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Board of Governors of the Federal Reserve System

The Federal Reserve, the central bank of the United States, provides the nation with a safe, flexible, and stable monetary and financial system.

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Hyung Joo Kim

Economist Quantitative Risk Analysis Section Reserve Bank Operations and Payment Systems

[email protected]

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

The Pricing Kernel in Options
Steven Heston, Kris Jacobs, and Hyung Joo Kim
Social Science Research Network (2022)
Characterizing the Conditional Pricing Kernel: A New Approach
Hyung Joo Kim
(2022)
What Interbank Rates Tell Us About Time-Varying Disaster Risk
Hitesh Doshi, Hyung Joo Kim, and Sang Byung Seo
Social Science Research Network (2022)

Referee

Journal of Banking and Finance
Journal of Empirical Finance

Management Science

Last Update: February 13, 2023