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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 2021-01-08. Update your information in the RePEc Author Service.

Short-id: pki174


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Working Papers

2021

  1. Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk?
    Post-Print, HAL
    See also Journal Article in Journal of Banking & Finance (2021)

2020

  1. Loan syndication under Basel II: How firm credit ratings affect the cost of credit?
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Regulators vs. markets: Do differences in their bank risk perceptions affect lending terms?
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Syndicated bank lending and rating downgrades: Do sovereign ceiling policies really matter?
    MPRA Paper, University Library of Munich, Germany Downloads

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)
    Chapter (2018)

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 (2)
    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 View citations (1)
    See also Journal Article in Journal of International Money and Finance (1995)

Journal Articles

2021

  1. Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk?
    Journal of Banking & Finance, 2021, 122, (C) Downloads
    See also Working Paper (2021)

2019

  1. Foreign direct investments from emerging markets: The push-pull effects of sovereign credit ratings
    International Review of Financial Analysis, 2019, 61, (C), 110-125 Downloads View citations (2)

2018

  1. Do sovereign credit ratings matter for foreign direct investments?
    Journal of International Financial Markets, Institutions and Money, 2018, 55, (C), 50-64 Downloads View citations (2)
  2. Time varying volatility indices and their determinants: Evidence from developed and emerging stock markets
    International Review of Financial Analysis, 2018, 60, (C), 115-126 Downloads View citations (4)

2016

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

2015

  1. Australian Dollar carry trades: Time varying probabilities and determinants
    International Review of Financial Analysis, 2015, 40, (C), 64-75 Downloads View citations (4)
  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 (12)
    See also Working Paper (2014)
    Chapter (2018)
  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 (15)

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 (28)
    See also Chapter (2018)

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 (14)
    See also Chapter (2018)
  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)
    See also Chapter (2018)

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 (9)
    See also Chapter (2018)

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 (14)
    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 (4)

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 (70)
    See also Chapter (2018)
  2. Sovereign rating changes--Do they provide new information for stock markets?
    Economic Systems, 2008, 32, (2), 142-166 Downloads View citations (38)
  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 (13)

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 (9)
  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 (9)
  3. The determinants of capital inflows: Does opacity of recipient country explain the flows?
    Economic Systems, 2007, 31, (1), 35-48 Downloads View citations (14)

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 (44)
  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 (122)
    See also Chapter (2018)
  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)
    See also Chapter (2018)
  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 (189)
    See also Chapter (2018)
  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 (37)
    See also Chapter (2018)

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 (6)
  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 (32)
    See also Chapter (2018)

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 (19)
    See also Chapter (2018)

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 (44)
    See also Chapter (2018)

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 (7)
    See also Chapter (2018)

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 (49)
  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 (28)
    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 (8)
    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 (14)
    See also Working Paper (1993)

Books

2018

  1. Information Spillovers and Market Integration in International Finance:Empirical Analyses
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads

Chapters

2018

  1. 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 Downloads
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2012)
  2. 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 Downloads
    See also Journal Article in Journal of Banking & Finance (2005)
  3. 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 Downloads
  4. 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 Downloads
    See also Journal Article in Journal of Banking & Finance (2006)
  5. 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 Downloads
    See also Journal Article in Journal of the Japanese and International Economies (2005)
  6. 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 Downloads
    See also Journal Article in Journal of Financial Research (2011)
  7. 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 Downloads
    See also Journal Article in Journal of Banking & Finance (2006)
  8. 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 Downloads
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2011)
  9. 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 Downloads
    See also Journal Article in Journal of Multinational Financial Management (2004)
  10. 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 Downloads
    See also Journal Article in Journal of Multinational Financial Management (2001)
  11. 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 Downloads
    See also Journal Article in Journal of the Japanese and International Economies (2010)
  12. 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 Downloads
    See also Journal Article in Emerging Markets Review (2008)
  13. 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 Downloads
    See also Journal Article in Journal of International Money and Finance (2002)
  14. 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 Downloads
    See also Journal Article in Journal of Banking & Finance (2015)
    Working Paper (2014)
  15. 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 Downloads
  16. 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 Downloads
    See also Journal Article in Pacific-Basin Finance Journal (2003)
 
Page updated 2021-07-20