An economist who is originally from China, Ding’'s research focuses on
international finance and financial economics. 

One of his dissertation projects applied market microstructure approach to study the
operation of the foreign exchange market, and explained exchange rate dynamics that
traditional macro models leave unexplained. 

He has extensive research experience on Asian financial markets, especially Chinese bond
and stock markets and has published two papers in leading Chinese journals. 

EDUCATION: B.A., Nanjing University, P.R.China Ph.D., University of North Carolina,
Chapel Hill 

Ding has been teaching at Macalester since 2006. 

Journal Articles

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Exchange Rates and Oil Prices: A Multivariate Stochastic Volatility Analysis (with Minh Vo), Quarterly Review of Economics and Finance (2012)
 

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Semi-Transparency, Dealership Market and Foreign Exchange Market Quality (with Hao Zou and Vittorio Addona), Review of Financial Economics (2012)
 

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Thursday Effect of the Forward Premium Puzzle, International Review of Economics and Finance (2012)
 

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Asymmetric correlations in equity returns: a fundamental-based explanation (with Hiroyoki Miyake and Hao Zou), Applied Financial Economics (2011)
 

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The electronic trading systems and bid-ask spreads in the foreign exchange market (with Jonas Hiltrop), Journal of International Financial Markets Institutions and Money (2010)
 

Contributions to Books

Foreign Exchange Rates, Volume of Finance, the Frontiers of Research in the Humanities and Social Sciences (2012)