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
Jump to Journal Articles
Working Papers
2025
- Enhancing Efficiency of Local Projections Estimation with Volatility Clustering in High-Frequency Data
Papers, arXiv.org
2021
- 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
- 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
- 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
- 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
- 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
- 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
- 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)
- 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
- 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)
- 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
- Testing for a Level Effect in Short-Term Interest Rates
Department of Economics - Working Papers Series, The University of Melbourne View citations (6)
Undated
- 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
- Do oil price forecast disagreement of survey of professional forecasters predict crude oil return volatility?
International Journal of Forecasting, 2025, 41, (1), 141-152
- Ethereum's Merge: Market liquidity, efficiency and volatility in the Proof of Stake Era
Economics Letters, 2025, 247, (C)
2024
- Green M&A dilemma: Unravelling the impact on high polluting enterprises’ performance
Finance Research Letters, 2024, 70, (C)
- Greening the future: How mergers and acquisitions in China tackle carbon challenges
Energy Economics, 2024, 136, (C)
- Monetary policy transmission in Sri Lanka
Applied Economics, 2024, 56, (2), 151-168 View citations (1)
- Shareholder value maximization via corporate ESG performance: evidence from mergers and acquisitions in China
Applied Economics, 2024, 56, (58), 8529-8545
- Spillover effects of monetary policy and information shocks
Finance Research Letters, 2024, 62, (PA) View citations (1)
- The quest for green horizons: Can political turnovers drive green investments? New evidence from China
Energy Economics, 2024, 132, (C) View citations (1)
- 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
- Regulation-induced financial constraints, carbon emission and corporate innovation: Evidence from China
Energy Economics, 2023, 127, (PB) View citations (4)
2022
- Bank lending behavior and housing market booms: The Australian evidence
International Review of Economics & Finance, 2022, 81, (C), 184-204 View citations (4)
- Blockholders, tradability and information asymmetry: Evidence from Chinese listed firms
Research in International Business and Finance, 2022, 60, (C) View citations (1)
- COVID-19 pandemic and liquidity commonality
Journal of International Financial Markets, Institutions and Money, 2022, 78, (C) View citations (4)
- Entrepreneurs and China’s private sector SMEs’ performance
Applied Economics, 2022, 54, (28), 3279-3295
- Firms’ COVID-19 Pandemic Exposure and Corporate Cash Policy: Evidence from China
Economic Modelling, 2022, 116, (C) View citations (2)
- Foreign shareholders, relative foreign policy uncertainty and corporate cash holdings
International Review of Financial Analysis, 2022, 84, (C) View citations (4)
- Herding and China's market-wide circuit breaker
Journal of Banking & Finance, 2022, 141, (C)
- 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)
- On spillover effects between cryptocurrency-linked stocks and the cryptocurrency market: Evidence from Australia
Global Finance Journal, 2022, 54, (C) View citations (5)
- 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
- Economic Uncertainty and Bank Lending
Journal of Money, Credit and Banking, 2021, 53, (8), 2037-2069 View citations (9)
- Employee Treatment and Bank Default Risk during the Credit Crisis
Journal of Financial Services Research, 2021, 59, (3), 173-208
- Fiscal regimes and fiscal sustainability in Sri Lanka
Applied Economics, 2021, 53, (21), 2384-2397 View citations (1)
- 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)
- 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)
- On public debt and twin imbalances in the South Asian region
Applied Economics, 2021, 53, (27), 3080-3096 View citations (1)
- Social interactions, residential segregation and the dynamics of tipping
Journal of Evolutionary Economics, 2021, 31, (4), 1355-1388 View citations (1)
- 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)
- 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
- ASEAN income gap and the optimal exchange Rate Regime
Applied Economics, 2020, 52, (3), 288-304 View citations (2)
- Family control and cost of debt: Evidence from Thailand
Pacific-Basin Finance Journal, 2020, 62, (C) View citations (4)
- 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
- Government ownership and stock liquidity: Evidence from China
Emerging Markets Review, 2019, 40, (C), - View citations (9)
- 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)
- 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
- 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
- A re-examination of Libor rigging: a time-varying cointegration perspective
Quantitative Finance, 2017, 17, (9), 1367-1386 View citations (1)
- Do petrol prices increase faster than they fall in market disequilibria?
Energy Economics, 2017, 61, (C), 135-146 View citations (14)
- Foreign Institutional Investment, Ownership, and Liquidity: Real and Informational Frictions
The Financial Review, 2017, 52, (1), 101-144 View citations (15)
- 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)
- THE BEHAVIOR OF U.S. PUBLIC DEBT AND DEFICITS DURING THE GLOBAL FINANCIAL CRISIS
Contemporary Economic Policy, 2017, 35, (1), 201-215 View citations (15)
2014
- 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)
- Regional Differences Pose Challenges for Food Security Policy: A Case Study of India
Regional Studies, 2014, 48, (8), 1319-1336 View citations (7)
2013
- 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)
- 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)
- 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)
- 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
- A nonparametric GARCH model of crude oil price return volatility
Energy Economics, 2012, 34, (2), 618-626 View citations (89)
- 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)
- 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)
- Impact of socio-economic factors and social affiliation on living standards: a quantile regression approach
Applied Economics Letters, 2012, 19, (13), 1231-1236
- 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
- ARE EMPIRICAL MEASURES OF MACROECONOMIC UNCERTAINTY ALIKE?
Journal of Economic Surveys, 2011, 25, (4), 801-827 View citations (26)
- 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)
- Modelling and forecasting short-term interest rate volatility: A semiparametric approach
Journal of Empirical Finance, 2011, 18, (4), 692-710 View citations (8)
- The effects of uncertainty dynamics on exports, imports and productivity growth
Journal of Asian Economics, 2011, 22, (2), 174-188 View citations (3)
2010
- Dynamic effects of trade and output volatility on the trade‐growth nexus
Journal of Economic Studies, 2010, 37, (3), 314-326
- Nonstationarity, cointegration and structural breaks in the Australian term structure of interest rates
Applied Economics, 2010, 42, (22), 2865-2879 View citations (4)
- 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
- Macroeconomic Volatility, Trade and Financial Liberalization in Africa
World Development, 2009, 37, (10), 1623-1636 View citations (51)
2008
- 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)
- Are levels effects important in out-of-sample performance of short rate models?
Economics Letters, 2008, 99, (1), 181-184 View citations (2)
- 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
- 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)
- SOURCES OF ECONOMIC GROWTH AND TECHNOLOGY TRANSFER IN SUB‐SAHARAN AFRICA1
South African Journal of Economics, 2007, 75, (2), 159-178 View citations (6)
- 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)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|