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Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach

Econometrica, 2018, Vol.86 (2), p.617-654

2018

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Bond Market Exposures to Macroeconomic and Monetary Policy Risks

The Review of financial studies, 2017-08, Vol.30 (8), p.2761-2817

Song, Dongho

2017

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Real-Time Forecasting With a Mixed-Frequency VAR

Journal of business & economic statistics, 2015-07, Vol.33 (3), p.366-380

2015

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News-Driven Uncertainty Fluctuations

Journal of business & economic statistics, 2023-07, Vol.41 (3), p.968-982

2023

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IDENTIFYING LONG-RUN RISKS: A BAYESIAN MIXED-FREQUENCY APPROACH

Econometrica, 2018-03, Vol.86 (2), p.617-654

2018

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

Journal of financial economics, 2020-07, Vol.137 (1), p.129-151

2020

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

Journal of economic dynamics & control, 2023-01, Vol.146, p.104581-104581, Article 104581

2023

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The term structure of equity risk premia

Journal of financial economics, 2021-12, Vol.142 (3), p.1209-1228

2021

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The Term Structure of Covered Interest Rate Parity Violations

The Journal of finance (New York), 2024-06, Vol.79 (3), p.2077-2114

2024

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The familial phenotype of obsessive-compulsive disorder in relation to tic disorders : The Hopkins OCD family study

Biological psychiatry (1969), 2001-10, Vol.50 (8), p.559-565

2001

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Fearing the Fed: How wall street reads main street

Journal of financial economics, 2024-03, Vol.153, p.103790, Article 103790

2024

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Improving GDP measurement: A measurement-error perspective

Journal of econometrics, 2016-04, Vol.191 (2), p.384-397

2016

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Z!Stream: An Application Streaming System by Copy-on-Reference Block of Executable Files

Distributed Computing and Networking, 2006, p.367-372

2006

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Synthesis of fixed-structure robust controllers using a constrained particle swarm optimizer with cyclic neighborhood topology

Expert systems with applications, 2013-07, Vol.40 (9), p.3595-3605

2013

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The Participation of North Korean Households in the Informal Economy: Size, Determinants, and Effect

Seoul Journal of Economics, 2008, 21(2), , pp.361-385

2008

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Improving G D P measurement: A measurement-error perspective

Journal of econometrics, 2016-04, Vol.191 (2), p.384-397

2016

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Impaired White Matter Integrity and Social Cognition in High-Function Autism: Diffusion Tensor Imaging Study

Psychiatry investigation, 2018-03, Vol.15 (3), p.292-299

2018

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Essays on risk measurement and modeling in macroeconomics and finance

Song, Dongho

2014

Volltextzugriff (PDF)

The Participation of North Korean Households in the Informal Economy: Size, Determinants, and Effect

Seoul journal of economics, 2008-06, p.361-385

2008

Volltextzugriff (PDF)

Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic

NBER Working Paper Series, 2021-12

2021

Volltextzugriff (PDF)

Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effect

NBER Working Paper Series, 2024-07

2024

Volltextzugriff (PDF)

The Participation of North Korean Households in the Informal Economy: Size, Determinants, and Effect

Seoul journal of economics, 2008-06, Vol.21 (2), p.1-1

2008

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The Participation of North Korean Households in the Informal Economy: Size, Determinants, and Effect

Seoul journal of economics, 2008-06, Vol.2008 (2), p.1-1

2008

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Titrating Optimal Dose of Osmotic-Controlled Release Oral Delivery (OROS)-Methylphenidate and Its Efficacy and Safety in Korean Children with ADHD: A Multisite Open Labeled Study

Psychiatry investigation, 2012-09, Vol.9 (3), p.257-262

2012

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A Randomized, Open-Label Assessment of Response to Various Doses of Atomoxetine in Korean Pediatric Outpatients with Attention-Deficit/Hyperactivity Disorder

Psychiatry investigation, 2011-06, Vol.8 (2), p.141-148

2011

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Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach

Bond Market Exposures to Macroeconomic and Monetary Policy Risks

Real-Time Forecasting With a Mixed-Frequency VAR

News-Driven Uncertainty Fluctuations

IDENTIFYING LONG-RUN RISKS: A BAYESIAN MIXED-FREQUENCY APPROACH

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

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

The term structure of equity risk premia

The Term Structure of Covered Interest Rate Parity Violations

The familial phenotype of obsessive-compulsive disorder in relation to tic disorders : The Hopkins OCD family study

Fearing the Fed: How wall street reads main street

Improving GDP measurement: A measurement-error perspective

Z!Stream: An Application Streaming System by Copy-on-Reference Block of Executable Files

Synthesis of fixed-structure robust controllers using a constrained particle swarm optimizer with cyclic neighborhood topology

The Participation of North Korean Households in the Informal Economy: Size, Determinants, and Effect

Improving G D P measurement: A measurement-error perspective

Impaired White Matter Integrity and Social Cognition in High-Function Autism: Diffusion Tensor Imaging Study

Essays on risk measurement and modeling in macroeconomics and finance

The Participation of North Korean Households in the Informal Economy: Size, Determinants, and Effect

Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic

Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effect

The Participation of North Korean Households in the Informal Economy: Size, Determinants, and Effect

The Participation of North Korean Households in the Informal Economy: Size, Determinants, and Effect

Titrating Optimal Dose of Osmotic-Controlled Release Oral Delivery (OROS)-Methylphenidate and Its Efficacy and Safety in Korean Children with ADHD: A Multisite Open Labeled Study

A Randomized, Open-Label Assessment of Response to Various Doses of Atomoxetine in Korean Pediatric Outpatients with Attention-Deficit/Hyperactivity Disorder

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