5
H index
2
i10 index
87
Citations
Sangwon Suh : Citation Profile
Chung-Ang University | RESEARCH PRODUCTION: 23 Articles 1 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2008 - 2022). Relations with other researchers
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:
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Main data
Where Sangwon Suh has published?
Recent works citing Sangwon Suh (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Long-Term Modeling of Financial Machine Learning for Active Portfolio Management. (2023). Suzuki, Tomoya ; Amagai, Kazuki. In: Papers. RePEc:arx:papers:2301.12346. Full description at Econpapers || Download paper |
| 2023 | Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: Papers. RePEc:arx:papers:2305.17474. Full description at Econpapers || Download paper |
| 2023 | Investor sentiment based on scaled PCA method: A powerful predictor of realized volatility in the Chinese stock market. (2023). Yu, Changrui ; Zhang, Cheng ; Gong, Xiaomin ; Song, Ziyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:528-545. Full description at Econpapers || Download paper |
| 2023 | The impact of a systemic tax on bank capital holdings, optimal capital requirements and social welfare. (2023). Zhang, Xuan ; Yu, Kaidong ; Archibald, Thomas ; Moreira, Fernando ; Huang, Chao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:124-142. Full description at Econpapers || Download paper |
| 2023 | Measurement and prediction of systemic risk in China’s banking industry. (2023). Zhao, Yue ; Lee, Chien-Chiang ; Zhang, Xinsong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002604. Full description at Econpapers || Download paper |
| 2023 | European systemic credit risk transmission using Bayesian networks. (2023). Pavia, Jose M ; Lopez, Jesua ; Ballester, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000405. Full description at Econpapers || Download paper |
| 2023 | The Role of Inflation Targeting in Anchoring Long-Run Inflation Expectations: Evidence from India. (2023). Pratap, Bhanu ; Kishor, Kundan N. In: MPRA Paper. RePEc:pra:mprapa:118951. Full description at Econpapers || Download paper |
| 2023 | Systemically important banks - emerging risk and policy responses: An agent-based investigation. (2023). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: LEM Papers Series. RePEc:ssa:lemwps:2023/30. Full description at Econpapers || Download paper |
| 2023 | Industry variance risk premium, cross?industry correlation, and expected returns. (2023). Xu, QI ; Luo, Xingguo ; Zhu, Yabei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:1:p:3-32. Full description at Econpapers || Download paper |
| 2023 | Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: EconStor Preprints. RePEc:zbw:esprep:271122. Full description at Econpapers || Download paper |
Works by Sangwon Suh:
| 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 | 3 |
| 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 |
| 2018 | Sentiment-based momentum strategy In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 8 |
| 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 | 9 |
| 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 | 3 |
| 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 |
| 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 | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team