- Ph.D., Economics, Harvard University, 2013
- M.A., Economics, Harvard University, 2010
- B.A., Economics and Mathematics, Swarthmore College, 2008
Current Research Topics
- Empirical Sovereign Debt
- Currency and Credit Derivatives
Board of Governors of the Federal Reserve System
- 2013 - present
International Monetary Fund
- 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, Inc.
- 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.).
Western Finance Association
SAC Captial Ph.D. Candidate Award for Outstanding Research
November 12-13 Federal Reserve Board, Washington, DC
Monetary Policy Implmentation and Transmission in the Post-Crisis Period
- American Economic Journal - Macroeconomics
- American Economic Review
- Economics Journal
- Journal of Banking and Finance
- Journal of Econometrics
- Journal of Finance
- 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
- Certificate in Quantitative Finance, Fitch Learning, 2014-Present
Last update: December 5, 2016