Sandy Suardi

University of Wollongong

Professor of Economics

Northfields Avenue

Wollongong, New South Wales 2522

Australia

SCHOLARLY PAPERS

30

DOWNLOADS

202

SSRN CITATIONS

1

CROSSREF CITATIONS

10

Scholarly Papers (30)

Modelling and Forecasting Short-Term Interest Rate Volatility: A Semiparametric Approach

Journal of Empirical Finance, Vol. 18, No. 4, 2011
Posted: 25 Apr 2012
Ai Jun Hou and Sandy Suardi
Stockholm University and University of Wollongong

Abstract:

Loading...

Interest rates, GARCH modelling, Nonparametric method, Volatility estimation, Forecasts

2.

Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement?

Melbourne Institute Working Paper No. 1/11
Number of pages: 41 Posted: 27 Mar 2011
School of Economics, University of Nottingham Ningbo China, University of Wollongong and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 88 (368,524)

Abstract:

Loading...

Bayesian model averaging, out-of-sample forecasts

3.

The Fiscal Cliff: Is U.S. Fiscal Policy Sustainable?

Number of pages: 8 Posted: 02 Aug 2013
Dat Thanh Nguyen and Sandy Suardi
La Trobe University and University of Wollongong
Downloads 79 (393,028)

Abstract:

Loading...

public debt, sustainability, primary surplus, time-varying parameter model

4.

Tradable Block Ownership, Liquidity and Threat of Exit

2019 Financial Markets & Corporate Governance Conference
Number of pages: 45 Posted: 07 Jan 2019
Mingfa Ding and Sandy Suardi
Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development and University of Wollongong
Downloads 25 (624,883)

Abstract:

Loading...

Liquidity, block ownership, non-tradable shares, China’s stock market, exit threats

Markov-Switching Mean Reversion in Short-Term Interest Rates: Evidence from East Asian Economies

Economic Record, Vol 83 (263), 2007.
Posted: 28 Apr 2012
Chew Lian (Michael) Chua and Sandy Suardi
School of Economics, University of Nottingham Ningbo China and University of Wollongong

Abstract:

Loading...

6.

Are Empirical Measures of Macroeconomic Uncertainty Alike?

Journal of Economic Surveys, Vol. 25, Issue 4, pp. 801-827, 2011
Number of pages: 27 Posted: 24 Jul 2011
School of Economics, University of Nottingham Ningbo China, The University of Sydney - School of Social and Political Sciences and University of Wollongong
Downloads 3 (793,001)
  • Add to Cart

Abstract:

Loading...

GARCH, Inflation, Output growth, SVAR, Uncertainty, VAR

7.

Minimum Wages and Employment: Reconsidering the Use of a Time Series Approach as an Evaluation Tool

British Journal of Industrial Relations, Vol. 49, pp. s376-s401, 2011
Number of pages: 26 Posted: 20 Jun 2011
Wang‐Sheng Lee and Sandy Suardi
affiliation not provided to SSRN and University of Wollongong
Downloads 3 (793,001)
  • Add to Cart

Abstract:

Loading...

8.

The Australian Firearms Buyback and its Effect on Gun Deaths

Contemporary Economic Policy, Vol. 28, Issue 1, pp. 65-79, January 2010
Number of pages: 15 Posted: 25 Jan 2010
Wang-Sheng Lee and Sandy Suardi
Deakin University and University of Wollongong
Downloads 3 (793,001)
  • Add to Cart

Abstract:

Loading...

9.

The Behavior of U.S. Public Debt and Deficits During the Global Financial Crisis

Contemporary Economic Policy, Vol. 35, Issue 1, pp. 201-215, 2017
Number of pages: 15 Posted: 22 Nov 2016
La Trobe University - School of Economics and Finance, University of Wollongong and School of Economics, University of Nottingham Ningbo China
Downloads 1 (814,605)
  • Add to Cart

Abstract:

Loading...

10.

Tiered Information Disclosure: An Empirical Analysis of the Advance Peek into the Michigan Index of Consumer Sentiment

Financial Review, Vol. 54, Issue 3, pp. 541-582, 2019
Number of pages: 42 Posted: 20 May 2020
affiliation not provided to SSRN, Chung Yuan Christian University - Department of Finance, University of Wollongong and National Chengchi University - College of Commerce
Downloads 0 (832,182)
  • Add to Cart

Abstract:

Loading...

informed trading, high‐frequency traders, advance peek, information efficiency, price discovery

11.

Foreign Institutional Investment, Ownership, and Liquidity: Real and Informational Frictions

Financial Review, Vol. 52, Issue 1, pp. 101-144, 2017
Number of pages: 44 Posted: 15 Jan 2017
Mingfa Ding, Birger Nilsson and Sandy Suardi
Lund University - Department of Economics, Lund University - Department of Economics and University of Wollongong
Downloads 0 (832,182)
Citation 1
  • Add to Cart

Abstract:

Loading...

liquidity, foreign institutional investor, QFII, real friction, informational friction

12.

The Cascade Effect on Lending Conditions: Evidence from the Syndicated Loan Market

Journal of Business Finance & Accounting, Vol. 40, Issue 9-10, pp. 1247-1275, 2013
Number of pages: 29 Posted: 18 Dec 2013
Minjiang University - Newhuadu Business School, National Chengchi University (NCCU), University of Wollongong and National Chengchi University - College of Commerce
Downloads 0 (832,182)
  • Add to Cart

Abstract:

Loading...

syndicated loans, informational cascades, financial networks, segmentation

13.

Is There a Role for Caste and Religion in Food Security Policy? A Look at Rural India

Economic Modelling, 2013
Posted: 06 Dec 2012 Last Revised: 23 Jan 2015
Renuka Mahadevan and Sandy Suardi
University of Queensland - School of Economics and University of Wollongong

Abstract:

Loading...

Food Security, Rural India, Caste, Religion

An Examination of Linear and Nonlinear Causal Relationships between Commodity Prices and U.S. Inflation

Economic Inquiry, Vol. 51, Issue 4, pp. 1932-1947, 2013
Number of pages: 16 Posted: 24 Aug 2013
Renuka Mahadevan and Sandy Suardi
University of Queensland - School of Economics and University of Wollongong
Downloads 0
  • Add to Cart

Abstract:

Loading...

An Examination of Linear and Nonlinear Causal Relationships between Commodity Prices and U.S. Inflation

Economic Inquiry, Forthcoming
Posted: 10 Nov 2012
Renuka Mahadevan and Sandy Suardi
University of Queensland - School of Economics and University of Wollongong

Abstract:

Loading...

Commodity prices, Linear causality, Nonlinear causality, Inflation, Structural breaks

15.

Are Foreign Reserves a Good Proxy for Foreign Exchange Interventions?

Journal of International Financial Markets, Institutions and Money, Vol. 22, 2012
Posted: 02 Nov 2012
Sandy Suardi and Yuanchen Chang
University of Wollongong and National Chengchi University - College of Commerce

Abstract:

Loading...

foreign exchange reserves, central bank intervention, conditional correlation

16.

An Impulse-Response Function for a VAR with Multivariate GARCH-in-Mean that Incorporates Direct and Indirect Transmission of Shocks

Economics Letters, Vol. 117, 2012
Posted: 02 Nov 2012
School of Economics, University of Nottingham Ningbo China, University of Wollongong and University of Melbourne - Melbourne Institute: Applied Economic & Social Research

Abstract:

Loading...

multivariate GARCH, spillovers, latent factors, impulse re-

17.

Regional Differences Pose Challenges for Food Security Policy: A Case Study of India

Regional Studies, Forthcoming
Posted: 02 Nov 2012
Renuka Mahadevan and Sandy Suardi
University of Queensland - School of Economics and University of Wollongong

Abstract:

Loading...

Food Security, Urban, Rural, Backward and Forward States, Quantile Regression

18.

When the U.S. Sneezes the World Catches Cold: Are Worldwide Stock Markets Stable?

Applied Financial Economics, Vol. 22, No. 23, 2012
Posted: 02 Nov 2012
Sandy Suardi
University of Wollongong

Abstract:

Loading...

US subprime crisis, financial stability, quantile regression, systematic shocks

19.

Predicting Short-Term Interest Rates Using Bayesian Model Averaging: Evidence from Weekly and High Frequency Data

International Journal of Forecasting, 2012
Posted: 02 Nov 2012
School of Economics, University of Nottingham Ningbo China, University of Wollongong and University of Melbourne - Melbourne Institute: Applied Economic & Social Research

Abstract:

Loading...

Bayesian model averaging, short-term interest rates, out-of-sample forecasts

20.

Testing for Rate Dependence and Asymmetry in Inflation Uncertainty: Evidence from the G7 Economies

Economics Letters, Vol. 94, No. 3, 2007
Posted: 28 Apr 2012
Olan T. Henry, Nilss Olekalns and Sandy Suardi
University of Melbourne - Department of Economics, University of Melbourne - Department of Economics and University of Wollongong

Abstract:

Loading...

21.

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, Vol. 20, No. 2, 2008
Posted: 28 Apr 2012
Renuka Mahadevan and Sandy Suardi
University of Queensland - School of Economics and University of Wollongong

Abstract:

Loading...

22.

Dynamic Effects of Trade and Output Volatility on the Trade-Growth Nexus: Evidence from Singapore

Journal of Economic Studies, Vol. 37(3), 2010.
Posted: 28 Apr 2012
Renuka Mahadevan and Sandy Suardi
University of Queensland - School of Economics and University of Wollongong

Abstract:

Loading...

23.

Impact of Socioeconomic Factors and Social Affiliation on Living Standards: A Quantile Regression Approach

Applied Economics Letters, Vol. 19, 2012
Posted: 28 Apr 2012
Renuka Mahadevan and Sandy Suardi
University of Queensland - School of Economics and University of Wollongong

Abstract:

Loading...

Quantile regression, poverty, caste

24.

A Nonparametric Model of Crude Oil Price Return Volatility

Energy Economics, Vol. 34, 2012
Posted: 28 Apr 2012
Ai Jun Hou and Sandy Suardi
Stockholm University and University of Wollongong

Abstract:

Loading...

Crude oil prices, GARCH modelling, Non-parametric method, Volatility estimation, Forecasts

25.

Central Bank Intervention, Threshold Effects and Asymmetric Volatility: Evidence from the Japanese Yen-US Dollar Foreign Exchange Market

Economic Modelling, Vol. 25, No. 4, 2008
Posted: 28 Apr 2012
Sandy Suardi
University of Wollongong

Abstract:

Loading...

26.

Are Levels Effects Important in Out-of-Sample Performance of Short Rate Models?

Economics Letters, Vol. 99, No. 1, 2008
Posted: 28 Apr 2012
Sandy Suardi
University of Wollongong

Abstract:

Loading...

27.

Sources of Economic Growth and Technology Transfer in Sub-Saharan Africa

South African Journal of Economics, Vol. 75(2), 2007.
Posted: 28 Apr 2012
Abdullahi D. Ahmed and Sandy Suardi
RMIT University - Faculty of Business and University of Wollongong

Abstract:

Loading...

28.

The Effects of Uncertainty Dynamics on Exports, Imports and Productivity Growth

Journal of Asian Economics, Vol. 22, No. 2, 2011
Posted: 25 Apr 2012
Renuka Mahadevan and Sandy Suardi
University of Queensland - School of Economics and University of Wollongong

Abstract:

Loading...

Volatility, Total factor productivity, Labour productivity, GARCH, Trade

29.

Nonstationarity, Cointegration and Structural Breaks in the Australian Term Structure of Interest Rates

Applied Economics, Vol. 42, No. 22, 2010
Posted: 25 Apr 2012
Sandy Suardi
University of Wollongong

Abstract:

Loading...

30.

Macroeconomic Volatility, Trade and Financial Liberalization in Africa

World Development, Vol. 37, No. 10, 2009
Posted: 25 Apr 2012 Last Revised: 01 May 2012
Abdullahi D. Ahmed and Sandy Suardi
RMIT University - Faculty of Business and University of Wollongong

Abstract:

Loading...

macroeconomic volatility, trade and financial liberalization, Sub-Saharan Africa, Bostwana, financial development, institutions

Other Papers (1)

Total Downloads: 0
1.

Family Control and Cost of Debt: Evidence from Thailand

2019 Financial Markets & Corporate Governance Conference
Posted: 25 Jan 2019
Tanapond Swanpitak, Xiaofei Pan and Sandy Suardi
University of Wollongong - School of Accounting, Economics & Finance, University of Wollongong and University of Wollongong

Abstract:

Loading...

family control, family ownership structure, control-ownership wedge, family management, cost of debt, Thai listed firms, political uncertainty