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

5

DOWNLOADS
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Top 41,326

in Total Papers Downloads

1,024

SSRN CITATIONS
Rank 31,629

SSRN RANKINGS

Top 31,629

in Total Papers Citations

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CROSSREF CITATIONS

0

Scholarly Papers (5)

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 415 (69,066)
Citation 3

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 59 (365,070)

Abstract:

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

2.
Downloads 214 (142,582)
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 - Division of Research and Statistics and Federal Reserve Board - Division of Monetary Affairs
Downloads 156 (189,599)
Citation 7

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 58 (368,255)

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 191 (158,575)
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 119 (234,759)

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: 51 Posted: 10 May 2019
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 26 (488,462)

Abstract:

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