Dongho Song

Professor of Finance
Johns Hopkins University, Carey Business School

CV Google Scholar dongho.song@jhu.edu

Working Papers

2026
How Globalization Unravels: A Ricardian Model of Endogenous Trade Policy
with Jesús Fernández-Villaverde and Tomohide Mineyama
2025
Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects
with Jesús Fernández-Villaverde and Tomohide Mineyama

R&R, Review of Economic StudiesGeopolitical Fragmentation Index ↗

Publications

2026
Inflation and Real Activity over the Business Cycle
with Francesco Bianchi and Giovanni Nicolò · Review of Economic Studiesforthcoming
2026
The Real Channel for Nominal Bond-Stock Puzzles
with Mikhail Chernov and Lars Lochstoer · Journal of Financeforthcoming
2026
Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements
with Taeyoung Doh and Shu-Kuei Yang · American Economic Journal: Macroeconomics
2026
The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls
with Mikhail Chernov and Vadim Elenev · Journal of Econometrics
2024
The Term Structure of Covered Interest Rate Parity Violations
with Patrick Augustin, Mikhail Chernov, Lukas Schmid · Journal of Finance
2024
Fearing the Fed: How Wall Street Reads Main Street
with Vadim Elenev, Tzuo Law, and Amir Yaron · Journal of Financial Economics
2024
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic
with Frank Schorfheide · International Journal of Central Banking
2023
The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates
with Francesco Bianchi and Giada Bianchi · Journal of Economic Dynamics and Control
2023
News-Driven Uncertainty Fluctuations
with Jenny Tang · Journal of Business and Economic Statistics
2021
The Term Structure of Equity Risk Premia
with Ravi Bansal, Shane Miller, and Amir Yaron · Journal of Financial Economics
2021
Benchmark Interest Rates when the Government is Risky
with Patrick Augustin, Mikhail Chernov, and Lukas Schmid · Journal of Financial Economics
2020
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads
with Patrick Augustin and Mikhail Chernov · Journal of Financial Economics
2018
Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach
with Frank Schorfheide and Amir Yaron · Econometrica
2017
Bond Market Exposures to Macroeconomic and Monetary Policy Risks
Review of Financial Studies
2016
Improving GDP Measurement: A Measurement-Error Perspective
with Borağan Aruoba, Francis Diebold, Jeremy Nalewaik, and Frank Schorfheide · Journal of Econometrics
2015
Real-time Forecasting with a Mixed-Frequency VAR
with Frank Schorfheide · Journal of Business and Economic Statistics

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