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Details about Sandy Suardi

Homepage:https://sites.google.com/site/ssuardi/
Postal address:School of Accounting, Economics and Finance University of Wollongong
Workplace:School of Accounting, Economics, and Finance, University of Wollongong, (more information at EDIRC)

Access statistics for papers by Sandy Suardi.

Last updated 2024-03-28. Update your information in the RePEc Author Service.

Short-id: psu102


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Working Papers

2021

  1. Oil Price Shocks, Real Economic Activity and Uncertainty
    Post-Print, HAL Downloads
    See also Journal Article Oil price shocks, real economic activity and uncertainty, Bulletin of Economic Research, Wiley Blackwell (2021) Downloads (2021)

2020

  1. On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities
    Post-Print, HAL Downloads View citations (1)
    See also Journal Article On the pernicious effects of oil price uncertainty on US real economic activities, Empirical Economics, Springer (2020) Downloads View citations (3) (2020)

2013

  1. Foreign Institutional Investors and Stock Market Liquidity in China: State Ownership, Trading Activity and Information Asymmetry
    Working Papers, Lund University, Department of Economics Downloads View citations (9)
    Also in Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies (2013) Downloads View citations (9)

2011

  1. Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement?
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne Downloads

2010

  1. Minimum Wages and Employment: Reconsidering the Use of a Time-Series Approach as an Evaluation Tool
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (1)
    Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2008) Downloads

    See also Journal Article Minimum Wages and Employment: Reconsidering the Use of a Time Series Approach as an Evaluation Tool, British Journal of Industrial Relations, London School of Economics (2011) View citations (4) (2011)

2008

  1. The Australian Firearms Buyback and Its Effect on Gun Deaths
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne Downloads
    See also Journal Article THE AUSTRALIAN FIREARMS BUYBACK AND ITS EFFECT ON GUN DEATHS, Contemporary Economic Policy, Western Economic Association International (2010) Downloads View citations (2) (2010)

2006

  1. Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty:Evidence from the G7 Economies
    Department of Economics - Working Papers Series, The University of Melbourne Downloads
    Also in MRG Discussion Paper Series, School of Economics, University of Queensland, Australia Downloads View citations (12)

    See also Journal Article Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies, Economics Letters, Elsevier (2007) Downloads View citations (11) (2007)
  2. Testing for a Unit Root in the Presence of a Jump Diffusion Process with GARCH Errors
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne Downloads

2005

  1. Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (2)
    Also in MRG Discussion Paper Series, School of Economics, University of Queensland, Australia Downloads View citations (4)
  2. TESTING FOR ASYMMETRY IN INTEREST RATE VOLATILITY IN THE PRESENCE OF A NEGLECTED LEVEL EFFECT
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (2)

2004

  1. Testing for a Level Effect in Short-Term Interest Rates
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (6)

Undated

  1. Making Abundant Natural Resources Work for Developing Economies: The Role of Financial Institutions
    MRG Discussion Paper Series, School of Economics, University of Queensland, Australia Downloads View citations (2)

Journal Articles

2024

  1. Monetary policy transmission in Sri Lanka
    Applied Economics, 2024, 56, (2), 151-168 Downloads

2023

  1. Regulation-induced financial constraints, carbon emission and corporate innovation: Evidence from China
    Energy Economics, 2023, 127, (PB) Downloads

2022

  1. Bank lending behavior and housing market booms: The Australian evidence
    International Review of Economics & Finance, 2022, 81, (C), 184-204 Downloads View citations (3)
  2. Blockholders, tradability and information asymmetry: Evidence from Chinese listed firms
    Research in International Business and Finance, 2022, 60, (C) Downloads View citations (1)
  3. COVID-19 pandemic and liquidity commonality
    Journal of International Financial Markets, Institutions and Money, 2022, 78, (C) Downloads View citations (1)
  4. Entrepreneurs and China’s private sector SMEs’ performance
    Applied Economics, 2022, 54, (28), 3279-3295 Downloads
  5. Firms’ COVID-19 Pandemic Exposure and Corporate Cash Policy: Evidence from China
    Economic Modelling, 2022, 116, (C) Downloads View citations (1)
  6. Foreign shareholders, relative foreign policy uncertainty and corporate cash holdings
    International Review of Financial Analysis, 2022, 84, (C) Downloads View citations (1)
  7. Herding and China's market-wide circuit breaker
    Journal of Banking & Finance, 2022, 141, (C) Downloads
  8. Large-caps liquidity provision, market liquidity and high-frequency market makers’ trading behaviour
    The European Journal of Finance, 2022, 28, (16), 1621-1641 Downloads
  9. On spillover effects between cryptocurrency-linked stocks and the cryptocurrency market: Evidence from Australia
    Global Finance Journal, 2022, 54, (C) Downloads View citations (1)
  10. On the predictive power of tweet sentiments and attention on bitcoin
    International Review of Economics & Finance, 2022, 79, (C), 289-301 Downloads View citations (6)

2021

  1. Economic Uncertainty and Bank Lending
    Journal of Money, Credit and Banking, 2021, 53, (8), 2037-2069 Downloads View citations (6)
  2. Employee Treatment and Bank Default Risk during the Credit Crisis
    Journal of Financial Services Research, 2021, 59, (3), 173-208 Downloads
  3. Fiscal regimes and fiscal sustainability in Sri Lanka
    Applied Economics, 2021, 53, (21), 2384-2397 Downloads View citations (1)
  4. Is urbanization the link in the tourism–poverty nexus? Case study of China
    Current Issues in Tourism, 2021, 24, (23), 3357-3371 Downloads View citations (1)
  5. Oil price shocks, real economic activity and uncertainty
    Bulletin of Economic Research, 2021, 73, (3), 364-392 Downloads
    See also Working Paper Oil Price Shocks, Real Economic Activity and Uncertainty, Post-Print (2021) Downloads (2021)
  6. On public debt and twin imbalances in the South Asian region
    Applied Economics, 2021, 53, (27), 3080-3096 Downloads
  7. Social interactions, residential segregation and the dynamics of tipping
    Journal of Evolutionary Economics, 2021, 31, (4), 1355-1388 Downloads
  8. The dynamic linkages between current account deficit and budget balance deficit in the South Asian region
    Journal of Asian Economics, 2021, 77, (C) Downloads
  9. United we stand divided we fall: The time-varying factors driving European Union stock returns
    Journal of International Financial Markets, Institutions and Money, 2021, 71, (C) Downloads View citations (1)

2020

  1. ASEAN income gap and the optimal exchange Rate Regime
    Applied Economics, 2020, 52, (3), 288-304 Downloads View citations (2)
  2. Family control and cost of debt: Evidence from Thailand
    Pacific-Basin Finance Journal, 2020, 62, (C) Downloads View citations (4)
  3. On the pernicious effects of oil price uncertainty on US real economic activities
    Empirical Economics, 2020, 59, (6), 2689-2715 Downloads View citations (3)
    See also Working Paper On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities, Post-Print (2020) Downloads View citations (1) (2020)

2019

  1. Government ownership and stock liquidity: Evidence from China
    Emerging Markets Review, 2019, 40, (C), - Downloads View citations (6)
  2. Panel evidence on the impact of tourism growth on poverty, poverty gap and income inequality
    Current Issues in Tourism, 2019, 22, (3), 253-264 Downloads View citations (1)
  3. Tiered Information Disclosure: An Empirical Analysis of the Advance Peek into the Michigan Index of Consumer Sentiment
    The Financial Review, 2019, 54, (3), 541-582 Downloads View citations (1)

2018

  1. Racial segregation in the United States since the Great Depression: A dynamic segregation approach
    Journal of Housing Economics, 2018, 40, (C), 95-116 Downloads View citations (3)

2017

  1. A re-examination of Libor rigging: a time-varying cointegration perspective
    Quantitative Finance, 2017, 17, (9), 1367-1386 Downloads View citations (1)
  2. Do petrol prices increase faster than they fall in market disequilibria?
    Energy Economics, 2017, 61, (C), 135-146 Downloads View citations (13)
  3. Foreign Institutional Investment, Ownership, and Liquidity: Real and Informational Frictions
    The Financial Review, 2017, 52, (1), 101-144 Downloads View citations (12)
  4. Foreign exchange intervention in Asian countries: What determine the odds of success during the credit crisis?
    International Review of Economics & Finance, 2017, 51, (C), 370-390 Downloads View citations (6)
  5. THE BEHAVIOR OF U.S. PUBLIC DEBT AND DEFICITS DURING THE GLOBAL FINANCIAL CRISIS
    Contemporary Economic Policy, 2017, 35, (1), 201-215 Downloads View citations (15)

2014

  1. Factor reversal in the euro zone stock returns: Evidence from the crisis period
    Journal of International Financial Markets, Institutions and Money, 2014, 33, (C), 28-55 Downloads View citations (4)
  2. Regional Differences Pose Challenges for Food Security Policy: A Case Study of India
    Regional Studies, 2014, 48, (8), 1319-1336 Downloads View citations (6)

2013

  1. AN EXAMINATION OF LINEAR AND NONLINEAR CAUSAL RELATIONSHIPS BETWEEN COMMODITY PRICES AND U.S. INFLATION
    Economic Inquiry, 2013, 51, (4), 1932-1947 Downloads View citations (3)
  2. Is there a role for caste and religion in food security policy? A look at rural India
    Economic Modelling, 2013, 31, (C), 58-69 Downloads View citations (9)
  3. Predicting short-term interest rates using Bayesian model averaging: Evidence from weekly and high frequency data
    International Journal of Forecasting, 2013, 29, (3), 442-455 Downloads View citations (3)
  4. The Cascade Effect on Lending Conditions: Evidence from the Syndicated Loan Market
    Journal of Business Finance & Accounting, 2013, 40, (9-10), 1247-1275 Downloads View citations (7)

2012

  1. A nonparametric GARCH model of crude oil price return volatility
    Energy Economics, 2012, 34, (2), 618-626 Downloads View citations (82)
  2. An impulse-response function for a VAR with multivariate GARCH-in-Mean that incorporates direct and indirect transmission of shocks
    Economics Letters, 2012, 117, (2), 452-454 Downloads View citations (5)
  3. Are changes in foreign exchange reserves a good proxy for official intervention?
    Journal of International Financial Markets, Institutions and Money, 2012, 22, (4), 678-695 Downloads View citations (4)
  4. Impact of socio-economic factors and social affiliation on living standards: a quantile regression approach
    Applied Economics Letters, 2012, 19, (13), 1231-1236 Downloads
  5. When the US sneezes the world catches cold: are worldwide stock markets stable?
    Applied Financial Economics, 2012, 22, (23), 1961-1978 Downloads View citations (8)

2011

  1. ARE EMPIRICAL MEASURES OF MACROECONOMIC UNCERTAINTY ALIKE?
    Journal of Economic Surveys, 2011, 25, (4), 801-827 View citations (26)
  2. Minimum Wages and Employment: Reconsidering the Use of a Time Series Approach as an Evaluation Tool
    British Journal of Industrial Relations, 2011, 49, (Supplement 2), s376-s401 View citations (4)
    See also Working Paper Minimum Wages and Employment: Reconsidering the Use of a Time-Series Approach as an Evaluation Tool, IZA Discussion Papers (2010) Downloads View citations (1) (2010)
  3. Modelling and forecasting short-term interest rate volatility: A semiparametric approach
    Journal of Empirical Finance, 2011, 18, (4), 692-710 Downloads View citations (5)
  4. The effects of uncertainty dynamics on exports, imports and productivity growth
    Journal of Asian Economics, 2011, 22, (2), 174-188 Downloads View citations (3)

2010

  1. Dynamic effects of trade and output volatility on the trade‐growth nexus
    Journal of Economic Studies, 2010, 37, (3), 314-326 Downloads
  2. Nonstationarity, cointegration and structural breaks in the Australian term structure of interest rates
    Applied Economics, 2010, 42, (22), 2865-2879 Downloads View citations (4)
  3. THE AUSTRALIAN FIREARMS BUYBACK AND ITS EFFECT ON GUN DEATHS
    Contemporary Economic Policy, 2010, 28, (1), 65-79 Downloads View citations (2)
    See also Working Paper The Australian Firearms Buyback and Its Effect on Gun Deaths, Melbourne Institute Working Paper Series (2008) Downloads (2008)

2009

  1. Macroeconomic Volatility, Trade and Financial Liberalization in Africa
    World Development, 2009, 37, (10), 1623-1636 Downloads View citations (50)

2008

  1. A dynamic analysis of the impact of uncertainty on import- and/or export-led growth: The experience of Japan and the Asian Tigers
    Japan and the World Economy, 2008, 20, (2), 155-174 Downloads View citations (8)
  2. Are levels effects important in out-of-sample performance of short rate models?
    Economics Letters, 2008, 99, (1), 181-184 Downloads View citations (2)
  3. Central bank intervention, threshold effects and asymmetric volatility: Evidence from the Japanese yen-US dollar foreign exchange market
    Economic Modelling, 2008, 25, (4), 628-642 Downloads View citations (11)

2007

  1. Markov‐Switching Mean Reversion in Short‐Term Interest Rates: Evidence from East Asian Economies
    The Economic Record, 2007, 83, (263), 383-397 Downloads View citations (5)
  2. SOURCES OF ECONOMIC GROWTH AND TECHNOLOGY TRANSFER IN SUB‐SAHARAN AFRICA1
    South African Journal of Economics, 2007, 75, (2), 159-178 Downloads View citations (6)
  3. Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies
    Economics Letters, 2007, 94, (3), 383-388 Downloads View citations (11)
    See also Working Paper Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty:Evidence from the G7 Economies, Department of Economics - Working Papers Series (2006) Downloads (2006)
 
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