Hyun Song Shin
Contact Details
Research
Biographical
Korean Page
Home
Working Papers
Publications
Google Scholar Profile
Policy Related
Pieces
Book Project
Public Lectures
Working Capital, Trade and Macro Fluctuations
(with
Se-Jik Kim
) (May 2013 version) (
presentation slides
)
Assessing Macroprudential Policies: Case of Korea
(with Valentina Bruno) (April 2013 version) (
link to press articles mentioned in the paper
)
Capital Flows, Cross-Border Banking and Global Liquidity
(with Valentina Bruno) (May 2013 version)
Exploring the Dynamics of Global Liquidity
(with Sally Chen, Philip Liu, Andrea Maechler, Chris Marsh and Sergejs Saksonovs) IMF working paper 12/246
Capital Flows and the Risk-Taking Channel of Monetary Policy
(with Valentina Bruno) (
on-line appendix
) (
link to BIS conference webpage with discussants' comments
)
Non-Core Bank Liabilities and Financial Vulnerability
(with
Joon-Ho Hahm
and
Kwanho Shin
) (
on-line appendix
) NBER working paper 18428, forthcoming in Journal of Money, Credit and Banking
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9
(with
Tobias Adrian
and
Paolo Colla
) (
presentation slides
) (
on-line appendix
) forthcoming in the NBER Macroeconomics Annual
A Theory of Arbitrage Capital
(with
Viral Acharya
and
Tanju Yorulmazer
) forthcoming in Review of Corporate Finance Studies
Monetary Aggregates and the Central Bank's Financial Stability Mandate
(with Hyun Jeong Kim and Jaeho Yun) (
presentation slides
) paper for the
Federal Reserve conference in honor of Don Kohn
(
press comment
) forthcoming in the International Journal of Central Banking
Procyclical Leverage and Endogenous Risk
(with
Jon Danielsson
and
Jean-Pierre Zigrand
)
Financing Growth without Banks: Korean Housing Repo Contract
(with
Se-Jik Kim
)
Risk Appetite and Exchange Rates
(with
Tobias Adrian
and
Erkko Etula
) (June 2011 version)
Procyclical Leverage and Value-at-Risk
(with
Tobias Adrian
) (
presentation slides
)
Carry Trades, Monetary Policy and Speculative Dynamics
(with
Guillaume Plantin
)
Procyclicality and Monetary Aggregates
(with
Kwanho Shin
) NBER working paper
w16836
Financial Intermediation, Asset Prices, and Macroeconomic Dynamics (with
Tobias Adrian
and
Emanuel Moench
) August 2010 version (
link to paper
)
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)
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
)