Hyung Joo Kim

Senior Economist Quantitative Risk Analysis Section Reserve Bank Operations and Payment Systems

[email protected]

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

Senior Economist
Board of Governors of the Federal Reserve System
2025 - present
Economist
Board of Governors of the Federal Reserve System
2022 - 2025

Options on Interbank Rates and Implied Disaster Risk
Hitesh Doshi, Hyung Joo Kim, and Sang Byung Seo
Journal of Financial and Quantitative Analysis (Forthcoming)
https://doi.org/10.1017/S0022109025101889
See also » FRB Working Paper (2025)
Local Estimation for Option Pricing: Improving Forecasts with Market State Information
Hyung Joo Kim and Dong Hwan Oh
Finance and Economics Discussion Series (2025)
https://doi.org/10.17016/FEDS.2025.076
Options on Interbank Rates and Implied Disaster Risk
Hitesh Doshi, Hyung Joo Kim, Sang Byung Seo
Finance and Economics Discussion Series (2025)
https://doi.org/10.17016/FEDS.2023.054r1
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
Characterizing the Conditional Pricing Kernel: A New Approach
Hyung Joo Kim
(2022)
https://doi.org/10.2139/ssrn.4605072

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