Hyun Song Shin
          
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Working Capital, Inventories and Optimal Offshoring (with Se-Jik Kim)


Which Financial Frictions?  Parsing the Evidence from the Financial Crisis of 2007-9 (with Tobias Adrian and Paolo Colla) paper for the 2012 AEA conference in Chicago (presentation slides)


Sustaining Production Chains Through Financial Linkages (with Se-Jik Kim) paper for the 2012 AEA conference in Chicago (longer working paper version) (presentation slides)


Global Banking Glut and Loan Risk Premium, Mundell-Fleming Lecture, presented at the IMF Annual Research Conference, November 10-11, 2011 (presentation slides) (video)


Balance Sheet Capacity and Endogenous Risk (with Jon Danielsson and Jean-Pierre Zigrand) (presentation slides)


Financing Growth without Banks:  Korean Housing Repo Contract (with Se-Jik Kim)


Capital Flows, Cross-Border Banking and Global Liquidity (with Valentina Bruno) (presentation slides)


Non-Core Bank Liabilities and Financial Vulnerability (with Joon-Ho Hahm and Kwanho Shin)


Comment on "Risk Topography" forthcoming in NBER Macroeconomics Annual 2011, volume 26, Daron Acemoglu and Michael Woodford, editors, University of Chicago Press 


Fire Sale FDI (with Viral Acharya and Tanju Yorulmazer) (July 2011 version)


Risk Appetite and Exchange Rates (with Tobias Adrian and Erkko Etula) (June 2011 version)


Working Capital, Productivity and Financial Shocks (with Se-Jik Kim) (in progress)

Procyclical Leverage and Value-at-Risk (with Tobias Adrian) (presentation slides)

Carry Trades, Monetary Policy and Speculative Dynamics (with Guillaume Plantin)

A Theory of Arbitrage Capital (with Viral Acharya and Tanju Yorulmazer) (link to paper)

Financial Intermediation, Asset Prices, and Macroeconomic Dynamics (with Tobias Adrian and Emanuel Moench) August 2010 version (link to paper)

Procyclicality and Monetary Aggregates (with Kwanho Shin) NBER working paper w16836

A Financial System Perspective on Japan’s Experience in the Late 1980s (with Masazumi Hattori and Wataru Takahashi) (BOJ 2009 conference version) (August 2010 version) (presentation slides)

Monetary Cycles, Financial Cycles, and the Business Cycle (with Tobias Adrian and Arturo Estrella) (link to paper)

Illiquidity Component of Credit Risk (with Stephen Morris) (link to paper) (presentation slides) (October 2009 version)

Financial Intermediation and the Post-Crisis Financial System (link to paper) (presentation slides) paper presented at the 8th BIS Annual Conference, June 2009

Common Belief Foundations of Global Games (with Stephen Morris) (paper)

Do Derivatives Disclosures Impede Sound Risk Management? (with Haresh Sapra) (link to paper)

Measuring Strategic Uncertainty (with Stephen Morris) (pdf file of paper)