Meet the Researchers
Yesol Huh
Principal Economist
Risk Analysis Section
Research and Statistics
202-973-6943
[email protected]
[email protected]
Education
- Ph.D., Finance, Stanford Graduate School of Business, 2013
- B.A., Economics and Mathematics, Yale University, 2007
Current Research Topics
- OTC Markets, Fixed Income Markets
- Market Microstructure
Principal Economist
Board of Governors of the Federal Reserve System
2020 - presentSenior Economist
Board of Governors of the Federal Reserve System
2016 - 2020Economist
Board of Governors of the Federal Reserve System
2013 - 2016Lecturer
University of Maryland
2021 - 2022
- Balance-Sheet Netting in U.S. Treasury Markets and Central Clearing
David Bowman, Yesol Huh, and Sebastian Infante
Finance and Economics Discussion Series (2024)
https://doi.org/10.17016/FEDS.2024.057 - Information Friction in OTC Interdealer Markets
Benjamin Gardner and Yesol Huh
Finance and Economics Discussion Series (2024)
https://doi.org/10.17016/FEDS.2024.040 - Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs
Jaewon Choi, Yesol Huh, and Sean Seunghun Shin
Management Science (2024)
https://doi.org/10.1287/mnsc.2022.4646
See also » FRB Working Paper (2017) - Cheapest-to-deliver pricing, optimal MBS securitization, and welfare implications
Yesol Huh and You Suk Kim
Journal of Financial Economics (2023)
https://doi.org/10.1016/j.jfineco.2023.07.001
See also » FRB Working Paper (2021) - All-to-All Trading in the U.S. Treasury Market
Alain Chaboud, Ellen Correia Golay, Caren Cox, Michael J. Fleming, Yesol Huh, Frank M. Keane, Kyle Lee, Krista Schwarz, Clara Vega, and Carolyn Windover
Staff reports (Federal Reserve Bank of New York) (2022) - The Real Effects of Secondary Market Trading Structure: Evidence from the Mortgage Market
Yesol Huh and You Suk Kim
Review of Financial Studies (2022)
https://doi.org/10.1093/rfs/hhab116 - Bond Market Intermediation and the Role of Repo
Yesol Huh and Sebastian Infante
Journal of Banking & Finance (2021)
https://doi.org/10.1016/j.jbankfin.2020.105999 - Machines vs. machines: high frequency trading and hard information
Yesol Huh
Finance and Economics Discussion Series (2014)
https://doi.org/10.17016/FEDS.2014.033
Awards
- 2022
Federal Reserve Board
Special Achievement Award
- 2017
China International Conference in Finance
Yihong Xia Best Paper Award
Referee
- Review of Financial Studies
- Journal of Finance
- Journal of Banking and Finance
- Journal of Empirical Finance
- Journal of Financial Markets
Last Update:
September 23, 2024