Details about Sangwon Suh

Access statistics for papers by Sangwon Suh.

Last updated 2025-03-16. 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

2025

1. Measuring Income and Wealth Inequality: A Note on the Gini Coefficient for Samples with Negative Values
   Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2025, 176, (3), 947-965

2024

2. Procyclical variation margins in central clearing
   The North American Journal of Economics and Finance, 2024, 70, (C)

2023

3. Investor Sentiment and Shorted-Stock Return
   Journal of Economic Development, 2023, 48, (4), 61-91

2022

4. Conditionally-hedged currency carry trades
   Journal of International Financial Markets, Institutions and Money, 2022, 79, (C) View citations (1)

2021

5. A Filtering Strategy for Improving Charateristics-Based Portfolios
   Journal of Economic Development, 2021, 46, (2), 119-153
6. A filtered currency carry trade
   The North American Journal of Economics and Finance, 2021, 58, (C) View citations (1)
7. Inflation targeting and expectation anchoring: Evidence from developed and emerging market economies
   The North American Journal of Economics and Finance, 2021, 58, (C) View citations (4)
8. Overnight stock returns, intraday returns, and firm-specific investor sentiment
   The North American Journal of Economics and Finance, 2021, 55, (C) View citations (6)
9. Stock market tail risk, tail risk premia, and return predictability
   Journal of Futures Markets, 2021, 41, (10), 1569-1596 View citations (3)

2019

10. Asset correlation and bank capital regulation: A macroprudential perspective
    International Review of Economics & Finance, 2019, 62, (C), 355-378 View citations (5)
11. Unexploited currency carry trade profit opportunity
    Journal of International Financial Markets, Institutions and Money, 2019, 58, (C), 236-254 View citations (8)

2018

12. Firm‐level Inventory Dynamics in Korea: A Production‐augmented (S, s) Inventory Model*
    Asian Economic Journal, 2018, 32, (4), 417-449
13. Portfolio Selection using New Factors based on Firm Characteristics
    Journal of Economic Development, 2018, 43, (1), 77-99
14. Sentiment-based momentum strategy
    International Review of Financial Analysis, 2018, 58, (C), 52-68 View citations (11)

2017

15. Sudden stops of capital flows to emerging markets: A new prediction approach
    International Review of Economics & Finance, 2017, 48, (C), 289-308 View citations (2)
16. 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

17. A Combination Rule for Portfolio Selection with Transaction Costs
    International Review of Finance, 2016, 16, (3), 393-420 View citations (2)
18. 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 (5)

2015

19. Implied Pricing Kernels: An Alternative Approach for Option Valuation
    Journal of Futures Markets, 2015, 35, (2), 127-147 View citations (25)
20. Measuring sovereign risk contagion in the Eurozone
    International Review of Economics & Finance, 2015, 35, (C), 45-65 View citations (10)

2014

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

2013

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

2012

23. Measuring systemic risk: A factor-augmented correlated default approach
    Journal of Financial Intermediation, 2012, 21, (2), 341-358 View citations (19)

2011

24. 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

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

2008

26. 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