5
H index
4
i10 index
94
Citations
Chung-Ang University | 5 H index 4 i10 index 94 Citations RESEARCH PRODUCTION: 26 Articles 1 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Sangwon Suh. | Is cited by: | Cites to: |
Year ![]() | Title of citing document ![]() |
---|---|
2024 | International stock market volatility: A global tail risk sight. (2024). Zhu, BO ; Zhong, Juandan ; Zeng, Qing ; Lu, Xinjie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001725. Full description at Econpapers || Download paper |
2024 | Dual effects of investor sentiment and uncertainty in financial markets. (2024). Ryu, Doojin ; Cho, Hoon ; Seok, Sangik. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:300-315. Full description at Econpapers || Download paper |
2024 | Financial contagion dynamics from the US to the PIIGS amidst the global financial crisis. (2024). Tzomakas, Christos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001017. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
---|---|---|---|
2018 | Firm‐level Inventory Dynamics in Korea: A Production‐augmented (S, s) Inventory Model* In: Asian Economic Journal. [Full Text][Citation analysis] | article | 0 |
2016 | A Combination Rule for Portfolio Selection with Transaction Costs In: International Review of Finance. [Full Text][Citation analysis] | article | 2 |
2017 | The Effects of Relationship Banking on Bank Lending to Small and Medium-sized Enterprises: Evidence from Korea (in Korean) In: Economic Analysis (Quarterly). [Full Text][Citation analysis] | article | 0 |
2016 | Spillovers from U.S. Unconventional Monetary Policy and Its Normalization to Emerging Markets: A Capital Flow Perspective In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | A class of quadratic options for exchange rate stabilization In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
2021 | Overnight stock returns, intraday returns, and firm-specific investor sentiment In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
2021 | A filtered currency carry trade In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2021 | Inflation targeting and expectation anchoring: Evidence from developed and emerging market economies In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
2024 | Procyclical variation margins in central clearing In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2018 | Sentiment-based momentum strategy In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 10 |
2019 | Unexploited currency carry trade profit opportunity In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 5 |
2022 | Conditionally-hedged currency carry trades In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
2012 | Measuring systemic risk: A factor-augmented correlated default approach In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 18 |
2011 | Currency hedging failure in international equity investments and an efficient hedging strategy: The perspective of Korean investors In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 0 |
2016 | Covered interest parity and arbitrage paradox in emerging markets: Evidence from the Korean market In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 5 |
2015 | Measuring sovereign risk contagion in the Eurozone In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 10 |
2017 | Sudden stops of capital flows to emerging markets: A new prediction approach In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
2019 | Asset correlation and bank capital regulation: A macroprudential perspective In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 4 |
2016 | Irrational expectations, financial amplification and prudential capital controls In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
2013 | A SIMPLE METHOD FOR MEASURING SYSTEMIC RISK USING CREDIT DEFAULT SWAP MARKET DATA In: Journal of Economic Development. [Full Text][Citation analysis] | article | 1 |
2018 | Portfolio Selection using New Factors based on Firm Characteristics In: Journal of Economic Development. [Full Text][Citation analysis] | article | 0 |
2021 | A Filtering Strategy for Improving Charateristics-Based Portfolios In: Journal of Economic Development. [Full Text][Citation analysis] | article | 0 |
In: . [Full Text][Citation analysis] | article | 0 | |
2025 | Measuring Income and Wealth Inequality: A Note on the Gini Coefficient for Samples with Negative Values In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] | article | 0 |
2014 | A new method for forming asset pricing factors from firm characteristics In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2009 | Pseudospectral methods for pricing options In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
2015 | Implied Pricing Kernels: An Alternative Approach for Option Valuation In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 24 |
2021 | Stock market tail risk, tail risk premia, and return predictability In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team