Photo of Yesol Huh

Yesol Huh

Education

  • Ph.D., Finance, Stanford Graduate School of Business, 2013
  • B.A., Economics and Mathematics, Yale University, 2007
Current Research Topics
  • High Frequency Trading
  • OTC Markets, Market Microstructure
  • Principal Economist

    Board of Governors of the Federal Reserve System

    2020 - present
  • Senior Economist

    Board of Governors of the Federal Reserve System

    2016 - 2020
  • Economist

    Board of Governors of the Federal Reserve System

    2013 - 2016
  • 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
  • Cheapest-to-Deliver Pricing, Optimal MBS Securitization, and Market Quality
    Yesol Huh and You Suk Kim
    Finance and Economics Discussion Series (2021)
    https://doi.org/10.17016/FEDS.2021.031
  • 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
  • Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs
    Jaewon Choi and Yesol Huh
    Finance and Economics Discussion Series (2017)
    https://doi.org/10.17016/FEDS.2017.116
  • 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
Referee
  • Review of Financial Studies
  • Journal of Finance
  • Journal of Banking and Finance
  • Journal of Empirical Finance
Back to Top
Last Update: November 22, 2022