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.
Exchange Rates and Oil Prices: A Multivariate Stochastic Volatility Analysis (with Minh Vo), Quarterly Review of Economics and Finance (2012)
Semi-Transparency, Dealership Market and Foreign Exchange Market Quality (with Hao Zou and Vittorio Addona), Review of Financial Economics (2012)
Thursday Effect of the Forward Premium Puzzle, International Review of Economics and Finance (2012)
Asymmetric correlations in equity returns: a fundamental-based explanation (with Hiroyoki Miyake and Hao Zou), Applied Financial Economics (2011)
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