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Details about Suk-Joong Kim

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Workplace:Discipline of Finance, Business School, University of Sydney, (more information at EDIRC)

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Last updated 2019-09-30. Update your information in the RePEc Author Service.

Short-id: pki174


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Working Papers

2014

  1. The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 accord
    Research Discussion Papers, Bank of Finland Downloads
    See also Journal Article in Journal of Banking & Finance (2015)

2008

  1. 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 Downloads View citations (1)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2009)

2005

  1. Dynamics of Bond Market Integration between Existing And Accession EU Countries
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (7)

2004

  1. Central Bank Interventions in the Yen-Dollar Spot Market
    Working Papers, University of Sydney, School of Economics Downloads View citations (1)

1998

  1. International Linkages and Macroeconomic News Effects on Interest Rate Volatility - Australia and the US'
    Working Papers, University of Sydney, School of Economics Downloads
    See also Journal Article in Pacific-Basin Finance Journal (2000)

1996

  1. 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 Downloads
    See also Journal Article in Applied Economics (1997)

1995

  1. Modeling Changes in Daily $A Exchange Rates: An Application of GARCH
    Working Papers, University of Sydney, School of Economics Downloads View citations (1)

1994

  1. Inflation News in Australia: Its Effects on Exchange Rates and Interest Rates
    Working Papers, University of Sydney, School of Economics Downloads

1993

  1. Exchange Rates, Interest Rates and Current Account News: Some Evidence from Australia
    Working Papers, University of Sydney, School of Economics Downloads
    See also Journal Article in Journal of International Money and Finance (1995)

Journal Articles

2016

  1. Currency Carry Trades: The Role of Macroeconomic News and Futures Market Speculation
    Journal of Futures Markets, 2016, 36, (11), 1076-1107 Downloads

2015

  1. Australian Dollar carry trades: Time varying probabilities and determinants
    International Review of Financial Analysis, 2015, 40, (C), 64-75 Downloads View citations (3)
  2. 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 Downloads View citations (6)
    See also Working Paper (2014)
  3. 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 Downloads View citations (10)

2012

  1. 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 Downloads View citations (22)

2011

  1. 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 (11)
  2. 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 Downloads View citations (1)

2010

  1. 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 Downloads View citations (7)

2009

  1. 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 Downloads View citations (9)
    See also Working Paper (2008)
  2. 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 Downloads View citations (3)

2008

  1. Sovereign credit ratings, capital flows and financial sector development in emerging markets
    Emerging Markets Review, 2008, 9, (1), 17-39 Downloads View citations (57)
  2. Sovereign rating changes--Do they provide new information for stock markets?
    Economic Systems, 2008, 32, (2), 142-166 Downloads View citations (32)
  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 Downloads View citations (12)

2007

  1. Evidence of an asymmetry in the relationship between volatility and autocorrelation
    International Review of Financial Analysis, 2007, 16, (1), 22-40 Downloads View citations (8)
  2. 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 Downloads View citations (8)
  3. The determinants of capital inflows: Does opacity of recipient country explain the flows?
    Economic Systems, 2007, 31, (1), 35-48 Downloads View citations (12)

2006

  1. 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 Downloads View citations (42)
  2. Evolution of international stock and bond market integration: Influence of the European Monetary Union
    Journal of Banking & Finance, 2006, 30, (5), 1507-1534 Downloads View citations (109)
  3. Interventions in the Yen-dollar spot market: A story of price, volatility and volume
    Journal of Banking & Finance, 2006, 30, (11), 3191-3214 Downloads View citations (21)
  4. 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 Downloads View citations (3)

2005

  1. Dynamic stock market integration driven by the European Monetary Union: An empirical analysis
    Journal of Banking & Finance, 2005, 29, (10), 2475-2502 Downloads View citations (166)
  2. 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 Downloads View citations (35)

2004

  1. 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 Downloads View citations (5)
  2. 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 Downloads View citations (29)

2003

  1. 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 Downloads View citations (18)

2002

  1. The determinants of foreign exchange intervention by central banks: evidence from Australia
    Journal of International Money and Finance, 2002, 21, (5), 619-649 Downloads View citations (43)

2001

  1. 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 Downloads View citations (6)

2000

  1. Central bank intervention and exchange rate volatility -- Australian evidence
    Journal of International Financial Markets, Institutions and Money, 2000, 10, (3-4), 381-405 Downloads View citations (46)
  2. International linkages and macroeconomic news effects on interest rate volatility -- Australia and the US
    Pacific-Basin Finance Journal, 2000, 8, (1), 85-113 Downloads View citations (23)
    See also Working Paper (1998)

1999

  1. Do macro-economic news announcements affect the volatility of foreign exchange rates? Some evidence from Australia
    Applied Economics, 1999, 31, (12), 1511-1521 Downloads View citations (9)

1997

  1. 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 Downloads View citations (7)
    See also Working Paper (1996)

1995

  1. Exchange rates, interest rates and current account news: some evidence from Australia
    Journal of International Money and Finance, 1995, 14, (4), 575-595 Downloads View citations (13)
    See also Working Paper (1993)

Chapters

 
Page updated 2019-10-14