Zobrazeno 1 - 10
of 21
pro vyhledávání: '"Yesol Huh"'
Autor:
Bowman, David1 david.h.bowman@frb.gov, Yesol Huh1 yesol.huh@frb.gov, Infante, Sebastian1 sebastian.infantebilbao@frb.gov
Publikováno v:
Working Papers: U.S. Federal Reserve Board's Finance & Economic Discussion Series. Jul2024, p1-29. 29p.
Autor:
Gardner, Benjamin1 ben.gardner@yale.edu, Yesol Huh2 yesol.huh@frb.gov
Publikováno v:
Working Papers: U.S. Federal Reserve Board's Finance & Economic Discussion Series. Jun2024, p1-29. 30p.
Autor:
Yesol Huh1 yesol.huh@frb.gov, You Suk Kim1 you.kim@frb.gov
Publikováno v:
Working Papers: U.S. Federal Reserve Board's Finance & Economic Discussion Series. May2021, p1-67. 67p.
Publikováno v:
Management Science.
The convention when calculating corporate bond trading costs is to estimate bid–ask spreads that customers pay, implicitly assuming that dealers always provide liquidity to customers. We show that, contrary to this assumption, customers increasingl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5fc3cc8e746607bbb84992daf17c3eec
https://doi.org/10.1287/mnsc.2022.4646
https://doi.org/10.1287/mnsc.2022.4646
Autor:
You Suk Kim, Yesol Huh
Publikováno v:
The Review of Financial Studies. 35:3574-3616
By allowing different agency mortgage-backed securities (MBS) to be traded based on limited characteristics, the to-be-announced (TBA) market generates liquidity and benefits the MBS market broadly. We quantify effects of the TBA structure on mortgag
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f672986a2ee255fa1911716479405f0a
https://doi.org/10.1093/rfs/hhab116
https://doi.org/10.1093/rfs/hhab116
Autor:
Alain Chaboud, Ellen Correia-Golay, Caren Cox, Michael J. Fleming, Yesol Huh, Frank M. Keane, Kyle Lee, Krista Schwarz, Clara Vega, Carolyn Windover
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e7eff4e33306bc03acdfca863d093c65
https://doi.org/10.2139/ssrn.4256637
https://doi.org/10.2139/ssrn.4256637
Autor:
You Suk Kim, Yesol Huh
Publikováno v:
Finance and Economics Discussion Series. 2021
We study optimal securitization and its impact on market quality when the secondary market structure leads to cheapest-to-deliver pricing in the context of agency mortgage-backed securities (MBS). A majority of MBS are traded in the to-be-announced (
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::151ae1e656162ed9c29646ed84fad064
https://doi.org/10.17016/feds.2021.031
https://doi.org/10.17016/feds.2021.031
Autor:
Jaewon Choi1 jaewchoi@illinois.edu, Yesol Huh2 yesol.huh@frb.gov
Publikováno v:
Working Papers -- U.S. Federal Reserve Board's International Finance Discussion Papers. Nov2017, p1-55. 55p.
Autor:
Yesol Huh, You Suk Kim
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::83ed2a79e54bd54967e81926228c0e71
https://doi.org/10.2139/ssrn.3640783
https://doi.org/10.2139/ssrn.3640783
Autor:
Yesol Huh, Jaewon Choi
Publikováno v:
Finance and Economics Discussion Series. 2017
The convention in calculating trading costs in corporate bond markets is to assume that dealers provide liquidity to non-dealers (customers) and calculate average bid-ask spreads that customers pay dealers. We show that customers often provide liquid
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1b48fe7f7b4d7400c6bdc3b97cbbcb16
https://doi.org/10.17016/feds.2017.116
https://doi.org/10.17016/feds.2017.116