Chaehee Shin

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

5

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1,060

SSRN CITATIONS
Rank 49,004

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Top 49,004

in Total Papers Citations

5

CROSSREF CITATIONS

7

Scholarly Papers (5)

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: 30 Posted: 24 Jan 2019 Last Revised: 21 Feb 2019
Federal Reserve Banks - Federal Reserve Bank of Boston, Board of Governors of the Federal Reserve System, 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 438 (72,856)

Abstract:

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asset management, passive investing, index investing, indexing, mutual fund, exchange-traded fund, 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, Federal Reserve Board and Board of Governors of the Federal Reserve System
Downloads 559 (54,280)
Citation 8

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

3.

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 45 (449,006)

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Diversification, mutual funds

4.

Post-Crisis Signals in Securitization: Evidence from Auto Abs

FEDS Working Paper No. 2020-042
Number of pages: 51 Posted: 12 Jun 2020
Erin Syron Ferris and Chaehee Shin
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 18 (590,735)

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5.

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

FEDS Notes No. 2020-10-08 https://doi.org/10.17016/2380-7172.2589
Posted: 14 Oct 2020
Chaehee Shin and Maddie White
Board of Governors of the Federal Reserve System and Independent

Abstract:

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