Yesol Huh

Board of Governors of the Federal Reserve System - Division of Research and Statistics

Economist

20th and C Streets, NW

Washington, DC 20551

United States

http://sites.google.com/site/yesolhuh

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 39,610

SSRN RANKINGS

Top 39,610

in Total Papers Downloads

1,240

SSRN CITATIONS
Rank 35,603

SSRN RANKINGS

Top 35,603

in Total Papers Citations

8

CROSSREF CITATIONS

12

Scholarly Papers (6)

Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs

Number of pages: 49 Posted: 08 Oct 2016 Last Revised: 09 Aug 2019
Jaewon Choi and Yesol Huh
University of Illinois at Urbana-Champaign - Department of Finance and Board of Governors of the Federal Reserve System - Division of Research and Statistics
Downloads 517 (58,641)
Citation 2

Abstract:

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Corporate bond liquidity, Volcker Rule, Capital regulation, Bank regulations, Financial intermediation

Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs

FEDS Working Paper No. 2017-116
Number of pages: 56 Posted: 05 Dec 2017
Jaewon Choi and Yesol Huh
University of Illinois at Urbana-Champaign - Department of Finance and Board of Governors of the Federal Reserve System - Division of Research and Statistics
Downloads 62 (390,414)

Abstract:

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Bank regulation, Liquidity, Corporate bond, Financial intermediation, Volcker rule

2.
Downloads 262 (129,218)
Citation 7

Bond Market Intermediation and the Role of Repo

Number of pages: 50 Posted: 02 May 2016 Last Revised: 22 Oct 2018
Yesol Huh and Sebastian Infante
Board of Governors of the Federal Reserve System - Division of Research and Statistics and Federal Reserve Board - Division of Monetary Affairs
Downloads 196 (170,763)
Citation 9

Abstract:

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Market Liquidity, Treasury Market, Repo, Intermediation

Bond Market Intermediation and the Role of Repo

FEDS Working Paper No. 2017-003
Number of pages: 45 Posted: 08 Jan 2017
Yesol Huh and Sebastian Infante
Board of Governors of the Federal Reserve System - Division of Research and Statistics and Federal Reserve Board - Division of Monetary Affairs
Downloads 66 (377,844)

Abstract:

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Market liquidity, Financial services and intermediation, Repo, Specialness, U.S. Treasury market

3.

Machines vs. Machines: High Frequency Trading and Hard Information

FEDS Working Paper No. 2014-33
Number of pages: 57 Posted: 13 May 2014
Yesol Huh
Board of Governors of the Federal Reserve System - Division of Research and Statistics
Downloads 204 (164,629)
Citation 1

Abstract:

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High frequency trading, liquidity, market microstructure, information asymmetry

4.

Algorithmic Trading and Liquidity Commonality

Number of pages: 41 Posted: 18 Oct 2013
Yesol Huh
Board of Governors of the Federal Reserve System - Division of Research and Statistics
Downloads 126 (247,426)

Abstract:

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algorithmic trading, liquidity

5.

The Real Effects of Secondary Market Trading Structure: Evidence from the Mortgage Market

Number of pages: 69 Posted: 10 May 2019 Last Revised: 20 Aug 2020
Yesol Huh and You Suk Kim
Board of Governors of the Federal Reserve System - Division of Research and Statistics and Board of Governors of the Federal Reserve System
Downloads 53 (415,251)
Citation 2

Abstract:

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mortgage-backed securities, liquidity, primary market, TBA trades, refinancing, mortgages

6.

Cheapest-to-Deliver Pricing and Endogenous MBS Heterogeneity

Number of pages: 51 Posted: 27 Jul 2020 Last Revised: 18 Aug 2020
Yesol Huh and You Suk Kim
Board of Governors of the Federal Reserve System - Division of Research and Statistics and Board of Governors of the Federal Reserve System
Downloads 16 (598,483)

Abstract:

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Agency Mortgage-Backed Securities, TBA Trades, Securitization, Liquidity