Information about:
Suk-Joong Kim

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Affiliation

• School of Banking and Finance
  Australian School of Business
  University of New South Wales

  Location: Sydney, Australia
  Homepage: http://banking.web.unsw.EDU.AU/
  Email:
  Phone:
  Fax:
  Postal: Sydney NSW 2052
  Handle: RePEc:edi:sbnswau (registered authors at this institution)

Lists

1. Korean Economists

Working papers

1. Brian M Lucey & Suk-Joong Kim & Eliza Wu, 2005. "Dynamics of Bond Market Integration between Existing And Accession EU Countries," The Institute for International Integration Studies Discussion Paper Series iiisdp025, IIIS. [Downloadable!]

2. Kim, S.J. & Kortian, T. & Sheen, J., 1999. "Central Bank Intervention and Exchange Rate Volatility- Australian Evidence," Papers 99-05, Sydney - Department of Economics.
   Published as:
   • Kim, Suk-Joong & Kortian, Tro & Sheen, Jeffrey, 2000. "Central bank intervention and exchange rate volatility -- Australian evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(3-4), pages 381-405, December. [Downloadable!] (restricted)

3. Kim, S.-J. & Sheen, J., 1999. "Minute-by-Minute Dynamics of the Australian Bond Futures Market in Response to New Macroeconomic Information," Papers 99-18, Sydney - Department of Economics.
   Other versions:
   • Suk-Joong Kim & Jeffrey Sheen, . "Minute-by-Minute Dynamics of the Australian Bond Futures Market in Response to New Macroeconomic Information," Working Papers 9918, University of Sydney, Department of Economics. [Downloadable!]
   
   Published as:
   • Kim, Suk-Joong & Sheen, Jeffrey, 2001. "Minute-by-minute dynamics of the Australian bond futures market in response to new macroeconomic information," Journal of Multinational Financial Management, Elsevier, vol. 11(2), pages 117-137, April. [Downloadable!] (restricted)

4. Kim, S.-J. & Sheen, J., 1998. "International Linkages and Macroeconomic News Effects in Interest Rate Volatility -Australia and the US," Papers 98-11, Sydney - Department of Economics.
   Published as:
   • Kim, Suk-Joong & Sheen, Jeffrey, 2000. "International linkages and macroeconomic news effects on interest rate volatility -- Australia and the US," Pacific-Basin Finance Journal, Elsevier, vol. 8(1), pages 85-113, March. [Downloadable!] (restricted)

5. Kim, S.J., 1996. "Testing the Rationality of Exchange and Interest Rate Expectations: An Empirical Study of Australian Survey Based Expectations," Papers 230, Sydney - Department of Economics.

6. Suk-Joong Kim & Jeffrey Sheen, . "The Determinants of Foreign Exchange Intervention by Central Banks: Evidence from Australia," Working Papers 9919, University of Sydney, Department of Economics. [Downloadable!]
   Other versions:
   • Kim, S.-J. & Sheen, J., 1999. "The Determinants of Foreign Exchange Intervention by Central Banks: Evidence from Australia," Papers 99-19, Sydney - Department of Economics.
   
   Published as:
   • Kim, Suk-Joong & Sheen, Jeffrey, 2002. "The determinants of foreign exchange intervention by central banks: evidence from Australia," Journal of International Money and Finance, Elsevier, vol. 21(5), pages 619-649, October. [Downloadable!] (restricted)

7. S-J Kim, . "Inflation News in Australia: Its Effects on Exchange Rates and Interest Rates," Working Papers 210, University of Sydney, Department of Economics.
   Published as:
   • Kim, Suk-Joong, 1996. "Inflation News in Australia: Its Effects on Exchange Rates and Interest Rates," Applied Financial Economics, Taylor and Francis Journals, vol. 6(3), pages 225-31, June. [Downloadable!] (restricted)

8. C. Karfakis & S-J Kim, . "Exchange Rates, Interest Rates and Current Account News: Some Evidence from Australia," Working Papers 189, University of Sydney, Department of Economics.
   Other versions:
   • Karfakis, C. & Kim, S.J., 1993. "Exchange Rates, Interest rates and Current Account News : Some Evidence from Australia," Papers 189, Sydney - Department of Economics.
   
   Published as:
   • Karfakis, Costas & Kim, Suk-Joong, 1995. "Exchange rates, interest rates and current account news: some evidence from Australia," Journal of International Money and Finance, Elsevier, vol. 14(4), pages 575-595, August. [Downloadable!] (restricted)

9. S-J Kim, . "Testing the Rationality of Exchange Rate and Interest Rate Expectations: An Empirical Study of Australian Survey Based Expectations," Working Papers 230, University of Sydney, Department of Economics.
   Published as:
   • Kim, Suk-Joong, 1997. "Testing the Rationality of Exchange Rate and Interest Rate Expectations: An Empirical Study of Australian Survey-Based Expectations," Applied Economics, Taylor and Francis Journals, vol. 29(8), pages 1011-22, August. [Downloadable!] (restricted)

10. S-J Kim, . "Modeling Changes in Daily $A Exchange Rates: An Application of GARCH," Working Papers 217, University of Sydney, Department of Economics.
    Other versions:
    • Kim, S.J., 1995. "Modelling Changes in Daily $A Exchange Rates: An Application of GARCH," Papers 217, Sydney - Department of Economics.

1. Hall, Yosuke & Kim, Suk-Joong, 2009. "What drives Yen interventions in Tokyo?: Do off-shore foreign exchange markets matter more than Tokyo market?," Pacific-Basin Finance Journal, Elsevier, vol. 17(2), pages 175-188, April. [Downloadable!] (restricted)

2. Kim, Suk-Joong & Nguyen, Do Quoc Tho, 2008. "The reaction of the Australian financial markets to the interest rate news from the Reserve Bank of Australia and the U.S. Fed," Research in International Business and Finance, Elsevier, vol. 22(3), pages 378-395, September. [Downloadable!] (restricted)

3. Kim, Suk-Joong & Wu, Eliza, 2008. "Sovereign credit ratings, capital flows and financial sector development in emerging markets," Emerging Markets Review, Elsevier, vol. 9(1), pages 17-39, March. [Downloadable!] (restricted)

4. Hooper, Vince & Hume, Timothy & Kim, Suk-Joong, 2008. "Sovereign rating changes--Do they provide new information for stock markets?," Economic Systems, Elsevier, vol. 32(2), pages 142-166, June. [Downloadable!] (restricted)

5. McKenzie, Michael D. & Kim, Suk-Joong, 2007. "Evidence of an asymmetry in the relationship between volatility and autocorrelation," International Review of Financial Analysis, Elsevier, vol. 16(1), pages 22-40. [Downloadable!] (restricted)

6. Hooper, Vince & Kim, Suk-Joong, 2007. "The determinants of capital inflows: Does opacity of recipient country explain the flows?," Economic Systems, Elsevier, vol. 31(1), pages 35-48, March. [Downloadable!] (restricted)

7. Kim, Suk-Joong, 2007. "Intraday evidence of efficacy of 1991-2004 Yen intervention by the Bank of Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(4), pages 341-360, October. [Downloadable!] (restricted)

8. Kim, Suk-Joong & Moshirian, Fariborz & Wu, Eliza, 2006. "Evolution of international stock and bond market integration: Influence of the European Monetary Union," Journal of Banking & Finance, Elsevier, vol. 30(5), pages 1507-1534, May. [Downloadable!] (restricted)

9. Kim, Suk-Joong & Lucey, Brian M. & Wu, Eliza, 2006. "Dynamics of bond market integration between established and accession European Union countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(1), pages 41-56, February. [Downloadable!] (restricted)

10. Kim, Suk-Joong & Sheen, Jeffrey, 2006. "Interventions in the Yen-dollar spot market: A story of price, volatility and volume," Journal of Banking & Finance, Elsevier, vol. 30(11), pages 3191-3214, November. [Downloadable!] (restricted)

11. Kim, Suk-Joong & Pham, Cyril Minh Dao, 2006. "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, Elsevier, vol. 16(5), pages 446-467, December. [Downloadable!] (restricted)

12. Kim, Suk Joong & Moshirian, Fariborz & Wu, Eliza, 2005. "Dynamic stock market integration driven by the European Monetary Union: An empirical analysis," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2475-2502, October. [Downloadable!] (restricted)

13. Kim, Suk-Joong, 2005. "Information leadership in the advanced Asia-Pacific stock markets: Return, volatility and volume information spillovers from the US and Japan," Journal of the Japanese and International Economies, Elsevier, vol. 19(3), pages 338-365, September. [Downloadable!] (restricted)

14. Bhar, Ramprasad & Kim, Suk-Joong & Pham, Toan M., 2004. "Exchange rate volatility and its impact on the transaction costs of covered interest rate parity," Japan and the World Economy, Elsevier, vol. 16(4), pages 503-525, December. [Downloadable!] (restricted)

15. Kim, Suk-Joong & McKenzie, Michael D. & Faff, Robert W., 2004. "Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets," Journal of Multinational Financial Management, Elsevier, vol. 14(3), pages 217-232, July. [Downloadable!] (restricted)

16. Kim, Suk-Joong, 2003. "The spillover effects of US and Japanese public information news in advanced Asia-Pacific stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 11(5), pages 611-630, November. [Downloadable!] (restricted)

17. Kim, Suk-Joong & Sheen, Jeffrey, 2002. "The determinants of foreign exchange intervention by central banks: evidence from Australia," Journal of International Money and Finance, Elsevier, vol. 21(5), pages 619-649, October. [Downloadable!] (restricted)
    Other versions:
    • Suk-Joong Kim & Jeffrey Sheen, . "The Determinants of Foreign Exchange Intervention by Central Banks: Evidence from Australia," Working Papers 9919, University of Sydney, Department of Economics. [Downloadable!]
    • Kim, S.-J. & Sheen, J., 1999. "The Determinants of Foreign Exchange Intervention by Central Banks: Evidence from Australia," Papers 99-19, Sydney - Department of Economics.

18. Kim, Suk-Joong & Sheen, Jeffrey, 2001. "Minute-by-minute dynamics of the Australian bond futures market in response to new macroeconomic information," Journal of Multinational Financial Management, Elsevier, vol. 11(2), pages 117-137, April. [Downloadable!] (restricted)
    Other versions:
    • Suk-Joong Kim & Jeffrey Sheen, . "Minute-by-Minute Dynamics of the Australian Bond Futures Market in Response to New Macroeconomic Information," Working Papers 9918, University of Sydney, Department of Economics. [Downloadable!]
    • Kim, S.-J. & Sheen, J., 1999. "Minute-by-Minute Dynamics of the Australian Bond Futures Market in Response to New Macroeconomic Information," Papers 99-18, Sydney - Department of Economics.

19. Kim, Suk-Joong & Sheen, Jeffrey, 2000. "International linkages and macroeconomic news effects on interest rate volatility -- Australia and the US," Pacific-Basin Finance Journal, Elsevier, vol. 8(1), pages 85-113, March. [Downloadable!] (restricted)
    Other versions:
    • Kim, S.-J. & Sheen, J., 1998. "International Linkages and Macroeconomic News Effects in Interest Rate Volatility -Australia and the US," Papers 98-11, Sydney - Department of Economics.

20. Kim, Suk-Joong & Kortian, Tro & Sheen, Jeffrey, 2000. "Central bank intervention and exchange rate volatility -- Australian evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(3-4), pages 381-405, December. [Downloadable!] (restricted)
    Other versions:
    • Kim, S.J. & Kortian, T. & Sheen, J., 1999. "Central Bank Intervention and Exchange Rate Volatility- Australian Evidence," Papers 99-05, Sydney - Department of Economics.

21. Kim, Suk-Joong, 1999. "Do Macro-economic News Announcements Affect the Volatility of Foreign Exchange Rates? Some Evidence from Australia," Applied Economics, Taylor and Francis Journals, vol. 31(12), pages 1511-21, December. [Downloadable!] (restricted)

22. Kim, Suk-Joong, 1997. "Testing the Rationality of Exchange Rate and Interest Rate Expectations: An Empirical Study of Australian Survey-Based Expectations," Applied Economics, Taylor and Francis Journals, vol. 29(8), pages 1011-22, August. [Downloadable!] (restricted)
    Other versions:
    • S-J Kim, . "Testing the Rationality of Exchange Rate and Interest Rate Expectations: An Empirical Study of Australian Survey Based Expectations," Working Papers 230, University of Sydney, Department of Economics.

23. Kim, Suk-Joong, 1996. "Inflation News in Australia: Its Effects on Exchange Rates and Interest Rates," Applied Financial Economics, Taylor and Francis Journals, vol. 6(3), pages 225-31, June. [Downloadable!] (restricted)
    Other versions:
    • S-J Kim, . "Inflation News in Australia: Its Effects on Exchange Rates and Interest Rates," Working Papers 210, University of Sydney, Department of Economics.

24. Karfakis, Costas & Kim, Suk-Joong, 1995. "Exchange rates, interest rates and current account news: some evidence from Australia," Journal of International Money and Finance, Elsevier, vol. 14(4), pages 575-595, August. [Downloadable!] (restricted)
    Other versions:
    • C. Karfakis & S-J Kim, . "Exchange Rates, Interest Rates and Current Account News: Some Evidence from Australia," Working Papers 189, University of Sydney, Department of Economics.
    • Karfakis, C. & Kim, S.J., 1993. "Exchange Rates, Interest rates and Current Account News : Some Evidence from Australia," Papers 189, Sydney - Department of Economics.

1. NEP-EEC: European Economics (1) 2005-04-30 Author is listed
2. NEP-FMK: Financial Markets (1) 2001-12-19 Author is listed
3. NEP-IFN: International Finance (1) 2001-12-19 Author is listed
4. NEP-TRA: Transition Economics (1) 2005-04-30 Author is listed

This page was last updated on 2009-10-31.