Sangwon Suh
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Chung-Ang University
/ Economics
Research profile
author of:
- Firm‐level Inventory Dynamics in Korea: A Production‐augmented (S, s) Inventory Model (RePEc:bla:asiaec:v:32:y:2018:i:4:p:417-449)
by Sangwon Suh & Bong Geul Chun & Byung Jae Choi - A Combination Rule for Portfolio Selection with Transaction Costs (RePEc:bla:irvfin:v:16:y:2016:i:3:p:393-420)
by Sangwon Suh - The Effects of Relationship Banking on Bank Lending to Small and Medium-sized Enterprises: Evidence from Korea (in Korean) (RePEc:bok:journl:v:23:y:2017:i:2:p:96-133)
by Sangwon Suh & Kyung rok Wi - Spillovers from U.S. Unconventional Monetary Policy and Its Normalization to Emerging Markets: A Capital Flow Perspective (RePEc:bok:wpaper:1604)
by Sangwon Suh & Byung-Soo Koo - A class of quadratic options for exchange rate stabilization (RePEc:eee:dyncon:v:32:y:2008:i:11:p:3478-3501)
by Suh, Sangwon & Zapatero, Fernando - Overnight stock returns, intraday returns, and firm-specific investor sentiment (RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301790)
by Kim, Byungoh & Suh, Sangwon - A filtered currency carry trade (RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000930)
by Choi, Jin Ho & Suh, Sangwon - Inflation targeting and expectation anchoring: Evidence from developed and emerging market economies (RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001480)
by Suh, Sangwon & Kim, Daehwan - Procyclical variation margins in central clearing (RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001626)
by Jin, YangKyu & Suh, Sangwon - Sentiment-based momentum strategy (RePEc:eee:finana:v:58:y:2018:i:c:p:52-68)
by Kim, Byungoh & Suh, Sangwon - Unexploited currency carry trade profit opportunity (RePEc:eee:intfin:v:58:y:2019:i:c:p:236-254)
by Suh, Sangwon - Conditionally-hedged currency carry trades (RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000737)
by Choi, Jin Ho & Suh, Sangwon - Measuring systemic risk: A factor-augmented correlated default approach (RePEc:eee:jfinin:v:21:y:2012:i:2:p:341-358)
by Suh, Sangwon - Currency hedging failure in international equity investments and an efficient hedging strategy: The perspective of Korean investors (RePEc:eee:pacfin:v:19:y:2011:i:4:p:390-403)
by Suh, Sangwon - Covered interest parity and arbitrage paradox in emerging markets: Evidence from the Korean market (RePEc:eee:pacfin:v:38:y:2016:i:c:p:161-176)
by Suh, Sangwon & Kim, Young Ju - Measuring sovereign risk contagion in the Eurozone (RePEc:eee:reveco:v:35:y:2015:i:c:p:45-65)
by Suh, Sangwon - Sudden stops of capital flows to emerging markets: A new prediction approach (RePEc:eee:reveco:v:48:y:2017:i:c:p:289-308)
by Suh, Sangwon - Asset correlation and bank capital regulation: A macroprudential perspective (RePEc:eee:reveco:v:62:y:2019:i:c:p:355-378)
by Suh, Sangwon - Irrational expectations, financial amplification and prudential capital controls (RePEc:elg:eechap:17234_5)
by Sangwon Suh & Jinsoo Lee - A Simple Method For Measuring Systemic Risk Using Credit Default Swap Market Data (RePEc:jed:journl:v:38:y:2013:i:4:p:75-100)
by Sangwon Suh & Inwon Jang & Misun Ahn - Portfolio Selection using New Factors based on Firm Characteristics (RePEc:jed:journl:v:43:y:2018:i:1:p:77-99)
by Sangwon Suh - A Filtering Strategy for Improving Charateristics-Based Portfolios (RePEc:jed:journl:v:46:y:2021:i:2:p:119-153)
by Sangwon Suh - Investor Sentiment and Shorted-Stock Return (RePEc:ris:jecdev:0073)
by Park, Yumi & Suh, Sangwon - A new method for forming asset pricing factors from firm characteristics (RePEc:taf:applec:v:46:y:2014:i:28:p:3463-3482)
by Sangwon Suh & Wonho Song & Bong-Soo Lee - Pseudospectral methods for pricing options (RePEc:taf:quantf:v:9:y:2009:i:6:p:705-715)
by Sangwon Suh - Implied Pricing Kernels: An Alternative Approach for Option Valuation (RePEc:wly:jfutmk:v:35:y:2015:i:2:p:127-147)
by Doojin Ryu & Jangkoo Kang & Sangwon Suh - Stock market tail risk, tail risk premia, and return predictability (RePEc:wly:jfutmk:v:41:y:2021:i:10:p:1569-1596)
by Sangwon Suh & Eungyu Yoo & Sun‐Joong Yoon