Deviations from Covered Interest Rate Parity W Du, A Tepper, A Verdelhan Journal of Finance, 2018 | 779 | 2018 |
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 | 374 | 2019 |
Local Currency Sovereign Risk W Du, J Schreger Journal of Finance, 2016 | 284 | 2016 |
The us treasury premium W Du, J Im, J Schreger Journal of International Economics 112, 167-181, 2018 | 236 | 2018 |
Sovereign Risk, Currency Risk, and Corporate Balance Sheets W Du, J Schreger Harvard, Department of Economics Working Paper, 2015, 2015 | 201* | 2015 |
Counterparty Risk and Counterparty Choice in the Credit Default Swap Market W Du, S Gadgil, M Gordy, C Vega | 104* | 2015 |
Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy W Du, CE Pflueger, J Schreger | 93* | 2015 |
US banks and global liquidity R Correa, W Du, GY Liao National Bureau of Economic Research, 2020 | 82 | 2020 |
CIP deviations, the dollar, and frictions in international capital markets W Du, J Schreger Handbook of International Economics 6, 147-197, 2022 | 75 | 2022 |
Are intermediary constraints priced? W Du, B Hébert, AW Huber The Review of Financial Studies 36 (4), 1464-1507, 2023 | 71 | 2023 |
Arbitrage capital of global banks AG Anderson, W Du, B Schlusche National Bureau of Economic Research, 2021 | 70* | 2021 |
Intermediary balance sheets and the treasury yield curve W Du, B Hébert, W Li Journal of Financial Economics 150 (3), 103722, 2023 | 41 | 2023 |
Nonparametric HAC estimation for time series data with missing observations D Datta, W Du FRB International Finance Discussion Paper, 2012 | 23 | 2012 |
Dollar asset holding and hedging around the globe W Du, AW Huber Available at SSRN, 2023 | 11 | 2023 |
International portfolio frictions W Du, A Fontana, P Jakubik, RSJ Koijen, HS Shin Bank for International Settlements, Monetary and Economic Department, 2023 | 1 | 2023 |
Quantitative Tightening Around the Globe: What Have We Learned? W Du, K Forbes, MN Luzzetti National Bureau of Economic Research, 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 |
Commentary: Bank Balance Sheet Constraints at the Center of Liquidity Problems W Du | | |
Commentary: Mind the Gap in Sovereign Debt Markets: The US Treasury Basis and the Dollar Risk Factor W Du | | |