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 660 (60,246)

Citation 1

Abstract:

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 481 (89,911)

Citation 1

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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

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Citation 2

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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

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Citation 5

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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 593 (70,040)

Citation 3

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5.

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

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 560 (75,231)

Citation 2

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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

Prince Mohammad Bin Fahd University, UNSW Australia Business School, School of Banking and Finance and The University of Sydney Business School

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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 469 (93,630)

Citation 4

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8.

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

Number of pages: 43 Posted: 09 Jan 2002

Suk-Joong Kim and Jeffrey Sheen

The University of Sydney Business School and Macquarie University

Downloads 407 (110,430)

Citation 11

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

Downloads 365 (124,994)

Citation 1

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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 Prince Mohammad Bin Fahd University

Downloads 352 (130,071)

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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 333 (138,220)

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 287 (161,459)

Citation 1

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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 267 (173,939)

Citation 1

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14.

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 233 (198,821)

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15.

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 233 (198,821)

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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 225 (205,559)

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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 222 (208,222)

Citation 1

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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 211 (218,417)

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19.

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 184 (246,911)

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20.

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 170 (264,505)

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21.

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 170 (264,505)

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22.

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 165 (271,378)

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23.

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 152 (290,496)

Citation 1

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24.

The real impact of ratings-based capital rules on the finance-growth nexus

International Review of Financial Analysis, Forthcoming

Number of pages: 52 Posted: 26 Feb 2016 Last Revised: 09 Nov 2020

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

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

Downloads 143 (305,108)

Citation 1

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25.

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

Downloads 136 (317,341)

Citation 2

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26.

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 125 (338,138)

Citation 2

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27.

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

International Review of Financial Analysis, Vol. 61, 2019

Number of pages: 44 Posted: 25 Apr 2017 Last Revised: 18 Aug 2020

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 119 (350,480)

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28.

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

Journal of Futures Markets, Vol. 36:11, pp. 1076-1107 (2016)

Number of pages: 45 Posted: 25 Sep 2014 Last Revised: 21 Sep 2021

Suk-Joong Kim

The University of Sydney Business School

Downloads 116 (356,904)

Citation 2

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29.

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 116 (356,904)

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30.

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 100 (395,492)

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31.

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

Downloads 99 (398,088)

Citation 12

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

Downloads 70 (495,603)

Citation 9

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

Downloads 29 (719,491)

Citation 2

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32.

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 89 (426,400)

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33.

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

Downloads 87 (432,273)

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34.

Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?

Number of pages: 65 Posted: 04 Nov 2020 Last Revised: 16 Mar 2021

Iftekhar Hasan, Suk-Joong Kim, Panagiotis N. Politsidis and Eliza Wu

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

Downloads 77 (464,289)

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 77 (464,289)

Citation 2

Abstract:

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 68 (497,068)

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37.

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 67 (500,888)

Citation 1

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38.

Lending at Arm’s Length: How do Sovereign Ceiling Policies Really Matter for Corporate Borrowers?

Number of pages: 68 Posted: 04 Sep 2020 Last Revised: 29 Aug 2022

Iftekhar Hasan, Suk-Joong Kim, Panagiotis N. Politsidis and Eliza Wu

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

Downloads 59 (533,632)

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39.

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 58 (538,010)

Abstract:

40.

Regulators vs. Markets: Are lending terms influenced by different perceptions of bank risk?

Journal of Banking and Finance, Forthcoming

Number of pages: 61 Posted: 05 Mar 2020 Last Revised: 01 Jul 2021

Manthos D. Delis, Suk-Joong Kim, Panagiotis N. Politsidis and Eliza Wu

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

Downloads 39 (634,208)

Suk-Joong Kim

The University of Sydney Business School

Professor of International Finance and Banking

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Scholarly Papers (40)

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