Details about Sangwon Suh

Access statistics for papers by Sangwon Suh.

Last updated 2019-08-07. Update your information in the RePEc Author Service.

Short-id: psu240

Working Papers

2016

1. Spillovers from U.S. Unconventional Monetary Policy and Its Normalization to Emerging Markets: A Capital Flow Perspective
   Working Papers, Economic Research Institute, Bank of Korea

Journal Articles

2019

1. Asset correlation and bank capital regulation: A macroprudential perspective
   International Review of Economics & Finance, 2019, 62, (C), 355-378
2. Unexploited currency carry trade profit opportunity
   Journal of International Financial Markets, Institutions and Money, 2019, 58, (C), 236-254

2018

3. Firm‐level Inventory Dynamics in Korea: A Production‐augmented (S, s) Inventory Model*
   Asian Economic Journal, 2018, 32, (4), 417-449
4. Portfolio Selection using New Factors based on Firm Characteristics
   Journal of Economic Development, 2018, 43, (1), 77-99
5. Sentiment-based momentum strategy
   International Review of Financial Analysis, 2018, 58, (C), 52-68

2017

6. Sudden stops of capital flows to emerging markets: A new prediction approach
   International Review of Economics & Finance, 2017, 48, (C), 289-308
7. The Effects of Relationship Banking on Bank Lending to Small and Medium-sized Enterprises: Evidence from Korea (in Korean)
   Economic Analysis (Quarterly), 2017, 23, (2), 96-133

2016

8. A Combination Rule for Portfolio Selection with Transaction Costs
   International Review of Finance, 2016, 16, (3), 393-420
9. Covered interest parity and arbitrage paradox in emerging markets: Evidence from the Korean market
   Pacific-Basin Finance Journal, 2016, 38, (C), 161-176 View citations (2)

2015

10. Implied Pricing Kernels: An Alternative Approach for Option Valuation
    Journal of Futures Markets, 2015, 35, (2), 127-147 View citations (16)
11. Measuring sovereign risk contagion in the Eurozone
    International Review of Economics & Finance, 2015, 35, (C), 45-65 View citations (7)

2014

12. A new method for forming asset pricing factors from firm characteristics
    Applied Economics, 2014, 46, (28), 3463-3482 View citations (1)

2013

13. A SIMPLE METHOD FOR MEASURING SYSTEMIC RISK USING CREDIT DEFAULT SWAP MARKET DATA
    Journal of Economic Development, 2013, 38, (4), 75-100

2012

14. Measuring systemic risk: A factor-augmented correlated default approach
    Journal of Financial Intermediation, 2012, 21, (2), 341-358 View citations (14)

2011

15. Currency hedging failure in international equity investments and an efficient hedging strategy: The perspective of Korean investors
    Pacific-Basin Finance Journal, 2011, 19, (4), 390-403

2009

16. Pseudospectral methods for pricing options
    Quantitative Finance, 2009, 9, (6), 705-715

2008

17. A class of quadratic options for exchange rate stabilization
    Journal of Economic Dynamics and Control, 2008, 32, (11), 3478-3501 View citations (1)

Chapters

2016

1. Irrational expectations, financial amplification and prudential capital controls
   Chapter 5 in Macroprudential Regulation of International Finance, 2016, pp 104-124