Details about Suk-Joong Kim
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Short-id: pki174
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Working Papers
2021
- Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?
Post-Print, HAL View citations (1)
Also in MPRA Paper, University Library of Munich, Germany (2020) MPRA Paper, University Library of Munich, Germany (2021) View citations (3)
See also Journal Article Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?, Journal of International Financial Markets, Institutions and Money, Elsevier (2021) View citations (1) (2021)
- Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk?
Post-Print, HAL View citations (4)
Also in MPRA Paper, University Library of Munich, Germany (2020)
See also Journal Article Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk?, Journal of Banking & Finance, Elsevier (2021) View citations (4) (2021)
2020
- Regulators vs. markets: Do differences in their bank risk perceptions affect lending terms?
MPRA Paper, University Library of Munich, Germany
- Syndicated bank lending and rating downgrades: Do sovereign ceiling policies really matter?
MPRA Paper, University Library of Munich, Germany
2008
- The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets
MPRA Paper, University Library of Munich, Germany View citations (2)
See also Journal Article The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets, Journal of International Financial Markets, Institutions and Money, Elsevier (2009) View citations (27) (2009)
2005
- Dynamics of Bond Market Integration between Existing And Accession EU Countries
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (9)
2004
- Central Bank Interventions in the Yen-Dollar Spot Market
Working Papers, University of Sydney, School of Economics View citations (1)
1998
- International Linkages and Macroeconomic News Effects on Interest Rate Volatility - Australia and the US'
Working Papers, University of Sydney, School of Economics View citations (1)
See also Journal Article International linkages and macroeconomic news effects on interest rate volatility -- Australia and the US, Pacific-Basin Finance Journal, Elsevier (2000) View citations (33) (2000)
1996
- Testing the Rationality of Exchange Rate and Interest Rate Expectations: An Empirical Study of Australian Survey Based Expectations
Working Papers, University of Sydney, School of Economics
See also Journal Article Testing the rationality of exchange rate and interest rate expectations: an empirical study of Australian survey-based expectations, Applied Economics, Taylor & Francis Journals (1997) View citations (10) (1997)
1995
- Modeling Changes in Daily $A Exchange Rates: An Application of GARCH
Working Papers, University of Sydney, School of Economics View citations (1)
1994
- Inflation News in Australia: Its Effects on Exchange Rates and Interest Rates
Working Papers, University of Sydney, School of Economics View citations (2)
1993
- Exchange Rates, Interest Rates and Current Account News: Some Evidence from Australia
Working Papers, University of Sydney, School of Economics View citations (1)
See also Journal Article Exchange rates, interest rates and current account news: some evidence from Australia, Journal of International Money and Finance, Elsevier (1995) View citations (17) (1995)
Journal Articles
2021
- Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?
Journal of International Financial Markets, Institutions and Money, 2021, 72, (C) View citations (1)
See also Working Paper Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?, Post-Print (2021) View citations (1) (2021)
- Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk?
Journal of Banking & Finance, 2021, 122, (C) View citations (4)
See also Working Paper Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk?, Post-Print (2021) View citations (4) (2021)
- The impact of risk-based capital rules for international lending on income inequality: Global evidence
Economic Modelling, 2021, 98, (C), 136-153 View citations (4)
- The real impact of ratings-based capital rules on the finance-growth nexus
International Review of Financial Analysis, 2021, 73, (C) View citations (3)
2019
- Foreign direct investments from emerging markets: The push-pull effects of sovereign credit ratings
International Review of Financial Analysis, 2019, 61, (C), 110-125 View citations (4)
2018
- Do sovereign credit ratings matter for foreign direct investments?
Journal of International Financial Markets, Institutions and Money, 2018, 55, (C), 50-64 View citations (18)
- Time varying volatility indices and their determinants: Evidence from developed and emerging stock markets
International Review of Financial Analysis, 2018, 60, (C), 115-126 View citations (18)
2016
- Currency Carry Trades: The Role of Macroeconomic News and Futures Market Speculation
Journal of Futures Markets, 2016, 36, (11), 1076-1107 View citations (3)
2015
- Australian Dollar carry trades: Time varying probabilities and determinants
International Review of Financial Analysis, 2015, 40, (C), 64-75 View citations (6)
- The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 Accord
Journal of Banking & Finance, 2015, 61, (S1), S53-S68 View citations (14)
See also Chapter The Effects of Ratings-Contingent Regulation on International Bank Lending Behavior: Evidence from the Basel 2 Accord, World Scientific Book Chapters, 2018, 547-603 (2018) (2018)
- The role of macroeconomic news in sovereign CDS markets: Domestic and spillover news effects from the U.S., the Eurozone and China
Journal of Financial Stability, 2015, 18, (C), 208-224 View citations (24)
2012
- Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries?
Journal of International Financial Markets, Institutions and Money, 2012, 22, (4), 1070-1089 View citations (44)
See also Chapter Do Sovereign Credit Ratings Influence Regional Stock and Bond Market Interdependencies in Emerging Countries?, World Scientific Book Chapters, 2018, 517-546 (2018) (2018)
2011
- INTERNATIONAL BANK FLOWS TO EMERGING MARKETS: INFLUENCE OF SOVEREIGN CREDIT RATINGS AND THEIR REGIONAL SPILLOVER EFFECTS
Journal of Financial Research, 2011, 34, (2), 331-364 View citations (19)
See also Chapter International Bank Flows to Emerging Markets: Influence of Sovereign Credit Ratings and Their Regional Spillover Effects, World Scientific Book Chapters, 2018, 467-515 (2018) (2018)
- Intraday timing of AUD intervention by the Reserve Bank of Australia: Evidence from microstructural analyses
Journal of International Financial Markets, Institutions and Money, 2011, 21, (2), 277-295 View citations (1)
See also Chapter Intraday Timing of AUD Intervention by the Reserve Bank of Australia: Evidence from Microstructural Analyses, World Scientific Book Chapters, 2018, 43-71 (2018) (2018)
2010
- Secrecy of Bank of Japan's Yen intervention: Evidence of efficacy from intra-daily data
Journal of the Japanese and International Economies, 2010, 24, (3), 369-394 View citations (9)
See also Chapter Secrecy of Bank of Japan’s Yen Intervention: Evidence of Efficacy from Intra-daily Data, World Scientific Book Chapters, 2018, 107-147 (2018) (2018)
2009
- The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets
Journal of International Financial Markets, Institutions and Money, 2009, 19, (3), 415-431 View citations (27)
See also Working Paper The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets, MPRA Paper (2008) View citations (2) (2008)
- What drives Yen interventions in Tokyo?: Do off-shore foreign exchange markets matter more than Tokyo market?
Pacific-Basin Finance Journal, 2009, 17, (2), 175-188 View citations (7)
2008
- Sovereign credit ratings, capital flows and financial sector development in emerging markets
Emerging Markets Review, 2008, 9, (1), 17-39 View citations (100)
See also Chapter Sovereign Credit Ratings, Capital Flows and Financial Sector Development in Emerging Markets, World Scientific Book Chapters, 2018, 431-466 (2018) (2018)
- Sovereign rating changes--Do they provide new information for stock markets?
Economic Systems, 2008, 32, (2), 142-166 View citations (47)
- The reaction of the Australian financial markets to the interest rate news from the Reserve Bank of Australia and the U.S. Fed
Research in International Business and Finance, 2008, 22, (3), 378-395 View citations (22)
2007
- Evidence of an asymmetry in the relationship between volatility and autocorrelation
International Review of Financial Analysis, 2007, 16, (1), 22-40 View citations (10)
- Intraday evidence of efficacy of 1991-2004 Yen intervention by the Bank of Japan
Journal of International Financial Markets, Institutions and Money, 2007, 17, (4), 341-360 View citations (10)
- The determinants of capital inflows: Does opacity of recipient country explain the flows?
Economic Systems, 2007, 31, (1), 35-48 View citations (17)
2006
- Dynamics of bond market integration between established and accession European Union countries
Journal of International Financial Markets, Institutions and Money, 2006, 16, (1), 41-56 View citations (53)
- Evolution of international stock and bond market integration: Influence of the European Monetary Union
Journal of Banking & Finance, 2006, 30, (5), 1507-1534 View citations (145)
See also Chapter Evolution of International Stock and Bond Market Integration: Influence of the European Monetary Union, World Scientific Book Chapters, 2018, 391-428 (2018) View citations (1) (2018)
- Interventions in the Yen-dollar spot market: A story of price, volatility and volume
Journal of Banking & Finance, 2006, 30, (11), 3191-3214 View citations (22)
See also Chapter Interventions in the Yen-Dollar Spot Market: A Story of Price, Volatility and Volume, World Scientific Book Chapters, 2018, 73-106 (2018) (2018)
- Is foreign exchange intervention by central banks bad news for debt markets?: A case of Reserve Bank of Australia's interventions 1986-2003
Journal of International Financial Markets, Institutions and Money, 2006, 16, (5), 446-467 View citations (7)
2005
- Dynamic stock market integration driven by the European Monetary Union: An empirical analysis
Journal of Banking & Finance, 2005, 29, (10), 2475-2502 View citations (218)
See also Chapter Dynamic Stock Market Integration Driven by the European Monetary Union: An Empirical Analysis, World Scientific Book Chapters, 2018, 305-368 (2018) View citations (2) (2018)
- Information leadership in the advanced Asia-Pacific stock markets: Return, volatility and volume information spillovers from the US and Japan
Journal of the Japanese and International Economies, 2005, 19, (3), 338-365 View citations (52)
See also Chapter Information Leadership in the Advanced Asia-Pacific Stock Markets: Return, Volatility and Volume Information Spillovers from the US and Japan, World Scientific Book Chapters, 2018, 271-304 (2018) (2018)
2004
- Exchange rate volatility and its impact on the transaction costs of covered interest rate parity
Japan and the World Economy, 2004, 16, (4), 503-525 View citations (7)
- Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets
Journal of Multinational Financial Management, 2004, 14, (3), 217-232 View citations (42)
See also Chapter Macroeconomic News Announcements and the Role of Expectations: Evidence for US Bond, Stock and Foreign Exchange Markets, World Scientific Book Chapters, 2018, 151-174 (2018) (2018)
2003
- The spillover effects of US and Japanese public information news in advanced Asia-Pacific stock markets
Pacific-Basin Finance Journal, 2003, 11, (5), 611-630 View citations (29)
See also Chapter The Spillover Effects of US and Japanese Public Information News in Advanced Asia-Pacific Stock Markets, World Scientific Book Chapters, 2018, 175-201 (2018) (2018)
2002
- The determinants of foreign exchange intervention by central banks: evidence from Australia
Journal of International Money and Finance, 2002, 21, (5), 619-649 View citations (50)
See also Chapter The Determinants of Foreign Exchange Intervention by Central Banks: Evidence from Australia, World Scientific Book Chapters, 2018, 3-41 (2018) (2018)
2001
- Minute-by-minute dynamics of the Australian bond futures market in response to new macroeconomic information
Journal of Multinational Financial Management, 2001, 11, (2), 117-137 View citations (7)
See also Chapter Minute-by-Minute Dynamics of the Australian Bond Futures Market in Response to New Macroeconomic Information, World Scientific Book Chapters, 2018, 203-227 (2018) (2018)
2000
- Central bank intervention and exchange rate volatility -- Australian evidence
Journal of International Financial Markets, Institutions and Money, 2000, 10, (3-4), 381-405 View citations (70)
- International linkages and macroeconomic news effects on interest rate volatility -- Australia and the US
Pacific-Basin Finance Journal, 2000, 8, (1), 85-113 View citations (33)
See also Working Paper International Linkages and Macroeconomic News Effects on Interest Rate Volatility - Australia and the US', Working Papers (1998) View citations (1) (1998)
1999
- Do macro-economic news announcements affect the volatility of foreign exchange rates? Some evidence from Australia
Applied Economics, 1999, 31, (12), 1511-1521 View citations (12)
1997
- Testing the rationality of exchange rate and interest rate expectations: an empirical study of Australian survey-based expectations
Applied Economics, 1997, 29, (8), 1011-1022 View citations (10)
See also Working Paper Testing the Rationality of Exchange Rate and Interest Rate Expectations: An Empirical Study of Australian Survey Based Expectations, Working Papers (1996) (1996)
1995
- Exchange rates, interest rates and current account news: some evidence from Australia
Journal of International Money and Finance, 1995, 14, (4), 575-595 View citations (17)
See also Working Paper Exchange Rates, Interest Rates and Current Account News: Some Evidence from Australia, Working Papers (1993) View citations (1) (1993)
Books
2018
- Information Spillovers and Market Integration in International Finance:Empirical Analyses
World Scientific Books, World Scientific Publishing Co. Pte. Ltd.
Chapters
2018
- Do Sovereign Credit Ratings Influence Regional Stock and Bond Market Interdependencies in Emerging Countries?
Chapter 15 in Information Spillovers and Market Integration in International Finance Empirical Analyses, 2018, pp 517-546
See also Journal Article Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries?, Elsevier (2012) View citations (44) (2012)
- Dynamic Stock Market Integration Driven by the European Monetary Union: An Empirical Analysis
Chapter 10 in Information Spillovers and Market Integration in International Finance Empirical Analyses, 2018, pp 305-368 View citations (2)
See also Journal Article Dynamic stock market integration driven by the European Monetary Union: An empirical analysis, Elsevier (2005) View citations (218) (2005)
- Dynamics of Bond Market Integration between Established and New European Union Countries
Chapter 11 in Information Spillovers and Market Integration in International Finance Empirical Analyses, 2018, pp 369-389
- Evolution of International Stock and Bond Market Integration: Influence of the European Monetary Union
Chapter 12 in Information Spillovers and Market Integration in International Finance Empirical Analyses, 2018, pp 391-428 View citations (1)
See also Journal Article Evolution of international stock and bond market integration: Influence of the European Monetary Union, Elsevier (2006) View citations (145) (2006)
- Information Leadership in the Advanced Asia-Pacific Stock Markets: Return, Volatility and Volume Information Spillovers from the US and Japan
Chapter 9 in Information Spillovers and Market Integration in International Finance Empirical Analyses, 2018, pp 271-304
See also Journal Article Information leadership in the advanced Asia-Pacific stock markets: Return, volatility and volume information spillovers from the US and Japan, Elsevier (2005) View citations (52) (2005)
- International Bank Flows to Emerging Markets: Influence of Sovereign Credit Ratings and Their Regional Spillover Effects
Chapter 14 in Information Spillovers and Market Integration in International Finance Empirical Analyses, 2018, pp 467-515
See also Journal Article INTERNATIONAL BANK FLOWS TO EMERGING MARKETS: INFLUENCE OF SOVEREIGN CREDIT RATINGS AND THEIR REGIONAL SPILLOVER EFFECTS, Southern Finance Association (2011) View citations (19) (2011)
- Interventions in the Yen-Dollar Spot Market: A Story of Price, Volatility and Volume
Chapter 3 in Information Spillovers and Market Integration in International Finance Empirical Analyses, 2018, pp 73-106
See also Journal Article Interventions in the Yen-dollar spot market: A story of price, volatility and volume, Elsevier (2006) View citations (22) (2006)
- Intraday Timing of AUD Intervention by the Reserve Bank of Australia: Evidence from Microstructural Analyses
Chapter 2 in Information Spillovers and Market Integration in International Finance Empirical Analyses, 2018, pp 43-71
See also Journal Article Intraday timing of AUD intervention by the Reserve Bank of Australia: Evidence from microstructural analyses, Elsevier (2011) View citations (1) (2011)
- Macroeconomic News Announcements and the Role of Expectations: Evidence for US Bond, Stock and Foreign Exchange Markets
Chapter 5 in Information Spillovers and Market Integration in International Finance Empirical Analyses, 2018, pp 151-174
See also Journal Article Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets, Elsevier (2004) View citations (42) (2004)
- Minute-by-Minute Dynamics of the Australian Bond Futures Market in Response to New Macroeconomic Information
Chapter 7 in Information Spillovers and Market Integration in International Finance Empirical Analyses, 2018, pp 203-227
See also Journal Article Minute-by-minute dynamics of the Australian bond futures market in response to new macroeconomic information, Elsevier (2001) View citations (7) (2001)
- Secrecy of Bank of Japan’s Yen Intervention: Evidence of Efficacy from Intra-daily Data
Chapter 4 in Information Spillovers and Market Integration in International Finance Empirical Analyses, 2018, pp 107-147
See also Journal Article Secrecy of Bank of Japan's Yen intervention: Evidence of efficacy from intra-daily data, Elsevier (2010) View citations (9) (2010)
- Sovereign Credit Ratings, Capital Flows and Financial Sector Development in Emerging Markets
Chapter 13 in Information Spillovers and Market Integration in International Finance Empirical Analyses, 2018, pp 431-466
See also Journal Article Sovereign credit ratings, capital flows and financial sector development in emerging markets, Elsevier (2008) View citations (100) (2008)
- The Determinants of Foreign Exchange Intervention by Central Banks: Evidence from Australia
Chapter 1 in Information Spillovers and Market Integration in International Finance Empirical Analyses, 2018, pp 3-41
See also Journal Article The determinants of foreign exchange intervention by central banks: evidence from Australia, Elsevier (2002) View citations (50) (2002)
- The Effects of Ratings-Contingent Regulation on International Bank Lending Behavior: Evidence from the Basel 2 Accord
Chapter 16 in Information Spillovers and Market Integration in International Finance Empirical Analyses, 2018, pp 547-603
See also Journal Article The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 Accord, Elsevier (2015) View citations (14) (2015)
- The Efficiency of the Information Processing in the Australian Dollar Market: Price Discovery Following Scheduled and Unscheduled News
Chapter 8 in Information Spillovers and Market Integration in International Finance Empirical Analyses, 2018, pp 229-267
- The Spillover Effects of US and Japanese Public Information News in Advanced Asia-Pacific Stock Markets
Chapter 6 in Information Spillovers and Market Integration in International Finance Empirical Analyses, 2018, pp 175-201
See also Journal Article The spillover effects of US and Japanese public information news in advanced Asia-Pacific stock markets, Elsevier (2003) View citations (29) (2003)
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