Sen Dong

Columbia Business School - Economics Department

420 West 118th Street

New York, NY 10027

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 23,440

SSRN RANKINGS

Top 23,440

in Total Papers Downloads

2,082

SSRN CITATIONS
Rank 11,697

SSRN RANKINGS

Top 11,697

in Total Papers Citations

14

CROSSREF CITATIONS

68

Scholarly Papers (4)

1.
Downloads 571 ( 48,443)
Citation 14

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 325 (94,653)

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 (127,644)
Citation 5

Abstract:

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

2.
Downloads 557 ( 49,959)
Citation 23

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 478 (59,957)
Citation 22

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 79 (319,742)
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 533 (52,821)
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 421 (70,740)

Abstract:

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Idiosyncratic volatility, Herding, Firm Earnings