Our Researchers

Stein Roy

Stein Roy

Ph.D, Head of UnitFinance Division - Financial Institutions and Market Unit

List of Bank of Israel publications

14
29/10/2024

Monetary Policy and the Mutual Fund Market: Funding and Liquidity
Discussion Paper Series - Research Department
29/03/2023

Individual Insolvency: Consumer Credit, the Business Cycle, and a "Leniency Index"
Discussion Paper Series - Research Department
25/10/2021

The Factors that Explain Long-Term Government Bond Yields in Israel and OECD Countries
Discussion Paper Series - Research Department
25/07/2018

The strategies employed by algorithmic traders on the Tel Aviv Stock Exchange and the connection between them and indicators of trading quality
Discussion Paper Series - Research Department
22/11/2016

Examining the Reference Rate Market in Israel Telbor Market vs. Makam Market
Discussion Paper Series - Research Department
16/08/2015

Effects of capital gains taxation on financial asset pricing
Discussion Paper Series - Research Department
06/08/2013

Israeli Treasury Auction Reform
Discussion Paper Series - Research Department
04/11/2012

The effect of seasonality in the CPI on inflation expectations
Periodic Papers
24/05/2012

A suggested methodology for analyzing stock price levels
Periodic Papers
07/03/2011

Estimating the Expected Natural Interest Rate Using Affine Term-Structure Models: The Case of Israel
Discussion Paper Series - Research Department
03/05/2007

Estimating the makam yield curve and deriving forward interest rates
Discussion Paper Series - Monetary Issues
03/05/2007

Estimating the MAKAM Yield Curve and Deriving Forward Interest Rates
Discussion Paper Series - Research Department
27/11/2003

Distribution of the Exchange Rate Implicit in Option Prices: Application to TASE
Discussion Paper Series - Research Department
01/02/2003

Estimation of Expected Exchange-Rate Change Using Forward Call Options
Discussion Paper Series - Research Department

Education

  • 2012

    PHD, Business Administration (Finance), Tel Aviv University

  • 2001

    M.A., Financing and Accounting, Tel Aviv University

  • 1998

    B.A., Economics and Business Administration, The Hebrew University of Jerusalem

Experience

  • 2015

    TODAY MANAGER OF FINANCIAL INSTITUTIONS AND MARKETS UNIT, FINANCIAL DIVISION, RESEARCH DEPARTMENT, BANK OF ISRAEL

  • 2008-2015

    MANAGER OF FINANCIAL MARKETS UNIT, MONETARY DIVISION, RESEARCH DEPARTMENT, BANK OF ISRAEL

  • 2005-2008

    MANAGER OF FINANCIAL MARKETS UNIT, MONETARY DEPARTMENT, BANK OF ISRAEL

  • 2005-2008

    ECONOMIST, FINANCIAL MARKETS UNIT, MONETARY DEPARTMENT, BANK OF ISRAEL

Areas of interest

תמחור נכסים פיננסיים; עקומי תשואות אג"ח; שוק המטבעות הקריפטוגרפים; רגולציה פיננסית; מיסוי שוק ההון; יציבות פיננסית; מדיניות מוניטרית. 

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