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Details about Sangwon Suh

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Workplace:Economics, Chung-Ang University, (more information at EDIRC)

Access statistics for papers by Sangwon Suh.

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

Short-id: psu240


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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 Downloads

Journal Articles

2019

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

2018

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

2017

  1. Sudden stops of capital flows to emerging markets: A new prediction approach
    International Review of Economics & Finance, 2017, 48, (C), 289-308 Downloads
  2. 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 Downloads

2016

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

2015

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

2014

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

2013

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

2012

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

2011

  1. 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 Downloads

2009

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

2008

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