Kyungmin Kim

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

6

DOWNLOADS

151

CITATIONS

0

Scholarly Papers (6)

1.

Identification of Forward Guidance Shocks with External Instrument SVAR

Number of pages: 32 Posted: 20 Sep 2017
Kyungmin Kim
Board of Governors of the Federal Reserve System
Downloads 37 (429,191)

Abstract:

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Vector autoregression, monetary policy, forward guidance

2.

Identification of Monetary Policy Shocks with External Instrument SVAR

FEDS Working Paper No. 2017-113
Number of pages: 34 Posted: 05 Dec 2017
Kyungmin Kim
Board of Governors of the Federal Reserve System
Downloads 36 (433,207)

Abstract:

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Forward guidance, Instrument VAR, Monetary policy

3.

Measuring the Informativeness of Market Statistics

FEDS Working Paper No. 2016-076
Number of pages: 24 Posted: 26 Sep 2016
Kyungmin Kim
Board of Governors of the Federal Reserve System
Downloads 33 (445,672)

Abstract:

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Derivatives, futures, and options, Financial markets

4.

Can the Us Interbank Market Be Revived?

FEDS Working Paper No. 2018-088
Number of pages: 52 Posted: 26 Dec 2018 Last Revised: 21 Feb 2019
Kyungmin Kim, Antoine Martin and Ed Nosal
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York - Research and Statistics and Federal Reserve Banks - Federal Reserve Bank of Atlanta
Downloads 23 (495,527)
Citation 1

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Balance sheet costs, Interbank market, Monetary policy implementation

5.

Can the U.S. Interbank Market Be Revived?

FRB Atlanta Working Paper No. 2018-13
Number of pages: 51 Posted: 30 Jan 2019 Last Revised: 21 Feb 2019
Kyungmin Kim, Antoine Martin and Ed Nosal
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York - Research and Statistics and Federal Reserve Banks - Federal Reserve Bank of Atlanta
Downloads 12 (559,237)

Abstract:

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interbank market, monetary policy implementation, balance sheet costs

A Price-Differentiation Model of the Interbank Market and its Application to a Financial Crisis

FEDS Working Paper No. 2017-065
Number of pages: 42 Posted: 19 Jun 2017
Kyungmin Kim
Board of Governors of the Federal Reserve System
Downloads 10 (595,277)

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Banking, Crisis, Interbank

A Price-Differentiation Model of the Interbank Market and its Application to a Financial Crisis

Posted: 09 Mar 2017
Kyungmin Kim
Board of Governors of the Federal Reserve System

Abstract:

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Interbank Market, Financial Crisis