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Improving GDP measurement : a measurement-error perspective

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Persistent link: https://www.econbiz.de/10011610607

The term structure of equity risk premia

Bansal, Ravi; Miller, Shane; Song, Dongho; Yaron, Amir - In: Journal of financial economics 142 (2021) 3, pp. 1209-1228

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Fearing the fed : how Wall Street reads Main Street

Law, Tzuo Hann; Song, Dongho; Yaron, Amir - 2017 - This Version: November 2017

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Fearing the Fed : how Wall Street reads Main Street

Law, Tzuo Hann; Song, Dongho; Yaron, Amir - 2018 - This Version: April 29, 2018

Persistent link: https://www.econbiz.de/10012050897

The term structure of equity risk premia

Bansal, Ravi; Miller, Shane; Song, Dongho; Yaron, Amir - 2019

Persistent link: https://www.econbiz.de/10012174202

Fearing the Fed : how Wall Street reads main street

Law, Tzuo Hann; Song, Dongho; Yaron, Amir - 2019

Persistent link: https://www.econbiz.de/10012174214

Fearing the Fed : how wall street reads main street

Elenev, Vadim; Law, Tzuo Hann; Song, Dongho; Yaron, Amir - In: Journal of financial economics 153 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10015072051

Bond market exposures to macroeconomic and monetary policy risks

Song, Dongho - 2016 - This version: July 14, 2016

Persistent link: https://www.econbiz.de/10011514860

Bond market exposures to macroeconomic and monetary policy risks

Song, Dongho - In: The review of financial studies 30 (2017) 8, pp. 2761-2817

Persistent link: https://www.econbiz.de/10011755603

Bond Market Exposures to Macroeconomic and Monetary Policy Risks

Song, Dongho - 2017

The paper estimates a model that allows for shifts in the aggressiveness of monetary policy and time variation in the distribution of macroeconomic shocks. These model features induce variations in the cyclical properties of inflation and the riskiness of bonds. The estimation identifies...

Persistent link: https://www.econbiz.de/10012973281