Yesol Huh

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

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

SCHOLARLY PAPERS

6

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SSRN CITATIONS
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Top 30,849

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15

CROSSREF CITATIONS

13

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
Downloads 644 (49,860)
Citation 4

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
Downloads 63 (426,231)
Citation 4

Abstract:

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2.
Downloads 276 (136,371)
Citation 6

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 and Board of Governors of the Federal Reserve System
Downloads 207 (180,211)
Citation 8

Abstract:

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Market Liquidity, Treasury Market, Repo, Intermediation

Bond Market Intermediation and the Role of Repo

FEDS Working Paper No. 2017-3
Number of pages: 45 Posted: 08 Jan 2017 Last Revised: 25 Jan 2017
Yesol Huh and Sebastian Infante
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 69 (406,038)

Abstract:

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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
Downloads 211 (177,208)
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
Downloads 138 (255,358)

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: 64 Posted: 10 May 2019 Last Revised: 14 Jun 2021
Yesol Huh and You Suk Kim
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 89 (346,264)
Citation 2

Abstract:

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

Cheapest-to-Deliver Pricing, Optimal MBS Securitization, and Market Quality

Number of pages: 67 Posted: 27 Jul 2020 Last Revised: 19 Apr 2021
Yesol Huh and You Suk Kim
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 70 (402,800)

Abstract:

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

Cheapest-to-Deliver Pricing, Optimal MBS Securitization, and Market Quality

FEDS Working Paper No. 2021-031
Number of pages: 68 Posted: 14 Jun 2021 Last Revised: 01 Jul 2021
Yesol Huh and You Suk Kim
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 4 (779,347)

Abstract:

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