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Kim, Suk-Joong's
Scholarly Papers
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Total
Downloads
6,994 |
Total
Citations
136 |
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1.
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The Spillover Effects of Target Interest Rate News from the U.S. Fed and the European Central Bank on the Asia-Pacific Stock Markets
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Kim, Suk-Joong
University of Sydney - Discipline of Finance Nguyen, Tho
University of Sydney - Discipline of Finance
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Posted:
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10 Dec 08
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Last Revised:
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30 Sep 09
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1,089
(8,076)
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1
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Kim, Suk-Joong
University of Sydney - Discipline of Finance Nguyen, Tho
University of Sydney - Discipline of Finance
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25 Sep 09
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Last Revised:
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30 Sep 09
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460
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Target interest rate news, Spillover effects, U.S. Fed, ECB
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Kim, Suk-Joong
University of Sydney - Discipline of Finance Nguyen, Tho
University of Sydney - Discipline of Finance
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10 Dec 08
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Last Revised:
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15 Dec 08
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629
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Target interest rate news, Spillover effects, U.S. Fed, ECB
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2.
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Kim, Suk-Joong
University of Sydney - Discipline of Finance Nguyen, Tho
University of Sydney - Discipline of Finance
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25 Feb 08
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Last Revised:
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11 Dec 08
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793
(13,328)
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Monetary surprises, Target interest rate news, Spillover effects, RBA, U.S. Fed.
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3.
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Kim, Suk-Joong
University of Sydney - Discipline of Finance Moshirian, Fariborz
The University of New South Wales - The Australian School of Business Wu, Eliza
University of Technology, Sydney - UTS Business School
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512
(24,762)
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23
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Euro, volatility, currency unions, stock market linkages, spillover effects, time-varying financial market integration
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4.
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Kim, Suk-Joong
University of Sydney - Discipline of Finance Moshirian, Fariborz
The University of New South Wales - The Australian School of Business Wu, Eliza
University of Technology, Sydney - UTS Business School
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464
(28,145)
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18
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Euro, volatility, currency unions, stock-bond correlations, time-varying financial market integration, flight to quality, optimal currency area
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5.
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Hooper, Vincent J.
Plymouth Videoconferencing Services Hume, Tim P.
University of New South Wales (UNSW) - School of Banking and Finance Kim, Suk-Joong
University of Sydney - Discipline of Finance
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27 Sep 05
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Last Revised:
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23 Jun 08
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392
(34,947)
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7
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Sovereign ratings, ratings outlook, country risk, stock markets
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6.
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Kim, Suk-Joong
University of Sydney - Discipline of Finance McKenzie, Michael D.
University of Sydney - Discipline of Finance Faff, Robert W.
University of Queensland
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382
(36,072)
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11
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Macroeconomic News, Expectations, Financial Markets, GARCH
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7.
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Kim, Suk-Joong
University of Sydney - Discipline of Finance Sheen, Jeffrey
Macquarie University
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316
(45,391)
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17
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foreign exchange intervention, exchange rate volatility, intervention profitability
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8.
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Kim, Suk-Joong
University of Sydney - Discipline of Finance Lucey, Brian M.
Trinity College, Dublin - School of Business Wu, Eliza
University of Technology, Sydney - UTS Business School
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293
(49,563)
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6
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EGARCH, bond markets, EMU
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9.
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Kim, Suk-Joong
University of Sydney - Discipline of Finance Wu, Eliza
University of Technology, Sydney - UTS Business School
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290
(50,155)
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8
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Emerging markets, credit ratings, transparency, financial development, capital flows and sovereign risk
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10.
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Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance Pham, Toan M.
University of New South Wales (UNSW) - School of Banking and Finance Kim, Suk-Joong
University of Sydney - Discipline of Finance
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287
(50,783)
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3
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Deviations from CIP, Markov regime shifting probabilities
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11.
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Kim, Suk-Joong
University of Sydney - Discipline of Finance Hooper, Vincent J.
Plymouth Videoconferencing Services
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281
(52,007)
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3
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Opacity, FDI, Portfolio flows, Banking flows
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12.
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Kim, Suk-Joong
University of Sydney - Discipline of Finance
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250
(59,295)
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12
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Information spillover, Asia-Pacific stock markets, trade volume
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13.
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Kim, Suk-Joong
University of Sydney - Discipline of Finance McKenzie, Michael D.
University of Sydney - Discipline of Finance
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| Posted: |
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12 Nov 06
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Last Revised:
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12 Oct 09
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222
(67,272)
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market integration, conditional autocorrelation, Markov models, stock markets
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14.
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Kim, Suk-Joong
University of Sydney - Discipline of Finance Sheen, Jeffrey
Macquarie University
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198
(75,558)
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10
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Foreign exchange intervention, bank of Japan, exchange rate volatility, trade volume
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15.
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McKenzie, Michael D.
University of Sydney - Discipline of Finance Kim, Suk-Joong
University of Sydney - Discipline of Finance
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10 Feb 05
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Last Revised:
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12 Oct 09
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184
(81,197)
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1
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Feedback trading, conditional autocorrelations, Markov models
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16.
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Kim, Suk-Joong
University of Sydney - Discipline of Finance Kow, Lyndsen
Australian School of Business at UNSW
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182
(82,018)
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Announcement News, Japanese Financial Markets
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17.
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Kim, Suk-Joong
University of Sydney - Discipline of Finance
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182
(82,018)
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6
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Information spillovers, Announcement news
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18.
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Kim, Suk-Joong
University of Sydney - Discipline of Finance Pham, Cyril
The University of New South Wales
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170
(87,510)
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3
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Foreign exchange intervention, GARCH, USD/AUD, interest rate futures
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19.
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Kim, Suk-Joong
University of Sydney - Discipline of Finance
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150
(98,010)
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5
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Bank of Japan, Yen intervention, Intraday exchange rate volatility
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20.
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Hall, Yosuke Sandy
University of New South Wales (UNSW) Kim, Suk-Joong
University of Sydney - Discipline of Finance
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| Posted: |
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15 Apr 07
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Last Revised:
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09 Feb 10
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124
(115,097)
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Yen intervention, Bank of Japan, Intervention reaction function
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21.
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Kim, Suk-Joong
University of Sydney - Discipline of Finance Wu, Eliza
University of Technology, Sydney - UTS Business School
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100
(135,303)
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Emerging Markets, Credit Ratings, Ratings Spillover, International Banking, Sovereign Risk
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22.
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Kim, Suk-Joong
University of Sydney - Discipline of Finance Andersen, Peter Kjeld
University of New South Wales (UNSW) - School of Banking and Finance
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| Posted: |
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21 Oct 10
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Last Revised:
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11 Nov 10
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71
(168,098)
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RBA Intervention, Microstructure
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23.
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Kim, Suk-Joong
University of Sydney - Discipline of Finance Le, Ahn Tu
University of New South Wales (UNSW)
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| Posted: |
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15 Feb 10
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Last Revised:
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14 Sep 10
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62
(180,851)
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