Sang Byung Seo

7 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-7360-8947

Wisconsin School of Business, University of Wisconsin–Madison, Madison, Wisconsin 53706

Publications

• Options on Interbank Rates and Implied Disaster Risk — Journal of Financial and Quantitative Analysis 2026
• The risk and return of equity and credit index options — Journal of Financial Economics 2024
• Synthetic Options and Implied Volatility for the Corporate Bond Market — Journal of Financial and Quantitative Analysis 2023
• Learning, slowly unfolding disasters, and asset prices — Journal of Financial Economics 2022
• Option Prices in a Model with Stochastic Disaster Risk — Management Science 2019
• Do Rare Events Explain CDX Tranche Spreads? — The Journal of Finance 2018
• Is There a Macro-Announcement Premium? — Management Science