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Publications of Hyun Song Shin

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Discussion Papers

Destabilizing carry trades

We offer a model of currency carry trades in which carry traders earn positive excess returns if they successfully coordinate on supplying excessive...

October 2014
DP 17
Guillaume Plantin
Hyun Song Shin

Discussion Papers

Procyclical Leverage and Value-at-Risk

The availability of credit varies over the business cycle through shifts in the leverage of financial intermediaries. Empirically, we find that...

September 2013
DP 1
Tobias Adrian
Hyun Song Shin

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"The Illusion of Control" listed on the FT's "Best books of ...

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Jón Daníelsson on systemic risk and digital assets

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Call for Papers: 4th LSE Workshop on Political Economy of Tu ...

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Carbon Premium: Is It There?

Signed Option Trading and Stock Market Anomalies

Pricing Event Risk: Evidence from Concave Implied Volatility ...

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Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadr ...

The illusion of control: why the financial sector is more vu ...

Systemic risk and digital assets

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