Dongho Song

Dongho Song

Johns Hopkins University

H-index: 14

North America-United States

About Dongho Song

Dongho Song, With an exceptional h-index of 14 and a recent h-index of 13 (since 2020), a distinguished researcher at Johns Hopkins University, specializes in the field of Asset pricing, Macro-finance, Bayesian econometrics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Fearing the fed: How wall street reads main street

Are We Fragmented Yet? Measuring Geopolitical Fragmentation and its Causal Effects

News-driven uncertainty fluctuations

Inflation and real activity over the business cycle

The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates

The term structure of covered interest rate parity violations

Leaning Against the Data: Policymaker Communications under State-Based Forward Guidance

Real-time forecasting with a (standard) mixed-frequency VAR during a pandemic

Dongho Song Information

University

Position

Johns Hopkins Carey Business School

Citations(all)

1551

Citations(since 2020)

1136

Cited By

801

hIndex(all)

14

hIndex(since 2020)

13

i10Index(all)

17

i10Index(since 2020)

15

Email

University Profile Page

Johns Hopkins University

Google Scholar

View Google Scholar Profile

Dongho Song Skills & Research Interests

Asset pricing

Macro-finance

Bayesian econometrics

Top articles of Dongho Song

Title

Journal

Author(s)

Publication Date

Fearing the fed: How wall street reads main street

Journal of Financial Economics

Vadim Elenev

Tzuo-Hann Law

Dongho Song

Amir Yaron

2024/3/1

Are We Fragmented Yet? Measuring Geopolitical Fragmentation and its Causal Effects

Jesús Fernández-Villaverde

Tomohide Mineyama

Dongho Song

2024/3/19

News-driven uncertainty fluctuations

Journal of Business & Economic Statistics

Dongho Song

Jenny Tang

2023/7/3

Inflation and real activity over the business cycle

Francesco Bianchi

Giovanni Nicolò

Dongho Song

2023/4/3

The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates

Journal of Economic Dynamics and Control

Francesco Bianchi

Giada Bianchi

Dongho Song

2023/1/1

The term structure of covered interest rate parity violations

The Journal of Finance

Patrick Augustin

Mikhail Chernov

Lukas Schmid

Dongho Song

2022/3

Leaning Against the Data: Policymaker Communications under State-Based Forward Guidance

Federal Reserve Bank of Kansas City Working Paper No. RWP

Taeyoung Doh

Joseph Gruber

Dongho Song

2022/9/7

Real-time forecasting with a (standard) mixed-frequency VAR during a pandemic

Frank Schorfheide

Dongho Song

2021/12/6

The term structure of equity risk premia

Journal of Financial Economics

Ravi Bansal

Shane Miller

Dongho Song

Amir Yaron

2021/12/1

The real channel for nominal bond-stock puzzles

Mikhail Chernov

Lars A Lochstoer

Dongho Song

2021/7/26

Benchmark interest rates when the government is risky

Journal of Financial Economics

Patrick Augustin

Mikhail Chernov

Lukas Schmid

Dongho Song

2021/4/1

Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads

Journal of Financial Economics

Patrick Augustin

Mikhail Chernov

Dongho Song

2020/7/1

Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements

Taeyoung Doh

Dongho Song

Shu-Kuei Yang

2020/3/18

See List of Professors in Dongho Song University(Johns Hopkins University)

Co-Authors

H-index: 97
Francis Diebold

Francis Diebold

University of Pennsylvania

H-index: 51
Frank Schorfheide

Frank Schorfheide

University of Pennsylvania

H-index: 37
Ravi Bansal

Ravi Bansal

Duke University

H-index: 27
Boragan Aruoba

Boragan Aruoba

University of Maryland

H-index: 27
Mikhail Chernov

Mikhail Chernov

University of California, Los Angeles

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