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TheEconomists

Photo of Yang-Ho Park
202-452-3177
yang-ho.park@frb.gov
Education
  • Ph.D., Finance, University of Colorado, 2011
  • M.S., Financial Mathematics, Florida State University, 2006
  • B.S., Aerospace Engineering, Seoul National University, 1998
    • Economist

      Board of Governors of the Federal Reserve System

    • 2011 - present
    • Analyst

      KIS Pricing, Seoul, Korea

    • 2001 - 2004
  • Abruzzo, Nicole, and Yang-Ho Park (2014). "An Empirical Analysis of Futures Margin Changes: Determinants and Policy Implications," Finance and Economics Discussion Papers 2014-86. Board of Governors of the Federal Reserve System (U.S.).
  • Durham, Garland, and Yang-Ho Park (2013). "Beyond Stochastic Volatility and Jumps in Returns and Volatility," Journal of Business and Economic Statistics, vol. 31, no. 1, pp. 107-121.
  • Park, Yang-Ho (2013). "Volatility of Volatility and Tail Risk Premiums," Finance and Economics Discussion Series 2013-54. Board of Governors of the Federal Reserve System (U.S.).
  • conference

    2014

    IFSID Conference on Derivatives

  • conference

    2014

    Bank of Canada Conference on Collateral, Liquidity, and Central Bank Operation

  • discussion

    2014

    Bank of Canada Conference on Collateral, Liquidity, and Central Bank Operation

  • conference

    2013

    ECB, BoF, and BoE Conference on OTC Derivatives Reform

  • conference

    2013

    IFSID & Bank of Canada Second Conference on Derivatives

  • conference

    2013

    23rd FDIC Derivatives Securities and Risk Management Conference

  • conference

    2012

    Yonsei University

  • conference

    2011

    Fourth Annual SoFiE Conference

  • seminar

    2011

    Federal Reserve Board

  • seminar

    2011

    Korea University

  • seminar

    2011

    La Trobe University

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Last update: December 8, 2014