Author Page for Suk-Joong Kim

1.

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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Citation 4

2

The Spillover Effects of Target Interest Rate News from the U.S. Fed and the European Central Bank on the Asia-Pacific Stock Markets

Journal of International Financial Markets, Institutions and Money, Vol 19, No. 3, pp. 415-431.

Number of pages: 30 Posted: 10 Dec 2008 Last Revised: 03 Oct 2013

Suk-Joong Kim and Tho Nguyen

The University of Sydney Business School and Australian School of Business

Downloads 656 (37,816)

Citation 2

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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

Number of pages: 48 Posted: 25 Sep 2009 Last Revised: 30 Sep 2009

Suk-Joong Kim and Tho Nguyen

The University of Sydney Business School and Australian School of Business

Downloads 479 (57,051)

Citation 2

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2.

The Reaction of the Australian Financial Markets to the Interest Rate News from the Reserve Bank of Australia and the US Fed

Research in International Business and Finance, Vol. 22, No. 3, pp. 378-395

Number of pages: 34 Posted: 25 Feb 2008 Last Revised: 11 Dec 2008

Suk-Joong Kim and Tho Nguyen

The University of Sydney Business School and Australian School of Business

Downloads 819 (28,444)

Citation 3

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3.

Dynamic Stock Market Integration Driven by the European Monetary Union: An Empirical Analysis

Journal of Banking and Finance, Vol. 29, No. 10, pp. 2475 - 2502, 2005

Number of pages: 54 Posted: 23 Feb 2005

Suk-Joong Kim, Fariborz Moshirian and Eliza Wu

The University of Sydney Business School, Institute of Global Finance, UNSW Business School and The University of Sydney - Business School

Downloads 609 (42,393)

Citation 45

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4.

Evolution of International Stock and Bond Market Integration: Influence of the European Monetary Union

Journal of Banking and Finance, Vol. 30, No. 5, pp. 1507-1534, 2006

Number of pages: 37 Posted: 21 Feb 2005

Suk-Joong Kim, Fariborz Moshirian and Eliza Wu

The University of Sydney Business School, Institute of Global Finance, UNSW Business School and The University of Sydney - Business School

Downloads 572 (46,075)

Citation 36

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5.

Macroeconomic News Announcements and the Role of Expectations: Evidence for Us Bond, Stock and Foreign Exchange Markets

Journal of Multinational Financial Management, Vol. 14, No. 4, pp. 217-232, 2004

Number of pages: 27 Posted: 21 Feb 2005

Suk-Joong Kim, Michael D. McKenzie and Robert W. Faff

The University of Sydney Business School, The University of Sydney - Discipline of Finance and University of Queensland

Downloads 531 (50,612)

Citation 16

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6.

Sovereign Rating Changes - Do They Provide New Information for Stock Markets?

Economic Systems, Vol. 32/2, pp. 142-166, 2008

Number of pages: 41 Posted: 27 Sep 2005 Last Revised: 23 Jun 2008

Vincent J. Hooper, Tim P. Hume and Suk-Joong Kim

Xiamen University, UNSW Australia Business School, School of Banking and Finance and The University of Sydney Business School

Downloads 507 (53,694)

Citation 9

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7.

Sovereign Credit Ratings, Capital Flows and Financial Sector Development in Emerging Markets

Emerging Markets Review, Vol. 9, No. 1, pp. 17-39, 2008

Number of pages: 34 Posted: 31 Jul 2006

Suk-Joong Kim and Eliza Wu

The University of Sydney Business School and The University of Sydney - Business School

Downloads 444 (63,319)

Citation 23

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8.

The Determinants of Foreign Exchange Intervention by Central Banks: Evidence from Australia

Journal of International Money and Finance, Vol. 21, No. 4, August 2002

Number of pages: 43 Posted: 09 Jan 2002

Suk-Joong Kim and Jeffrey Sheen

The University of Sydney Business School and Macquarie University

Downloads 382 (75,768)

Citation 19

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9.

Exchange Rate Volatility and its Impact on the Transaction Costs of Covered Interest Rate Parity

Japan and the World Economy, Vol. 16, pp.503-525, 2004

Number of pages: 36 Posted: 20 Oct 2003

Ramaprasad Bhar, Toan M. Pham and Suk-Joong Kim

UNSW Business School, Risk and Actuarial Studies, UNSW Australia Business School, School of Banking and Finance and The University of Sydney Business School

Downloads 345 (85,312)

Citation 4

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10.

The Determinants of Capital Inflows: Does Opacity of Recipient Country Explain the Flows?

Economic Systems, Vol. 31, No. 1, 2007

Number of pages: 26 Posted: 01 May 2005

Suk-Joong Kim and Vincent J. Hooper

The University of Sydney Business School and Xiamen University

Downloads 317 (93,703)

Citation 4

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11.

Dynamics of Bond Market Integration between Existing and Accession EU Countries

Journal of International Financial Markets, Institutions and Money, Vol. 16, No. 1, pp. 41-46, 2005

Number of pages: 27 Posted: 31 May 2004 Last Revised: 21 May 2015

Suk-Joong Kim, Brian M. Lucey and Eliza Wu

The University of Sydney Business School, Trinity Business School, Trinity College Dublin and The University of Sydney - Business School

Downloads 314 (94,674)

Citation 5

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12.

Information Leadership in the Advanced Asia-Pacific Stock Markets: Return, Volatility and Volume Information Spillovers from the U.S. And Japan

Journal of the Japanese and International Economies, Vol. 19, No 3, pp. 338-365, 2005

Number of pages: 33 Posted: 29 Apr 2004

Suk-Joong Kim

The University of Sydney Business School

Downloads 275 (109,262)

Citation 16

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13.

Conditional Autocorrelation and Stock Market Integration in the Asia-Pacific

International Finance Review, Volume 7, 2007, Pages 63-94

Number of pages: 43 Posted: 12 Nov 2006 Last Revised: 03 Oct 2013

Suk-Joong Kim and Michael D. McKenzie

The University of Sydney Business School and The University of Sydney - Discipline of Finance

Downloads 254 (118,726)

Citation 1

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14.

Interventions in the Yen-Dollar Spot Market: A Story of Price, Volatility and Volume

Journal of Banking and Finance, Vol. 30, No. 11, pp. 3191-3214, 2006

Number of pages: 31 Posted: 01 Apr 2005

Suk-Joong Kim and Jeffrey Sheen

The University of Sydney Business School and Macquarie University

Downloads 221 (136,366)

Citation 9

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15.

The Role of Public Information in Japan: Effects of Scheduled Macroeconomic Announcements on the Foreign Exchange, Debt, and Stock Markets

Number of pages: 37 Posted: 01 May 2005

Suk-Joong Kim and Lyndsen Kow

The University of Sydney Business School and UNSW Business School

Downloads 215 (140,017)

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16.

Evidence of an Asymmetry in the Relationship between Volatility and Autocorrelation

International Review of Financial Analysis, Vol. 16, No. 1, pp. 22-40, 2007

Number of pages: 31 Posted: 10 Feb 2005 Last Revised: 12 Oct 2009

Michael D. McKenzie and Suk-Joong Kim

The University of Sydney - Discipline of Finance and The University of Sydney Business School

Downloads 215 (140,017)

Citation 1

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17.

The Spillover Effects of U.S. and Japanese Public Information News in Advanced Asia-Pacific Stock Markets

Pacific-Basin Finance Journal, Vol. 11, No. 5, pp. 611-630, 2003

Number of pages: 27 Posted: 25 Mar 2004

Suk-Joong Kim

The University of Sydney Business School

Downloads 206 (145,716)

Citation 9

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18.

Is Foreign Exchange Intervention by Central Banks Bad News for Debt Markets?: A Case of Reserve Bank of Australia's Interventions 1986-2003

Journal of International Financial Markets, Institutions and Money, Vol. 16, No. 5, pp. 446-467, 2006

Number of pages: 33 Posted: 01 May 2005

Suk-Joong Kim and Cyril Pham

The University of Sydney Business School and The University of New South Wales

Downloads 197 (151,984)

Citation 6

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19.

Intraday Evidence of Efficacy of 1991-2004 Yen Intervention By the Bank of Japan

Journal of International Financial Markets, Institutions and Money, Vol. 17, pp. 341-360, 2007

Number of pages: 27 Posted: 31 Aug 2005

Suk-Joong Kim

The University of Sydney Business School

Downloads 159 (183,833)

Citation 9

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20.

International Bank Flows to Emerging Markets: Influence of Sovereign Credit Ratings and Their Regional Spillover Effects

Journal of Financial Research, 34 (2), pp. 331-364

Number of pages: 46 Posted: 02 May 2010 Last Revised: 03 Oct 2013

Suk-Joong Kim and Eliza Wu

The University of Sydney Business School and The University of Sydney - Business School

Downloads 147 (196,201)

Citation 4

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21.

What Drives Yen Interventions in Tokyo?: Do Off-Shore Foreign Exchange Markets Matter More than Tokyo Market?

Pacific Basin Finance Journal, Vol. 17, pp. 175-188, 2009

Number of pages: 27 Posted: 15 Apr 2007 Last Revised: 09 Feb 2010

Yosuke Sandy Hall and Suk-Joong Kim

University of New South Wales (UNSW) and The University of Sydney Business School

Downloads 143 (200,656)

Citation 1

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22.

Intraday timing of AUD intervention by the Reserve Bank of Australia: Evidence from Microstructural Analyses

Paris December 2010 Finance Meeting EUROFIDAI - AFFI, Journal of International Financial Markets, Institutions and Money, Vol. 21, No. 2, 2011

Number of pages: 34 Posted: 21 Oct 2010 Last Revised: 03 Oct 2013

Suk-Joong Kim and Peter Kjeld Andersen

The University of Sydney Business School and UNSW Australia Business School, School of Banking and Finance

Downloads 132 (214,019)

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23.

The Real Impact of Basel Ratings-Based Capital Rules on the Finance-Growth Nexus

FIRN Research Paper No. 2737912

Number of pages: 41 Posted: 26 Feb 2016

Iftekhar Hasan, Eliza Wu, Gazi Hassan and Suk-Joong Kim

Fordham University - Gabelli School of Business, The University of Sydney - Business School, University of Waikato and The University of Sydney Business School

Downloads 126 (221,821)

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24.

Time Varying Volatility Indexes and Their Determinants: Evidence from Developed and Emerging Stock Markets

Number of pages: 43 Posted: 16 Sep 2014 Last Revised: 26 Sep 2014

Nalin Prasad, Andrew R. Grant and Suk-Joong Kim

University of Sydney Business School, University of Sydney - Discipline of Finance, Faculty of Economics and Business and The University of Sydney Business School

Downloads 121 (228,715)

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25.

The Role of Macroeconomic News in Sovereign CDS Markets: Domestic and Spillover News Effects from the U.S., the Eurozone and China

Journal of Financial Stability 18 (2015) 208-224

Number of pages: 40 Posted: 05 May 2015 Last Revised: 24 May 2015

Suk-Joong Kim, Eliza Wu and Leith Salem

The University of Sydney Business School, The University of Sydney - Business School and The University of Sydney - Discipline of Finance

Downloads 101 (260,047)

Abstract:

26.

Do Sovereign Credit Ratings Matter for Foreign Direct Investments?

Number of pages: 39 Posted: 07 Jul 2017 Last Revised: 07 Aug 2017

Peilin Cai, Quan Gan and Suk-Joong Kim

The University of Sydney, Business School, Discipline of Finance, Students, The University of Sydney - Discipline of Finance and The University of Sydney Business School

Downloads 100 (261,741)

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27.

Secrecy of Bank of Japan’s Yen Intervention: Evidence of Efficacy from Intra-Daily Data

Journal of Japanese and International Economies, Vol. 24, pp. 369–394, 2010

Number of pages: 34 Posted: 15 Feb 2010 Last Revised: 14 Sep 2010

Suk-Joong Kim and Ahn Tu Le

The University of Sydney Business School and University of New South Wales (UNSW)

Downloads 98 (265,285)

Citation 2

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28.

Foreign Direct Investments from Emerging Markets: The Push-Pull Effects of Sovereign Credit Ratings

Number of pages: 50 Posted: 25 Apr 2017 Last Revised: 06 Jul 2017

Peilin Cai, Suk-Joong Kim and Eliza Wu

The University of Sydney, Business School, Discipline of Finance, Students, The University of Sydney Business School and The University of Sydney - Business School

Downloads 89 (282,149)

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29.

Do Sovereign Credit Ratings Influence Regional Stock and Bond Market Interdependencies in Emerging Countries?

Journal of International Financial Markets, Institutions and Money, Vol. 22, No. 4, 2012

Number of pages: 35 Posted: 04 Oct 2013

Rachel Christopher, Suk-Joong Kim and Eliza Wu

Goldman Sachs, Australia, The University of Sydney Business School and The University of Sydney - Business School

Downloads 78 (305,747)

Citation 6

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30.

Currency Carry Trades: The Role of Macroeconomic News and Futures Market Speculation

Journal of Futures Market, Vol. 36:11, pp. 1076-1107 (2017)

Number of pages: 43 Posted: 25 Sep 2014 Last Revised: 24 Apr 2017

Suk-Joong Kim

The University of Sydney Business School

Downloads 75 (312,845)

Citation 2

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31.

The Effects of Ratings-Contingent Regulation on International Bank Lending Behaviour: Evidence from the Basel 2 Accord

Journal of Banking and Finance, Forthcoming, FIRN Research Paper No. 2548334

Number of pages: 32 Posted: 12 Jan 2015 Last Revised: 06 May 2015

Iftekhar Hasan, Suk-Joong Kim and Eliza Wu

Fordham University - Gabelli School of Business, The University of Sydney Business School and The University of Sydney - Business School

Downloads 73 (317,681)

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32.

The Effects of Ratings-Contingent Regulation on International Bank Lending Behavior: Evidence from the Basel 2 Accord

Downloads 73 (317,681)

Citation 11

2

The Effects of Ratings-Contingent Regulation on International Bank Lending Behavior: Evidence from the Basel 2 Accord

Journal of Banking and Finance, Forthcoming, Bank of Finland Research Discussion Paper No. 25/2014

Number of pages: 36 Posted: 22 Oct 2014 Last Revised: 05 May 2015

Iftekhar Hasan, Suk-Joong Kim and Eliza Wu

Fordham University - Gabelli School of Business, The University of Sydney Business School and The University of Sydney - Business School

Downloads 55 (372,924)

Citation 14

Abstract:

The Effects of Ratings-Contingent Regulation on International Bank Lending Behavior: Evidence from the Basel 2 Accord

Bank of Finland Research Discussion Paper No. 25/2014, Gabelli School of Business, Fordham University Research Paper No. 2770430

Number of pages: 36 Posted: 26 Apr 2016

Iftekhar Hasan, Suk-Joong Kim and Eliza Wu

Fordham University - Gabelli School of Business, The University of Sydney Business School and The University of Sydney - Business School

Downloads 18 (545,323)

Citation 1

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33.

The Impact of Domestic and International Monetary Policy News on U.S. and German Bank Stocks

International Finance Review, 14, 177-212, 2013

Number of pages: 41 Posted: 04 Oct 2013

Suk-Joong Kim, Linda Lee and Eliza Wu

The University of Sydney Business School, UNSW Australia Business School, School of Banking and Finance and The University of Sydney - Business School

Downloads 71 (322,556)

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34.

The Role of Informational Arrival for the Australian Dollar Trading Volume and Volatility

Investment Management and Financial Innovations, Volume 11, Issue 4, pp. 4-24, 2014

Number of pages: 37 Posted: 04 Oct 2013 Last Revised: 05 May 2015

Suk-Joong Kim, Michael D. McKenzie and Amy Shi

The University of Sydney Business School, The University of Sydney - Discipline of Finance and Deutsche Bank, Australia

Downloads 58 (357,968)

Citation 1

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35.

Australian Dollar Carry Trades: Time Varying Probabilities and Their Determinants

International Review of Financial Analysis 40 (2015) 64-75

Number of pages: 33 Posted: 25 Sep 2014 Last Revised: 05 Jul 2017

Suk-Joong Kim

The University of Sydney Business School

Downloads 56 (364,067)

Citation 1

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36.

The Efficiency of the Information Processing in the Australian Dollar Market: Price Discovery Following Scheduled and Unscheduled News

International Review of Financial Analysis, 32 (2014), 159-178.

Number of pages: 45 Posted: 27 Jan 2014 Last Revised: 15 Sep 2014

Lawrence Daniel, Suk-Joong Kim and Michael D. McKenzie

UNSW Australia Business School, School of Banking and Finance, The University of Sydney Business School and The University of Sydney - Discipline of Finance

Downloads 44 (404,038)

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37.

Currency Carry Trades: The Role of Macroeconomic News and Futures Market Speculation

The Journal of Futures Markets, Vol. 36, No. 11, 1076–1107 (2016)

Number of pages: 45 Posted: 05 Mar 2018

Suk-Joong Kim

The University of Sydney Business School

Downloads 25 (486,742)

Suk-Joong Kim

The University of Sydney Business School

Professor of International Finance and Banking

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Scholarly Papers (37)

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