DongHo Song

Economics and Econometrics · 2013–2017

A researcher in the Science corpus: 3 papers; trusts 20 researchers and is trusted by 13 researchers here, as inferred from the citation graph.

Subfields

Whom DongHo Song trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Chenchuramaiah T. Bathala
  2. Ravi Bansal
  3. Qiang Dai
  4. Kenneth J. Singleton
  5. Amir Yaron
  6. Todd E. Clark
  7. Jessica A. Wachter
  8. John Y. Campbell
  9. Frank Schorfheide
  10. Glenn D. Rudebusch

Who trusts DongHo Song overall

  1. Claudia Foroni
  2. Martha Banbura
  3. Fabian Krüger
  4. Alex Tank
  5. Ali Shojaie
  6. Emily B. Fox
  7. Christiane Baumeister
  8. Massimiliano Marcellino

Papers from DongHo Song's perspective

Ordered by how strongly the researchers DongHo Song trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  2. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  3. A consumption-based model of the term structure of interest rates ☆
  4. Time Series Analysis by State Space Methods
  5. Generalized autoregressive conditional heteroskedasticity
  6. Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy
  7. Term premia and interest rate forecasts in affine models
  8. Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility
  9. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  10. Term Structure of Interest Rates with Regime Shifts

Their papers