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

DOWNLOADS
Rank 36,015

SSRN RANKINGS

Top 36,015

in Total Papers Downloads

1,969

SSRN CITATIONS
Rank 29,011

SSRN RANKINGS

Top 29,011

in Total Papers Citations

15

CROSSREF CITATIONS

15

Scholarly Papers (6)

Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs

Management Science, forthcoming
Number of pages: 45 Posted: 08 Oct 2016 Last Revised: 14 Jun 2022
University of Illinois at Urbana-Champaign - Department of Finance, Board of Governors of the Federal Reserve System and Aalto University - Department of Finance
Downloads 930 (35,765)
Citation 4

Abstract:

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Corporate bond liquidity, Customer Liquidity Provision, Bank regulations and OTC liquidity, Insurer Liquidity Provision

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 67 (471,046)
Citation 4

Abstract:

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Bank regulation, Liquidity, corporate bonds, Financial intermediation, Volcker rule

2.
Downloads 291 (149,644)
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 and Board of Governors of the Federal Reserve System
Downloads 220 (196,657)
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 71 (456,718)
Citation 1

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 227 (191,088)
Citation 1

Abstract:

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High frequency trading, liquidity, market microstructure, information asymmetry

4.

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 160 (260,429)
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: 53 Posted: 27 Jul 2020 Last Revised: 02 Sep 2022
Yesol Huh and You Suk Kim
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 115 (337,035)

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 32 (643,972)

Abstract:

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6.

Algorithmic Trading and Liquidity Commonality

Number of pages: 41 Posted: 18 Oct 2013
Yesol Huh
Board of Governors of the Federal Reserve System
Downloads 147 (278,891)

Abstract:

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algorithmic trading, liquidity