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Details about Sandy Suardi

E-mail:
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 2020-10-13. Update your information in the RePEc Author Service.

Short-id: psu102


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Working Papers

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 (4)
    Also in Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies (2013) Downloads View citations (4)

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
    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 in British Journal of Industrial Relations (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 in Contemporary Economic Policy (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 (1)

    See also Journal Article in Economics Letters (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 (5)

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 (1)

Journal Articles

2020

  1. ASEAN income gap and the optimal exchange Rate Regime
    Applied Economics, 2020, 52, (3), 288-304 Downloads View citations (1)
  2. Family control and cost of debt: Evidence from Thailand
    Pacific-Basin Finance Journal, 2020, 62, (C) Downloads

2019

  1. Government ownership and stock liquidity: Evidence from China
    Emerging Markets Review, 2019, 40, (C), - Downloads
  2. 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

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 (2)

2017

  1. A re-examination of Libor rigging: a time-varying cointegration perspective
    Quantitative Finance, 2017, 17, (9), 1367-1386 Downloads
  2. Do petrol prices increase faster than they fall in market disequilibria?
    Energy Economics, 2017, 61, (C), 135-146 Downloads View citations (8)
  3. Foreign Institutional Investment, Ownership, and Liquidity: Real and Informational Frictions
    The Financial Review, 2017, 52, (1), 101-144 Downloads View citations (4)
  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 (2)
  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 (8)

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 (3)
  2. Regional Differences Pose Challenges for Food Security Policy: A Case Study of India
    Regional Studies, 2014, 48, (8), 1319-1336 Downloads View citations (3)

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 (1)
  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 (4)
  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
  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 (3)

2012

  1. A nonparametric GARCH model of crude oil price return volatility
    Energy Economics, 2012, 34, (2), 618-626 Downloads View citations (55)
  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 (2)
  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 (3)
  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 (6)

2011

  1. ARE EMPIRICAL MEASURES OF MACROECONOMIC UNCERTAINTY ALIKE?
    Journal of Economic Surveys, 2011, 25, (4), 801-827 View citations (21)
  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 (3)
    See also Working Paper (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 (3)
  4. The effects of uncertainty dynamics on exports, imports and productivity growth
    Journal of Asian Economics, 2011, 22, (2), 174-188 Downloads View citations (2)

2010

  1. Dynamic effects of trade and output volatility on the trade-growth nexus: Evidence from Singapore
    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 (3)
  3. THE AUSTRALIAN FIREARMS BUYBACK AND ITS EFFECT ON GUN DEATHS
    Contemporary Economic Policy, 2010, 28, (1), 65-79 Downloads View citations (1)
    See also Working Paper (2008)

2009

  1. Macroeconomic Volatility, Trade and Financial Liberalization in Africa
    World Development, 2009, 37, (10), 1623-1636 Downloads View citations (30)

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 (7)
  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 (8)

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 (2006)
 
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