 21 Feb 2017 Last Revised: 24 Oct 2021
University of Chicago Booth School of Business, Columbia University - Graduate School of Architecture, Planning and Preservation and National Bureau of Economic Research (NBER)Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 124 (288,590)
Citation 127

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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 582 (59,274)
Citation 33

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Counterparty Credit Risk, Credit Default Swaps, Central Clearing

Counterparty Risk and Counterparty Choice in the Credit Default Swap Market

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 (398,648)

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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 470 (77,466)
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 28 (611,622)

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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, National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy and Columbia University - Columbia Business School
Downloads 396 (94,746)
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, National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy and Columbia University - Columbia Business School
Downloads 33 (580,091)
Citation 1

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

Number of pages: 46 Posted: 07 Sep 2016 Last Revised: 25 Sep 2021
University of Chicago Booth School of Business, National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy and Harvard University - Business School (HBS)
Downloads 16 (702,728)

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5.
Downloads 379 (100,537)
Citation 39

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 282 (137,916)
Citation 2

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local currency, sovereign debt, currency swaps

Local Currency Sovereign Risk

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 97 (342,739)
Citation 26

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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 280 (139,637)
Citation 49

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exchange rates, bank leverage, cross-currency basis

7.
Downloads 200 (193,565)
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 137 (267,490)

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

U.S. Banks and Global Liquidity

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 54 (476,602)

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U.S. Banks and Global Liquidity

Number of pages: 67 Posted: 13 Aug 2020 Last Revised: 18 Nov 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 9 (762,284)
Citation 1
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8.

Nonparametric HAC Estimation for Time Series Data with Missing Observations

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 61 (443,039)
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 31 (592,101)

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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 20 (670,892)

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

Number of pages: 70 Posted: 10 May 2021 Last Revised: 18 Nov 2021
Wenxin Du and Jesse Schreger
University of Chicago Booth School of Business and Columbia University - Columbia Business School
Downloads 2 (824,527)
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Cip Deviations, the Dollar, and Frictions in International Capital Markets

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 3
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10.

The U.S. Treasury Premium

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 33 (566,249)
Citation 34

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11.
Downloads 21 (642,447)

Arbitrage Capital of Global Banks

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 17 (694,588)

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Arbitrage Capital of Global Banks

Number of pages: 67 Posted: 12 Apr 2021 Last Revised: 18 Nov 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 4 (804,928)
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12.

Are Intermediary Constraints Priced?

Number of pages: 112 Posted: 01 Jul 2019 Last Revised: 30 Aug 2021
Wenxin Du, Benjamin Hebert and Amy Wang
University of Chicago Booth School of Business, Stanford University and Stanford University
Downloads 14 (693,722)

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