Daniel Nathan

Daniel Nathan
Tel Aviv University | TAU · Racanati School of Business

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5
Publications
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Publications

Publications (5)
Article
Full-text available
Using confidential daily data, we analyse how the intervention episode of the Bank of Israel (BOI) from 2013 to 2019 has affected the foreign value of the Israeli new shekel (ILS) and the expectations about its future value. We find that interventions amounting to US dollar (USD) 1 billion are on average associated with a depreciation of the ILS by...
Article
Full-text available
In March 2020, government bond markets experienced severe illiquidity. Since then, regulators debate market reforms. One way to enhance liquidity could be to let government bonds, like stocks, be traded on central exchanges. We assess this reform with price data of the U.S, U.K., German, Japanese and Israeli government bond and stock markets. We le...
Article
We investigate daily flows to Israeli mutual funds, which are held primarily by retail investors. We find that daily net flows are contemporaneously correlated with price changes of all government bond categories (nominal/CPI-linked; short-term, intermediate-term and long-term maturity). These price changes are subsequently reversed fully or partia...

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Projects

Project (1)
Project
Empirical assessment of the impact of interventions on spot exchange rates and higher moments of the risk-neutral density.