Wenxin Du (@wenxindu) 's Twitter Profile
Wenxin Du

@wenxindu

finance professor @Columbia_Biz
ex-@ChicagoBooth, @NewYorkFed, @federalreserve
economist, research in international finance

ID: 1355569573

linkhttps://sites.google.com/site/wenxindu/ calendar_today15-04-2013 23:11:08

162 Tweet

4,4K Followers

434 Following

Gita Gopinath (@gitagopinath) 's Twitter Profile Photo

Thanks to President Esther George Kansas City Fed there were a record number of women participants in the Jackson Hole event this year. There was much to celebrate with the appointment of several women into Federal Reserve leadership and central banking positions globally.

Thanks to President Esther George <a href="/KansasCityFed/">Kansas City Fed</a> there were a record number of women participants in the Jackson Hole event this year. There was much to celebrate with the appointment of several women into Federal Reserve leadership and central banking positions globally.
Chicago Booth (@chicagobooth) 's Twitter Profile Photo

Congratulations again to #ChicagoBooth professor Douglas Diamond, 2022 #NobelPrize laureate in Economic Sciences! Watch his reaction to winning the Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 2022.

UChicago Civic Engagement (@uchiengagement) 's Twitter Profile Photo

JANUARY 10: Join Chicago Booth at the Economic Outlook event as Booth economists share insights on inflation, climate change, instability in global markets, and the potential for a recession. Register here: bit.ly/3CgtPW0. #PartnersInImpact

JANUARY 10: Join <a href="/ChicagoBooth/">Chicago Booth</a> at the Economic Outlook event as Booth economists share insights on inflation, climate change, instability in global markets, and the potential for a recession. Register here:  bit.ly/3CgtPW0. #PartnersInImpact
Wenxin Du (@wenxindu) 's Twitter Profile Photo

My latest Liberty Street Blog (with Ben Hebert and Wenhao Li) on the primary dealers’ Treasury position, the swap spread, and CIP deviations.

Wenxin Du (@wenxindu) 's Twitter Profile Photo

ICYMI, an earlier Liberty Street Economics blog on the role of foreign banking organizations in providing dollar liquidity.

Steve Hou (Consume Less Involuntarily) (@stevehou0) 's Twitter Profile Photo

A great piece by Wenxin Du et al explains the role of financial intermediaries’ balance sheet constraints on the ā€œ(in)convenience yieldā€ of Treasury bonds, which have become inconvenient bc their on-balance sheet capital costs vs interest rate swaps. Great wonkish read!

A great piece by <a href="/WenxinDu/">Wenxin Du</a> et al explains the role of financial intermediaries’ balance sheet constraints on the ā€œ(in)convenience yieldā€ of Treasury bonds, which have become inconvenient bc their on-balance sheet capital costs vs interest rate swaps. Great wonkish read!
Florian M. Kern (@florianmkern) 's Twitter Profile Photo

This is a fabulous explainer on why treasuries price the way they do using an arbitrage approach (instead of using unobservable "convenience yields" or bubble terms). If you're interested in gov bond pricing, this is a must read ā¤ļø Florian Schuster-Johnson

New York Fed (@newyorkfed) 's Twitter Profile Photo

The rise of the ā€œnegative swap spreadā€ suggests that Treasury bonds are ā€œinconvenient,ā€ relative to interest rate swaps. In today’s post, the authors explore this Treasury ā€œinconvenienceā€ premium & cover dealers’ balance sheet constraints in explaining it. nyfed.org/3HG0OVs

Ricardo Correa (@rcorrea_econ) 's Twitter Profile Photo

🚨🚨Reminder - the deadline to submit papers to the 2nd conference on the ā€œInternational Roles of the US Dollarā€ at the New York Fed is TODAY.

Wenxin Du (@wenxindu) 's Twitter Profile Photo

šŸ“¢ Registration now open to academics and researchers for the NY Fed - NYU Stern conference, which features a terrific panel and great papers.

šŸ“¢ Registration now open to academics and researchers for the NY Fed - NYU Stern conference, which features a terrific panel and great  papers.
Sydney Ludvigson (@ludvigsonsydney) 's Twitter Profile Photo

The NBER Spring Asset Pricing meeting is this Friday starting at 8:45am Central time; find livestream here: youtube.com/channel/UC79EL… program here: nber.org/conferences/as…

Lars Peter Hansen (@uncertainlars) 's Twitter Profile Photo

Call for Papers: ā€œ22nd Macro-Finance Society Workshopā€ held at the University of Chicago on October 27-28 co-sponsored by the Macro Finance Research Program⁩ and organized by ⁦Wenxin Du⁩ and ⁦Carolin Pflueger⁩ | BFI bfi.uchicago.edu/event/call-for…

Wenxin Du (@wenxindu) 's Twitter Profile Photo

A new US payment system will launch in July. Terrific intro piece on FedNow from my NY Fed colleagues Michael Lee and Antoine Martin tellerwindow.newyorkfed.org/2023/06/26/fed…