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Wenxin Du

Education

  • Ph.D., Economics, Harvard University, 2013
  • M.A., Economics, Harvard University, 2010
  • B.A., Economics and Mathematics, Swarthmore College, 2008
Current Research Topics
  • Global Dollar Funding
  • Currency and Credit Derivatives
  • Principal Economist

    Board of Governors of the Federal Reserve System

    2017 - present
  • Senior Economist

    Board of Governors of the Federal Reserve System

    2016 - 2017
  • Economist

    Board of Governors of the Federal Reserve System

    2013 - 2016
  • Summer Intern

    International Monetary Fund

    2011
  • Du, Wenxin, Joanne Im, and Jesse Schreger (2017). "The U.S. Treasury Premium," NBER Working Paper, no. 23759. National Bureau of Economic Research.
  • Du, Wenxin, Alexander Tepper, and Adrien Verdelhan (2017). "Deviations from Covered Interest Rate Parity," NBER Working Papers 23170. National Bureau of Economic Research.
  • Du, Wenxin, and Jesse Schreger (2016). "Local Currency Sovereign Risk," Journal of Finance, vol. 71, no. 3, pp. 1027-1070.
  • Du, Wenxin, Salil Gadgil, Michael B. Gordy, and Clara Vega (2016). "Counterparty Risk and Counterparty Choice in the Credit Default Swap Market," Finance and Economics Discussion Series 2016-087. Board of Governors of the Federal Reserve System (U.S.).
  • Du, Wenxin, and Jesse Schreger (2016). "Sovereign Risk, Currency Risk, and Corporate Balance Sheets," Harvard Business School Working Papers 17-024. Harvard Business School.
  • Du, Wenxin, Carolin E. Pflueger, and Jesse Schreger (2016). "Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy," NBER Working Papers 22592. National Bureau of Economic Research.
  • Du, Wenxin, and Jesse Schreger (2013). "Local Currency Sovereign Risk," International Finance Discussion Papers 1094. Board of Governors of the Federal Reserve System (U.S.).
  • Datta, Deepa Dhume, and Wenxin Du (2012). "Nonparametric HAC Estimation for Time Series Data with Missing Observations," International Finance Discussion Papers 1060. Board of Governors of the Federal Reserve System (U.S.).
  • seminar

    October 2017

    Copenhagen Business School

  • discussion

    August 2017

    EFA

  • conference

    July 2017

    NBER Summer Institute

  • conference

    June 2017

    NBER Seminar on International Macroeconomics

  • conference

    May 2017

    BIS Symposium on CIP Deviations

  • seminar

    March 2017

    Minneapolis Fed

  • seminar

    April 2017

    Wisconsin-Madison

  • seminar

    February 2017

    Stanford GSB

  • conference

    January 2017

    AFA Chicago

  • conference

    December 2016

    Bank of England FX Workshop

  • seminar

    December 2016

    UNC Chapel Hill Kenan-Flagler

  • seminar

    November 2016

    Harvard Business School

  • conference

    October 2016

    Wharton Conference on Liquidity and Financial Crisis

  • conference

    October 2016

    Dallas Fed - U Houston International Economics Conference

  • seminar

    September 2016

    Harvard Economics

  • conference

    July 2016

    NBER Summer Institute

  • discussion

    April 2016

    NBER Conference on Sovereign Debt

  • conference

    January 2016

    AFA San Francisco

  • conference

    December 2015

    Chicago Booth International Macro Conference

  • seminar

    November 2015

    BIS

  • conference

    September 2015

    Monetreal Conference on Structured Products and Derivatives

  • discussion

    July 2015

    NBER IFM

  • conference

    June 2015

    Early Career Women in Finance

  • seminar

    May 2015

    Minneapolis Fed

  • discussion

    December 2014

    Atlanta Fed - NYU Conference on International Economics

  • discussion

    October 2014

    NBER IFM

  • discussion

    September 2014

    Monetreal Conference on Structured Products and Derivatives

  • seminar

    June 2014

    Tsinghua University

  • conference

    May 2014

    Fed System Conference in International Economics

  • conference

    May 2014

    Cass Emerging Market Finance

  • conference

    March 2014

    Finance Down Under

  • conference

    July 2013

    NBER Summer Institute

Awards
  • 2017

    AQR

    AQR Insight Award Top Prize

  • 2013

    Western Finance Association

    Ph.D. Candidate Award for Outstanding Research

Conference Organization
  • November 2015 | Federal Reserve Board, Washington, DC

    Monetary Policy Implmentation and Transmission in the Post-Crisis Period

    Conference Co-Organizer

  • August 2017 | Mannheim, Germany

    European Finance Association Annual Meeting

    Session Chair

Referee
  • American Economic Journal - Macroeconomics
  • American Economic Review
  • Economics Journal
  • Journal of Banking and Finance
  • Journal of Econometrics
  • Journal of Finance
  • Journal of Financial Economics
  • Journal of International Economics
  • Journal of International Money and Finance
  • Journal of Monetary Economics
  • Review of Economic Studies
  • NSF Grant Proposal
  • Review of Financial Studies
Professional Affiliation
  • Certificate in Quantitative Finance, Fitch Learning, 2014-Present
Last update: December 4, 2017