Sen Dong

Columbia Business School - Economics Department

420 West 118th Street

New York, NY 10027

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 24,823

SSRN RANKINGS

Top 24,823

in Total Papers Downloads

2,100

SSRN CITATIONS
Rank 12,247

SSRN RANKINGS

Top 12,247

in Total Papers Citations

21

CROSSREF CITATIONS

67

Scholarly Papers (4)

1.
Downloads 577 ( 51,050)
Citation 18

Monetary Policy Shifts and the Term Structure

NBER Working Paper No. w15270
Number of pages: 53 Posted: 25 Aug 2009 Last Revised: 23 Sep 2010
BlackRock, Inc, HEC Montreal, Columbia Business School - Economics Department and Inter-American Development Bank (IADB)
Downloads 331 (98,760)
Citation 1

Abstract:

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Monetary Policy Shifts and the Term Structure

AFA 2009 San Francisco Meetings Paper
Number of pages: 47 Posted: 17 Mar 2008
Jean Boivin, Sen Dong and Andrew Ang
HEC Montreal, Columbia Business School - Economics Department and BlackRock, Inc
Downloads 246 (135,729)
Citation 8

Abstract:

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Quadratic term structure model, Monetary policy, Interest rate risk, time-varying parameter model

2.
Downloads 560 ( 52,957)
Citation 22

No-Arbitrage Taylor Rules

Number of pages: 56 Posted: 21 Nov 2004
Andrew Ang, Sen Dong and Monika Piazzesi
BlackRock, Inc, Columbia Business School - Economics Department and University of Chicago - Booth School of Business
Downloads 479 (63,843)
Citation 21

Abstract:

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Affine term structure model, monetary policy, interest rate risk

No-Arbitrage Taylor Rules

NBER Working Paper No. w13448
Number of pages: 51 Posted: 28 Sep 2007 Last Revised: 03 Nov 2010
Andrew Ang, Sen Dong and Monika Piazzesi
BlackRock, Inc, Columbia Business School - Economics Department and University of Chicago - Booth School of Business
Downloads 81 (332,781)
Citation 1

Abstract:

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3.

Macro Variables Do Drive Exchange Rate Movements: Evidence from a No-Arbitrage Model

Number of pages: 56 Posted: 23 Jul 2006
Sen Dong
Columbia Business School - Economics Department
Downloads 538 (55,753)
Citation 14

Abstract:

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exchange rates, monetary policy rules, term structure models, financial markets and the macroeconomy

4.

Idiosyncratic Volatility, Fundamentals, and Institutional Herding: Evidence from the Japanese Stock Market

Number of pages: 29 Posted: 15 Feb 2005
Eric C. Chang and Sen Dong
University of Hong Kong - School of Business and Columbia Business School - Economics Department
Downloads 425 (74,587)

Abstract:

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Idiosyncratic volatility, Herding, Firm Earnings