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Sangwon Suh

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This is information that was supplied by Sangwon Suh in registering through RePEc. If you are Sangwon Suh , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Sangwon
Middle Name:
Last Name: Suh
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RePEc Short-ID: psu240

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Affiliation

Economics
Chung-Ang University
Location: Seoul, South Korea
Homepage: http://www.cau.ac.kr/02_univ/university/economy/economy_index.php
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Handle: RePEc:edi:eccaukr (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Korean Economists
  2. Korean Economists

Works

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Articles

  1. Suh, Sangwon, 2012. "Measuring systemic risk: A factor-augmented correlated default approach," Journal of Financial Intermediation, Elsevier, vol. 21(2), pages 341-358.
  2. Suh, Sangwon, 2011. "Currency hedging failure in international equity investments and an efficient hedging strategy: The perspective of Korean investors," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 19(4), pages 390-403, September.
  3. Sangwon Suh, 2009. "Pseudospectral methods for pricing options," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 9(6), pages 705-715.
  4. Suh, Sangwon & Zapatero, Fernando, 2008. "A class of quadratic options for exchange rate stabilization," Journal of Economic Dynamics and Control, Elsevier, vol. 32(11), pages 3478-3501, November.

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