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TheEconomists

Photo of Don H. Kim
202-973-6194
don.h.kim@frb.gov
Education
  • Ph.D., Finance, Stanford University, 2005
  • Ph.D., Physics, Massachusetts Institute of Technology, 1998
  • A.B., Physics, Harvard University, 1994
    • Section Chief

      Board of Governors of the Federal Reserve System

    • 2013 - present
    • Senior Economist

      Board of Governors of the Federal Reserve System

    • 2012 - 2013
    • Assistant Professor of Finance

      Yonsei University

    • 2008 - 2012
    • Economist

      Bank for International Settlements

    • 2006 - 2007
    • Economist

      Board of Governors of the Federal Reserve System

    • 2003 - 2008
  • Kim, Don H. (Forthcoming). "Swaption Pricing in Affine and Other Models," Mathematical Finance.
  • Kim, Don H., and Athanasios Orphanides (2012). "Term Structure Estimation with Survey Data on Interest Rate Forecasts," Journal of Financial and Quantitative Analysis, vol. 47, no. 1, pp. 241-272.
  • Kim, Don H., and Kenneth J. Singleton (2012). "Term Structure Models and the Zero Bound: An Empirical Investigation of Japanese Yields," Journal of Econometrics, vol. 170, pp. 32-49.
  • Kim, Don H., Mico Loretan, and Eli M. Remolona (2010). "Contagion and Risk Premia in the Amplification of Crisis: Evidence from Asian Names in the Global CDS Market," Journal of Asian Economics, vol. 21, no. 3, pp. 314-326.
  • Kim, Don H. (2009). "Challenges in Macro-Finance Modeling," Federal Reserve Bank of St. Louis Review, vol. 91, no. 5, pp. 519-544.
  • D'Amico, Stefania, Don H. Kim, and Min Wei (2008). "Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices," Finance and Economics Discussion Series 2008-30. Board of Governors of the Federal Reserve System (U.S.).
  • Kim, Don H. (2008). "Zero Bound, Option-Implied PDFs, and Term Structure Models," Finance and Economics Discussion Series 2008-31. Board of Governors of the Federal Reserve System (U.S.).
  • Kim, Don H., and Athanasios Orphanides (2007). "The Bond Market Term Premium: What is it, and how can we Measure it?" BIS Quarterly Review, June, pp. 27-40.
  • Kim, Don H. (2007). "Spanned Stochastic Volatility: A Reexamination of the Relative Pricing between Bonds and Bond Options," BIS Working Papers 239.
  • Kim, Don H., and Jonathan H. Wright (2005). "An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates," Finance and Economics Discussion Series 2005-33. Board of Governors of the Federal Reserve System (U.S.).
  • Kim, Don H., and Patrick A. Lee (1999). "Theory of Spin Excitations in Undoped and Underdoped Cuprates," Annals of Physics, vol. 272, pp. 130-164.
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Last update: October 6, 2014