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Measuring systemic risk : a factor-augmented correlated default approach
Suh, Sangwon - In: Journal of financial intermediation 21 (2012) 2, pp. 341-358
Persistent link: https://www.econbiz.de/10009708412
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Asset correlation and bank capital regulation : a macroprudential perspective
Suh, Sangwon - In: International review of economics & finance : IREF 62 (2019), pp. 355-378
Persistent link: https://www.econbiz.de/10012205613
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A simple method for measuring systemic risk using credit default swap market data
Suh, Sangwon; Jang, Inwon; Ahn, Misun - In: Journal of economic development 38 (2013) 4, pp. 75-100
Persistent link: https://www.econbiz.de/10010231840
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Procyclical variation margins in central clearing
Jin, YangKyu; Suh, Sangwon - In: The North American journal of economics and finance : a … 70 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014491949