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

11

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Top 16,653

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64

Scholarly Papers (11)

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1.

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

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Citation 1

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

FRB of Boston Supervisory Research & Analysis Unit Working Paper No. RPA 18-4
Number of pages: 35 Posted: 24 Jan 2019 Last Revised: 13 Oct 2023
Kenechukwu Anadu, Mathias S. Kruttli, Patrick E. McCabe, Emilio Osambela and Chaehee Shin
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 619 (86,213)
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
Downloads 1,113 (39,656)
Citation 63

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

3.

Auto Finance in the Electric Vehicle Transition

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Auto Finance in the Electric Vehicle Transition

Number of pages: 54 Posted: 01 Dec 2023 Last Revised: 24 Jun 2024
Elizabeth Klee, Adair Morse and Chaehee Shin
Board of Governors of the Federal Reserve System, University of California, Berkeley - Haas School of Business and Board of Governors of the Federal Reserve System
Downloads 259 (234,201)

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Auto loans, EVs, electric vehicles, ABS, car finance, vehicle lending, gasoline price effect on default

Auto Finance in the Electric Vehicle Transition

FEDS Working Paper No. 2024-65
Number of pages: 56 Posted: 29 Aug 2024
Elizabeth Klee, Adair Morse and Chaehee Shin
Board of Governors of the Federal Reserve System, University of California, Berkeley - Haas School of Business and Board of Governors of the Federal Reserve System
Downloads 44 (824,044)

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Auto loans, Climate finance, Electric vehicles

4.

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

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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, University of California, Davis, Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 253 (239,857)

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Climate change, Financial stability and risk

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

Economic Policy Review , Vol. 30, No. 1, 1-37, https://doi.org/10.59576/epr.30.1.1-37
Number of pages: 39 Posted: 04 Oct 2024
Celso Brunetti, Matteo Crosignani, Benjamin Dennis, Gurubala Kotta, Donald P. Morgan, Chaehee Shin and Ilknur Zer
Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System, University of California, Davis, Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 40 (855,380)

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climate risk, climate change, financial stability, financial risk

5.

Interconnectedness in the Corporate Bond Market

Downloads 155 (377,644)

Interconnectedness in the Corporate Bond Market

Number of pages: 56 Posted: 09 May 2024 Last Revised: 16 May 2024
Celso Brunetti, Matthew Carl, Jacob Gerszten, Chiara Scotti and Chaehee Shin
Board of Governors of the Federal Reserve System, University of Wisconsin - Madison - Department of Finance, Investment and Banking, University of Michigan at Ann Arbor - Law School - SJD Candidate, Bank of Italy and Board of Governors of the Federal Reserve System
Downloads 111 (492,997)

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financial stability, interconnectedness, institutional investors, big data

Interconnectedness in the Corporate Bond Market

FEDS Working Paper No. 2024-66
Number of pages: 57 Posted: 03 Sep 2024
Celso Brunetti, Matthew Carl, Jacob Gerszten, Chiara Scotti and Chaehee Shin
Board of Governors of the Federal Reserve System, University of Wisconsin-Madison, University of Michigan Law School, Bank of Italy and Board of Governors of the Federal Reserve System
Downloads 44 (824,044)

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Financial stability, Interconnectedness, Institutional investors, Big data

6.

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 104 (513,696)

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7.

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
Elizabeth Klee and Chaehee Shin
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 79 (610,415)

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8.

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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9.

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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10.

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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11.

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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