Sandy Suardi

University of Wollongong

Professor of Economics

Northfields Avenue

Wollongong, New South Wales 2522

Australia

SCHOLARLY PAPERS

34

DOWNLOADS

612

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (34)

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:

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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 114 (438,980)

Abstract:

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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 99 (485,584)

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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 88 (523,643)

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

5.

Greening the Future: How Mergers and Acquisitions in China Tackle Carbon Challenges

Number of pages: 63 Posted: 09 Oct 2023
Di Cui, Mingfa Ding, Yikai Han and Sandy Suardi
Central University of Finance and Economics (CUFE), Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development, Central University of Finance and Economics and University of Wollongong
Downloads 45 (736,075)

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carbon emissions, M&A, Firm risk, Green assets

6.

International Economic Policy Uncertainty and the Stock Market Anomalies

Number of pages: 34 Posted: 22 Aug 2023
Anthea Faferko, Bin Liu, Sandy Suardi and Dong Ding
University of Wollongong, University of Wollongong, University of Wollongong and University of Wollongong
Downloads 44 (742,816)

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EPU, size anomaly, value anomaly, Profitability anomaly, investment anomaly, Fama and French five factors

7.

Tunnelling and Related Party Transactions: Evidence from Political Turnover and State-Owned Enterprises in China

Number of pages: 61 Posted: 09 Nov 2022
Mingfa Ding, Yikai Han, Mi Shen and Sandy Suardi
Central University of Finance and Economics, Central University of Finance and Economics, Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development and University of Wollongong
Downloads 39 (778,035)

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Propping, related party transactions, political turnover, tunnelling, corruption

8.

M&A or R&D in Green Transition? Evidence from China

Number of pages: 11 Posted: 24 Nov 2022
Di Cui, Mingfa Ding, Sandy Suardi and Wenting Zhang
Central University of Finance and Economics (CUFE), Central University of Finance and Economics, University of Wollongong and affiliation not provided to SSRN
Downloads 37 (792,688)

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M&A, R&D, carbon emissions, green transition

9.

COVID-19 Pandemic and Liquidity Commonality

Number of pages: 38 Posted: 31 Mar 2022 Last Revised: 18 May 2022
Sandy Suardi, Caihong Xu and Z. Ivy Zhou
University of Wollongong, Stockholm University - Stockholm Business School and University of Wollongong - School of Accounting, Economics & Finance
Downloads 31 (840,167)
Citation 2

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COVID-19, liquidity commonality, transaction cost, stock markets

10.

Unveiling the Nexus: Climate Change, Green Innovation, and the Pendulum of Energy Consumption and Carbon Emissions

Number of pages: 38 Posted: 02 Nov 2023
Yassine Kirat, Tina Prodromou and Sandy Suardi
affiliation not provided to SSRN, The University of Wollongong and University of Wollongong
Downloads 28 (865,412)

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Natural disasters, climate change, energy consumption, Carbon emissions, green patents

11.

Spillover Effects of Monetary Policy and Information Shocks

Number of pages: 18 Posted: 05 Oct 2023 Last Revised: 02 Apr 2024
Stockholm University, Stockholm Business School, Stockholm University, University of Wollongong and Stockholm University - Stockholm Business School
Downloads 23 (910,870)

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Monetary Policy Shock Spillover, Monetary Information Shock Spillover, Interest Rate Comovement

12.

The Quest for Green Horizons: Can Political Dynamics Drive China's Green Investments?

Number of pages: 43 Posted: 26 Sep 2023
Ruichen Ma, Xiaofei Pan and Sandy Suardi
University of Wollongong, University of Wollongong and University of Wollongong
Downloads 20 (939,849)

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Political dynamic, Change of politicians, Corporate green investment, China, Sustainable engagement

13.

Do Oil Price Forecast Disagreement of Survey of Professional Forecasters Predict Crude Oil Return Volatility?

Number of pages: 32 Posted: 17 Jan 2024
Jönköping International Business School - Jönköping University, Stockholm University, University of Wollongong, Stockholm University - Stockholm Business School and University of Exeter Business School - Department of Finance
Downloads 19 (949,641)

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Crude oil market, GARCH-MIDAS, Professional forecasters, Disagreement

14.

Navigating Corporate Governance and Involuntary Delisting in Frontier Markets: A Nuanced Perspective from Vietnam

Number of pages: 45 Posted: 07 Dec 2023
Quynh Nguyen, Maria Kim and Sandy Suardi
affiliation not provided to SSRN, University of Wollongong and University of Wollongong
Downloads 19 (949,641)

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Corporate Governance, ownership structure, growth opportunities, delisting risk, Vietnam

15.

Unconventional Lifelines: How Corruption Eases Firm Credit Constraints Amid Natural Disasters in Vietnam

Number of pages: 46 Posted: 23 Mar 2024
Kieu Trang Vu, Maria Kim and Sandy Suardi
University of Wollongong, University of Wollongong and University of Wollongong
Downloads 6 (1,080,893)

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corruption, Natural disasters, Credit constraint, Credit access, political connection, Developing Countries

16.

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

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Food Security, Rural India, Caste, Religion

17.

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

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

18.

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

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foreign exchange reserves, central bank intervention, conditional correlation

19.

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

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multivariate GARCH, spillovers, latent factors, impulse re-

20.

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

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

21.

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

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

22.

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

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

23.

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

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24.

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

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25.

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

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26.

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

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27.

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

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Quantile regression, poverty, caste

28.

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:

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

29.

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

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30.

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

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31.

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
Royal Melbourne Institute of Technolog (RMIT University) - Faculty of Business and University of Wollongong

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32.

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:

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

33.

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

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34.

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
Royal Melbourne Institute of Technolog (RMIT University) - Faculty of Business and University of Wollongong

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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

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