Chaehee Shin

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

9

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52

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3

Scholarly Papers (9)

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1.

The Shift From Active to Passive Investing: Potential Risks to Financial Stability?

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Citation 14

The Shift from Active to Passive Investing: Potential Risks to Financial Stability?

FRB Boston Risk and Policy Analysis Unit Paper No. RPA 18-4
Number of pages: 35 Posted: 24 Jan 2019 Last Revised: 18 Mar 2022
Kenechukwu Anadu, Mathias S. Kruttli, Patrick E. McCabe, Emilio Osambela and Chaehee Shin
Federal Reserve Banks - Federal Reserve Bank of Boston, Kelley Business School - Indiana University, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 522 (89,483)
Citation 1

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asset management, passive investing, index investing, indexing, mutual funds, exchange-traded funds, leveraged and inverse exchange-traded products, financial stability, systemic risk, market volatility, inclusion effects, daily rebalancing

2.

Fire-Sale Spillovers in Debt Markets

Journal of Finance, Forthcoming
Number of pages: 86 Posted: 21 Dec 2016 Last Revised: 14 Aug 2020
Antonio Falato, Ali Hortacsu, Dan Li and Chaehee Shin
Board of Governors of the Federal Reserve System, University of Chicago - Department of Economics, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
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Citation 44

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asset management, fixed-income markets, fire-sales, identification of spillover effects

3.

Climate-Related Financial Stability Risks for the United States: Methods and Applications

FEDS Working Paper No. 2022-43
Number of pages: 47 Posted: 12 Jul 2022
Celso Brunetti, John Caramichael, Matteo Crosignani, Benjamin Dennis, Gurubala Kotta, Donald P. Morgan, Chaehee Shin and Ilknur Zer
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of New York, Independent, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
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Climate change, Financial stability and risk

4.

An Industrial Organization Approach to International Portfolio Diversification: Evidence from the U.S. Mutual Fund Families

FEDS Working Paper No. 2014-78
Number of pages: 61 Posted: 31 May 2017
Chaehee Shin
Board of Governors of the Federal Reserve System
Downloads 89 (471,620)

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5.

Post-Crisis Signals in Securitization: Evidence from Auto Abs

FEDS Working Paper No. 2020-42
Number of pages: 51 Posted: 12 Jun 2020 Last Revised: 09 Jan 2023
Erin Syron Ferris and Chaehee Shin
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
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6.

New Insights from N-CEN: Liquidity Management at Open-End Funds and Primary Market Concentration of ETFs

FEDS Notes No. 2023-01-11
Posted: 12 May 2023
Fang Cai, Grace Chuan, Kevin Henry, Chaehee Shin and Erin Troland
Board of Governors of the Federal Reserve System, Independent, Independent, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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7.

Bank Borrowings by Asset Managers Evidence from U.S. Open-End Mutual Funds and Exchange-Traded Funds

FEDS Notes No. 2021-04-16-2
Posted: 09 Jul 2021
Fang Cai and Chaehee Shin
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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8.

Bank Borrowings by Asset Managers Evidence from US Open-End Mutual Funds and Exchange-Traded Funds

FEDS Notes No. 2021-04-16-2
https://doi.org/10.17016/2380-7172.2887
Posted: 23 Apr 2021
Fang Cai and Chaehee Shin
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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9.

Fire-Sale Vulnerabilities of Banks: Bank-Specific Risks Under Stress and Credit Drawdowns

FEDS Notes No. 2020-10-08
Posted: 14 Oct 2020
Chaehee Shin and Maddie White
Board of Governors of the Federal Reserve System and Independent

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