Wenxin Du - Central Bank Research Hub

Papers by year: All | 2016 | 2014 | 2012

Title Other author(s)

The dollar, bank leverage and the deviation from covered interest parity

Bank for International Settlements Working papers [View] (Paper: 592, 15.11.2016)

JEL: F3, G1, G2

Counterparty Risk and Counterparty Choice in the Credit Default Swap Market

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016087, 10.10.2016)

JEL: G12, G13, G24

Local Currency Sovereign Risk

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1094, 02.01.2014)

Nonparametric HAC Estimation for Time Series Data with Missing Observations

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1060, 10.11.2012)

Papers by year: All | 2016 | 2014 | 2012