Details about Sandy Suardi

Access statistics for papers by Sandy Suardi.

Last updated 2025-03-14. Update your information in the RePEc Author Service.

Short-id: psu102

Working Papers

2025

1. Enhancing Efficiency of Local Projections Estimation with Volatility Clustering in High-Frequency Data
   Papers, arXiv.org

2021

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

2020

3. On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities
   Post-Print, HAL View citations (1)
   See also Journal Article On the pernicious effects of oil price uncertainty on US real economic activities, Empirical Economics, Springer (2020) View citations (4) (2020)

2013

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

2011

5. 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

2010

6. Minimum Wages and Employment: Reconsidering the Use of a Time-Series Approach as an Evaluation Tool
   IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (1)
   Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2008)
   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 (5) (2011)

2008

7. 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
   See also Journal Article THE AUSTRALIAN FIREARMS BUYBACK AND ITS EFFECT ON GUN DEATHS, Contemporary Economic Policy, Western Economic Association International (2010) View citations (2) (2010)

2006

8. Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty:Evidence from the G7 Economies
   Department of Economics - Working Papers Series, The University of Melbourne
   Also in MRG Discussion Paper Series, School of Economics, University of Queensland, Australia 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) View citations (12) (2007)
9. 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

2005

10. Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics
    Department of Economics - Working Papers Series, The University of Melbourne View citations (2)
    Also in MRG Discussion Paper Series, School of Economics, University of Queensland, Australia View citations (4)
11. 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 View citations (2)

2004

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

Undated

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

Journal Articles

2025

1. Do oil price forecast disagreement of survey of professional forecasters predict crude oil return volatility?
   International Journal of Forecasting, 2025, 41, (1), 141-152
2. Ethereum's Merge: Market liquidity, efficiency and volatility in the Proof of Stake Era
   Economics Letters, 2025, 247, (C)

2024

3. Green M&A dilemma: Unravelling the impact on high polluting enterprises’ performance
   Finance Research Letters, 2024, 70, (C)
4. Greening the future: How mergers and acquisitions in China tackle carbon challenges
   Energy Economics, 2024, 136, (C)
5. Monetary policy transmission in Sri Lanka
   Applied Economics, 2024, 56, (2), 151-168 View citations (1)
6. Shareholder value maximization via corporate ESG performance: evidence from mergers and acquisitions in China
   Applied Economics, 2024, 56, (58), 8529-8545
7. Spillover effects of monetary policy and information shocks
   Finance Research Letters, 2024, 62, (PA) View citations (1)
8. The quest for green horizons: Can political turnovers drive green investments? New evidence from China
   Energy Economics, 2024, 132, (C) View citations (1)
9. Unveiling the Nexus: Climate change, green innovation, and the pendulum of energy consumption and carbon emissions
   Energy Economics, 2024, 138, (C) View citations (1)

2023

10. Regulation-induced financial constraints, carbon emission and corporate innovation: Evidence from China
    Energy Economics, 2023, 127, (PB) View citations (6)

2022

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

2021

21. Economic Uncertainty and Bank Lending
    Journal of Money, Credit and Banking, 2021, 53, (8), 2037-2069 View citations (10)
22. Employee Treatment and Bank Default Risk during the Credit Crisis
    Journal of Financial Services Research, 2021, 59, (3), 173-208
23. Fiscal regimes and fiscal sustainability in Sri Lanka
    Applied Economics, 2021, 53, (21), 2384-2397 View citations (1)
24. Is urbanization the link in the tourism–poverty nexus? Case study of China
    Current Issues in Tourism, 2021, 24, (23), 3357-3371 View citations (1)
25. Oil price shocks, real economic activity and uncertainty
    Bulletin of Economic Research, 2021, 73, (3), 364-392
    See also Working Paper Oil Price Shocks, Real Economic Activity and Uncertainty, Post-Print (2021) (2021)
26. On public debt and twin imbalances in the South Asian region
    Applied Economics, 2021, 53, (27), 3080-3096 View citations (1)
27. Social interactions, residential segregation and the dynamics of tipping
    Journal of Evolutionary Economics, 2021, 31, (4), 1355-1388 View citations (1)
28. The dynamic linkages between current account deficit and budget balance deficit in the South Asian region
    Journal of Asian Economics, 2021, 77, (C) View citations (1)
29. 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) View citations (1)

2020

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

2019

33. Government ownership and stock liquidity: Evidence from China
    Emerging Markets Review, 2019, 40, (C), - View citations (9)
34. Panel evidence on the impact of tourism growth on poverty, poverty gap and income inequality
    Current Issues in Tourism, 2019, 22, (3), 253-264 View citations (7)
35. 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 View citations (1)

2018

36. Racial segregation in the United States since the Great Depression: A dynamic segregation approach
    Journal of Housing Economics, 2018, 40, (C), 95-116 View citations (4)

2017

37. A re-examination of Libor rigging: a time-varying cointegration perspective
    Quantitative Finance, 2017, 17, (9), 1367-1386 View citations (1)
38. Do petrol prices increase faster than they fall in market disequilibria?
    Energy Economics, 2017, 61, (C), 135-146 View citations (14)
39. Foreign Institutional Investment, Ownership, and Liquidity: Real and Informational Frictions
    The Financial Review, 2017, 52, (1), 101-144 View citations (15)
40. 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 View citations (6)
41. THE BEHAVIOR OF U.S. PUBLIC DEBT AND DEFICITS DURING THE GLOBAL FINANCIAL CRISIS
    Contemporary Economic Policy, 2017, 35, (1), 201-215 View citations (17)

2014

42. 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 View citations (4)
43. Regional Differences Pose Challenges for Food Security Policy: A Case Study of India
    Regional Studies, 2014, 48, (8), 1319-1336 View citations (7)

2013

44. AN EXAMINATION OF LINEAR AND NONLINEAR CAUSAL RELATIONSHIPS BETWEEN COMMODITY PRICES AND U.S. INFLATION
    Economic Inquiry, 2013, 51, (4), 1932-1947 View citations (3)
45. Is there a role for caste and religion in food security policy? A look at rural India
    Economic Modelling, 2013, 31, (C), 58-69 View citations (11)
46. 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 View citations (3)
47. The Cascade Effect on Lending Conditions: Evidence from the Syndicated Loan Market
    Journal of Business Finance & Accounting, 2013, 40, (9-10), 1247-1275 View citations (8)

2012

48. A nonparametric GARCH model of crude oil price return volatility
    Energy Economics, 2012, 34, (2), 618-626 View citations (91)
49. 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 View citations (5)
50. 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 View citations (4)
51. Impact of socio-economic factors and social affiliation on living standards: a quantile regression approach
    Applied Economics Letters, 2012, 19, (13), 1231-1236
52. When the US sneezes the world catches cold: are worldwide stock markets stable?
    Applied Financial Economics, 2012, 22, (23), 1961-1978 View citations (8)

2011

53. ARE EMPIRICAL MEASURES OF MACROECONOMIC UNCERTAINTY ALIKE?
    Journal of Economic Surveys, 2011, 25, (4), 801-827 View citations (26)
54. 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 (5)
    See also Working Paper Minimum Wages and Employment: Reconsidering the Use of a Time-Series Approach as an Evaluation Tool, IZA Discussion Papers (2010) View citations (1) (2010)
55. Modelling and forecasting short-term interest rate volatility: A semiparametric approach
    Journal of Empirical Finance, 2011, 18, (4), 692-710 View citations (9)
56. The effects of uncertainty dynamics on exports, imports and productivity growth
    Journal of Asian Economics, 2011, 22, (2), 174-188 View citations (3)

2010

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

2009

60. Macroeconomic Volatility, Trade and Financial Liberalization in Africa
    World Development, 2009, 37, (10), 1623-1636 View citations (52)

2008

61. 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 View citations (8)
62. Are levels effects important in out-of-sample performance of short rate models?
    Economics Letters, 2008, 99, (1), 181-184 View citations (2)
63. 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 View citations (11)

2007

64. Markov‐Switching Mean Reversion in Short‐Term Interest Rates: Evidence from East Asian Economies
    The Economic Record, 2007, 83, (263), 383-397 View citations (5)
65. SOURCES OF ECONOMIC GROWTH AND TECHNOLOGY TRANSFER IN SUB‐SAHARAN AFRICA1
    South African Journal of Economics, 2007, 75, (2), 159-178 View citations (6)
66. Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies
    Economics Letters, 2007, 94, (3), 383-388 View citations (12)
    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) (2006)