Details about Sangwon Suh
Access statistics for papers by Sangwon Suh.
Last updated 2021-03-28. Update your information in the RePEc Author Service.
Short-id: psu240
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Working Papers
2016
- 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
2021
- Overnight stock returns, intraday returns, and firm-specific investor sentiment
The North American Journal of Economics and Finance, 2021, 55, (C)
2019
- Asset correlation and bank capital regulation: A macroprudential perspective
International Review of Economics & Finance, 2019, 62, (C), 355-378
- Unexploited currency carry trade profit opportunity
Journal of International Financial Markets, Institutions and Money, 2019, 58, (C), 236-254 View citations (1)
2018
- Firm‐level Inventory Dynamics in Korea: A Production‐augmented (S, s) Inventory Model*
Asian Economic Journal, 2018, 32, (4), 417-449
- Portfolio Selection using New Factors based on Firm Characteristics
Journal of Economic Development, 2018, 43, (1), 77-99
- Sentiment-based momentum strategy
International Review of Financial Analysis, 2018, 58, (C), 52-68 View citations (2)
2017
- Sudden stops of capital flows to emerging markets: A new prediction approach
International Review of Economics & Finance, 2017, 48, (C), 289-308 View citations (1)
- 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
- A Combination Rule for Portfolio Selection with Transaction Costs
International Review of Finance, 2016, 16, (3), 393-420 View citations (1)
- 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 (3)
2015
- Implied Pricing Kernels: An Alternative Approach for Option Valuation
Journal of Futures Markets, 2015, 35, (2), 127-147 View citations (19)
- Measuring sovereign risk contagion in the Eurozone
International Review of Economics & Finance, 2015, 35, (C), 45-65 View citations (8)
2014
- A new method for forming asset pricing factors from firm characteristics
Applied Economics, 2014, 46, (28), 3463-3482 View citations (1)
2013
- A SIMPLE METHOD FOR MEASURING SYSTEMIC RISK USING CREDIT DEFAULT SWAP MARKET DATA
Journal of Economic Development, 2013, 38, (4), 75-100
2012
- Measuring systemic risk: A factor-augmented correlated default approach
Journal of Financial Intermediation, 2012, 21, (2), 341-358 View citations (14)
2011
- 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
- Pseudospectral methods for pricing options
Quantitative Finance, 2009, 9, (6), 705-715
2008
- 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
- Irrational expectations, financial amplification and prudential capital controls
Chapter 5 in Macroprudential Regulation of International Finance, 2016, pp 104-124
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