Details about Suk-Joong Kim

Access statistics for papers by Suk-Joong Kim.

Last updated 2009-01-01. Update your information in the RePEc Author Service.

Short-id: pki174

Working Papers

2005

1. Dynamics of Bond Market Integration between Existing And Accession EU Countries
   The Institute for International Integration Studies Discussion Paper Series, IIIS View citations

1999

2. Central Bank Intervention and Exchange Rate Volatility- Australian Evidence
   Working Papers, Sydney - Department of Economics View citations
   See Also Journal Article in Journal of International Financial Markets, Institutions and Money (2000)
3. Minute-by-Minute Dynamics of the Australian Bond Futures Market in Response to New Macroeconomic Information
   Working Papers, Sydney - Department of Economics View citations
   Also in
   Working Papers, University of Sydney, Department of Economics
   See Also Journal Article in Journal of Multinational Financial Management (2001)
4. The Determinants of Foreign Exchange Intervention by Central Banks: Evidence from Australia
   Working Papers, Sydney - Department of Economics View citations
   Also in
   Working Papers, University of Sydney, Department of Economics View citations
   See Also Journal Article in Journal of International Money and Finance (2002)

1998

5. International Linkages and Macroeconomic News Effects in Interest Rate Volatility -Australia and the US
   Working Papers, Sydney - Department of Economics View citations
   See Also Journal Article in Pacific-Basin Finance Journal (2000)

1996

6. Testing the Rationality of Exchange and Interest Rate Expectations: An Empirical Study of Australian Survey Based Expectations
   Working Papers, Sydney - Department of Economics

1995

7. Modelling Changes in Daily $A Exchange Rates: An Application of GARCH
   Working Papers, Sydney - Department of Economics
   Also in
   Working Papers, University of Sydney, Department of Economics

1993

8. Exchange Rates, Interest rates and Current Account News: Some Evidence from Australia
   Working Papers, Sydney - Department of Economics
   Also in
   Working Papers, University of Sydney, Department of Economics View citations
   See Also Journal Article in Journal of International Money and Finance (1995)

Undated

9. Inflation News in Australia: Its Effects on Exchange Rates and Interest Rates
   Working Papers, University of Sydney, Department of Economics
   See Also Journal Article in Applied Financial Economics (1996)
10. Testing the Rationality of Exchange Rate and Interest Rate Expectations: An Empirical Study of Australian Survey Based Expectations
    Working Papers, University of Sydney, Department of Economics
    See Also Journal Article in Applied Economics (1997)

Journal Articles

2008

1. Sovereign credit ratings, capital flows and financial sector development in emerging markets
   Emerging Markets Review, 2008, 9, (1), 17-39
2. Sovereign rating changes--Do they provide new information for stock markets?
   Economic Systems, 2008, 32, (2), 142-166
3. 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

2007

4. Evidence of an asymmetry in the relationship between volatility and autocorrelation
   International Review of Financial Analysis, 2007, 16, (1), 22-40 View citations
5. 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
6. The determinants of capital inflows: Does opacity of recipient country explain the flows?
   Economic Systems, 2007, 31, (1), 35-48 View citations

2006

7. 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
8. 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
9. 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
10. 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

2005

11. Dynamic stock market integration driven by the European Monetary Union: An empirical analysis
    Journal of Banking & Finance, 2005, 29, (10), 2475-2502 View citations
12. 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

2004

13. 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
14. 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

2003

15. 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

2002

16. 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
    See Also Working Paper (1999)

2001

17. 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
    See Also Working Paper (1999)

2000

18. 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
    See Also Working Paper (1999)
19. 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
    See Also Working Paper (1998)

1999

20. Do Macro-economic News Announcements Affect the Volatility of Foreign Exchange Rates? Some Evidence from Australia
    Applied Economics, 1999, 31, (12), 1511-21

1997

21. Testing the Rationality of Exchange Rate and Interest Rate Expectations: An Empirical Study of Australian Survey-Based Expectations
    Applied Economics, 1997, 29, (8), 1011-22 View citations
    See Also Working Paper

1996

22. Inflation News in Australia: Its Effects on Exchange Rates and Interest Rates
    Applied Financial Economics, 1996, 6, (3), 225-31 View citations
    See Also Working Paper

1995

23. 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
    See Also Working Paper (1993)