Meet the Researchers
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Hyung Joo Kim
202-452-3351
hyungjoo.kim@frb.gov
hyungjoo.kim@frb.gov
Education
- Ph.D., Finance, University of Houston, 2022
- M.S., Finance, Seoul National University, 2016
- B.S., Mathematical Sciences, Korea Advanced Institute of Science and Technology, 2014
Economist
Board of Governors of the Federal Reserve System
2022 - present
- Options on Interbank Rates and Implied Disaster Risk
Hitesh Doshi, Hyung Joo Kim, and Sang Byung Seo
Finance and Economics Discussion Series (2023)
https://doi.org/10.17016/FEDS.2023.054 - The Pricing Kernel in Options
Steven Heston, Kris Jacobs, and Hyung Joo Kim
Finance and Economics Discussion Series (2023)
https://doi.org/10.17016/FEDS.2023.053 - Options on Interbank Rates and Implied Disaster Risk
Hitesh Doshi, Hyung Joo Kim, and Sang Byung Seo
Social Science Research Network (2023)
https://doi.org/10.2139/ssrn.3469087
See also » FRB Working Paper (2023) - The Pricing Kernel in Options
Steven Heston, Kris Jacobs, and Hyung Joo Kim
Social Science Research Network (2022)
See also » FRB Working Paper (2023) - Characterizing the Conditional Pricing Kernel: A New Approach
Hyung Joo Kim
(2022)
Referee
- Journal of Banking and Finance
- Journal of Empirical Finance
- Management Science
Last Update:
December 23, 2024