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Sangwon Suh

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
RePEc Short-ID:psu240

This author is featured on the following reading lists, publication compilations or Wikipedia entries:

  1. Korean Economists
  2. Korean Economists
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  1. Suh, Sangwon, 2017. "Sudden stops of capital flows to emerging markets: A new prediction approach," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 289-308.
  2. Sangwon Suh, 2016. "A Combination Rule for Portfolio Selection with Transaction Costs," International Review of Finance, International Review of Finance Ltd., vol. 16(3), pages 393-420, 09.
  3. Suh, Sangwon & Kim, Young Ju, 2016. "Covered interest parity and arbitrage paradox in emerging markets: Evidence from the Korean market," Pacific-Basin Finance Journal, Elsevier, vol. 38(C), pages 161-176.
  4. Doojin Ryu & Jangkoo Kang & Sangwon Suh, 2015. "Implied Pricing Kernels: An Alternative Approach for Option Valuation," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(2), pages 127-147, 02.
  5. Suh, Sangwon, 2015. "Measuring sovereign risk contagion in the Eurozone," International Review of Economics & Finance, Elsevier, vol. 35(C), pages 45-65.
  6. Sangwon Suh & Wonho Song & Bong-Soo Lee, 2014. "A new method for forming asset pricing factors from firm characteristics," Applied Economics, Taylor & Francis Journals, vol. 46(28), pages 3463-3482, October.
  7. Sangwon Suh & Inwon Jang & Misun Ahn, 2013. "A Simple Method For Measuring Systemic Risk Using Credit Default Swap Market Data," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 38(4), pages 75-100, December.
  8. Suh, Sangwon, 2012. "Measuring systemic risk: A factor-augmented correlated default approach," Journal of Financial Intermediation, Elsevier, vol. 21(2), pages 341-358.
  9. 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, vol. 19(4), pages 390-403, September.
  10. Sangwon Suh, 2009. "Pseudospectral methods for pricing options," Quantitative Finance, Taylor & Francis Journals, vol. 9(6), pages 705-715.
  11. 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.
  1. Sangwon Suh & Jinsoo Lee, 2016. "Irrational expectations, financial amplification and prudential capital controls," Chapters,in: Macroprudential Regulation of International Finance, chapter 5, pages 104-124 Edward Elgar Publishing.

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