Wenxin Du
Finance · with Avdjiev · 2013–2019
A researcher in the Science corpus: 3 papers; trusts 11 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Finance — 44 citations into it; #8,449 of 10,518 by trust here, #5,014 by citations
- Economics and Econometrics — 28 citations into it; #18,484 of 23,481 by trust here, #14,996 by citations
Whom Wenxin Du trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- C. Arellano
- Dimitri Vayanos
- Denis Gromb
- Robin Greenwood
- Hanno Lustig
- Martin Lettau
- Carmen M. Reinhart
- Nikolai L. Roussanov
- Darrell Duffie
- Matteo Maggiori
Who trusts Wenxin Du overall
Papers from Wenxin Du's perspective
Ordered by how strongly the researchers Wenxin Du trusts endorse each paper. Same corpus, a different order for every researcher.
- Common Risk Factors in Currency Markets
- Bond Supply and Excess Bond Returns
- Default risk and income fluctuations in emerging economies
- Limits of Arbitrage
- Conditional Risk Premia in Currency Markets and Other Asset Classes
- This time is different: eight centuries of financial folly
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- International and domestic collateral constraints in a model of emerging market crises
- Market liquidity and funding liquidity
- Margin-Based Asset Pricing and Deviations from the Law of One Price
Their papers
- Deviations from Covered Interest Rate Parity (2018) — 586 citations
- Replication data for: The Dollar, Bank Leverage, and Deviations from Covered Interest Parity (2019) — 118 citations
- Local Currency Sovereign Risk (2013) — 123 citations