6
H index
4
i10 index
102
Citations
Sangwon Suh : Citation Profile
Chung-Ang University | RESEARCH PRODUCTION: 27 Articles 1 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2008 - 2025). 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:
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Main data
Where Sangwon Suh has published?
Recent works citing Sangwon Suh (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Through the looking glass: Unveiling geopolitical risks and sovereign bond spillovers in the eurozone. (2025). Jiang, Yong ; Dai, Jia-Hang ; Ren, Yi-Shuai ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002777. Full description at Econpapers || Download paper |
| 2024 | International stock market volatility: A global tail risk sight. (2024). Lu, Xinjie ; Zeng, Qing ; Zhong, Juandan ; Zhu, BO. 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 |
| 2025 | The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX. (2025). Ioan, Roxana ; Dima, Tefana Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001501. Full description at Econpapers || Download paper |
| 2024 | Dual effects of investor sentiment and uncertainty in financial markets. (2024). Seok, Sangik ; Cho, Hoon ; Ryu, Doojin. 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 |
| 2025 | Financial integration, contagion and policy implications. (2025). Hasman, Augusto ; Samartn, Margarita. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s105905602500317x. Full description at Econpapers || Download paper |
| 2024 | Macro-prudential regulations and systemic risk: the role of country-level governance indicators. (2024). Rizwan, Muhammad Suhail ; Sahibzada, Irfan Ullah ; Qureshi, Anum. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:25:y:2024:i:3:d:10.1057_s41261-023-00231-w. Full description at Econpapers || Download paper |
| 2024 | The impact of climate policy uncertainty on ESG performance, carbon emission intensity and firm performance: evidence from Fortune 1000 firms. (2024). Persakis, Antonios. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:9:d:10.1007_s10668-023-03634-x. Full description at Econpapers || Download paper |
| 2025 | Three extensions of the map of the euro area financial system. (2025). Serrano, Antonio Snchez. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202527. Full description at Econpapers || Download paper |
| 2025 | Global Risk Aversion: Driving Force of Future Real Economic Activity. (2025). Cho, Hoon ; Kim, Jinhwan ; Ryu, Doojin. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:706-729. Full description at Econpapers || Download paper |
| 2025 | Systemic Credit Risk Premium: Insights From Credit Derivatives Markets. (2025). Kim, Baeho ; Byun, Kiwoong ; Oh, Dong Hwan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:9:p:1448-1465. Full description at Econpapers || Download paper |
| 2024 | The Life Cycle of Systemic Risk and Crises. (2024). Berger, Allen N ; Sedunov, John. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:8:p:1923-1961. 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 | 6 |
| 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 |
| 2025 | Measuring the association between short selling and price efficiency: A new stock-level analysis In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2015 | Measuring sovereign risk contagion in the Eurozone In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 11 |
| 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 | 6 |
| 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 | 2 |
| 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 |
| 2023 | Investor Sentiment and Shorted-Stock Return In: Journal of Economic Development. [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 | 1 |
| 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 | 25 |
| 2021 | Stock market tail risk, tail risk premia, and return predictability In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team