18
H index
25
i10 index
1242
Citations
University of Sydney | 18 H index 25 i10 index 1242 Citations RESEARCH PRODUCTION: 39 Articles 29 Papers 1 Books 16 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Suk-Joong Kim. | Is cited by: | Cites to: |
| Working Papers Series with more than one paper published | # docs |
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| MPRA Paper / University Library of Munich, Germany | 6 |
| Working Papers / University of Sydney, School of Economics | 6 |
| Post-Print / HAL | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | International monetary spillovers to frontier financial markets: Evidence from Bangladesh. (2024). Rahman, Md Rashedur ; Schaffer, Matthew. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:81-100. Full description at Econpapers || Download paper |
| 2024 | Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures. (2024). Daumas, Louis. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:601-716. Full description at Econpapers || Download paper |
| 2025 | Investor sentiment and dynamic connectedness in European markets: insights from the covid-19 and Russia-Ukraine conflict. (2025). Santon, Alessandro ; Harasheh, Murad ; Bouteska, Ahmed ; Buchetti, Bruno. In: Working Paper Series. RePEc:ecb:ecbwps:20253050. Full description at Econpapers || Download paper |
| 2024 | Spillover effects of external economic shocks on African sovereign bonds. (2024). Xiao, Hao ; Tang, Xiaoyang ; Lin, Jie. In: China Economic Review. RePEc:eee:chieco:v:88:y:2024:i:c:s1043951x24001275. Full description at Econpapers || Download paper |
| 2024 | The bright side of bank lobbying: Evidence from the corporate loan market. (2024). Wu, Eliza ; HASAN, IFTEKHAR ; To, Thomas Y ; Delis, Manthos D. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000531. Full description at Econpapers || Download paper |
| 2024 | Financial, institutional, and macroeconomic determinants of cross-country portfolio equity flows: The case of developed countries. (2024). Alves, José ; Afonso, Antonio ; Jackson, Karen ; Beck, Krzysztof. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002591. Full description at Econpapers || Download paper |
| 2024 | The spillover and contagion effects of sovereign risk on stock markets. (2024). Simo-Kengne, Beatrice Desiree ; Gnagne, Pascal Xavier ; Manguzvane, Mathias Mandla. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002785. Full description at Econpapers || Download paper |
| 2025 | Climate change, loss of agricultural output and the macroeconomy: The case of Tunisia. (2025). Yilmaz, Sakir Devrim ; Ben-Nasr, Sawsen ; Mantes, Achilleas ; Ben-Khalifa, Nihed ; Daghari, Issam. In: Ecological Economics. RePEc:eee:ecolec:v:231:y:2025:i:c:s0921800924004099. Full description at Econpapers || Download paper |
| 2025 | The impact of global shocks on sovereign risk: Role of domestic factors. (2025). Inoguchi, Masahiro. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:2:s0939362524000992. Full description at Econpapers || Download paper |
| 2024 | International financial integration and financial stress of emerging market economies: The role of institutional quality. (2024). Yeap, Xiu Wei ; Tan, Sook-Rei ; Li, Changtai. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124001092. Full description at Econpapers || Download paper |
| 2025 | Through the looking glass: Unveiling geopolitical risks and sovereign bond spillovers in the eurozone. (2025). Jiang, Yong ; Dai, Jia-Hang ; Ren, Yi-Shuai ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002777. Full description at Econpapers || Download paper |
| 2025 | Driving effects of U.S. monetary policy and geopolitical risks on gold reserve share. (2025). He, Shouchao ; Hu, Qizheng ; Gu, Ran ; Zhang, Jiahui ; Liu, Ziheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004788. Full description at Econpapers || Download paper |
| 2024 | International interest rate arbitrage: Study on a novel strategy. (2024). Feng, Xuan ; Li, Zhuoran ; Wu, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006379. Full description at Econpapers || Download paper |
| 2024 | The role of migration fear in (dis)connecting stock markets. (2024). Hadhri, Sinda. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000904. Full description at Econpapers || Download paper |
| 2024 | Impacts of trade and institutional quality on carbon emissions in transition economies. (2024). Nam, Hyun-Jung ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009024. Full description at Econpapers || Download paper |
| 2024 | Global dynamics of bond co-movements: insights from the response to the US bond yields using wavelet methods. (2024). Adhikari, Hari ; Gladson, Eben Josecliff ; Choi, Youngran. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324010304. Full description at Econpapers || Download paper |
| 2024 | Empirical study on marketing investment and business innovation—A case analysis based on small and medium enterprises. (2024). Che, Jiayi ; Chen, Jinsong. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324010535. Full description at Econpapers || Download paper |
| 2025 | Credit availability, overinvestment, and corporate innovation capability. (2025). Chen, Liang ; Zhu, Fengzhan. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002557. Full description at Econpapers || Download paper |
| 2024 | Global power and Stock market co-movements: A study of G20 markets. (2024). Gupta, Rakesh ; Selvanathan, E A ; Haddad, Sama. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324001005. Full description at Econpapers || Download paper |
| 2025 | Not just the news: Higher moments of macroeconomic variables and sovereign bond returns. (2025). Wang, Zijun ; Wald, John K ; Li, Yulin. In: Global Finance Journal. RePEc:eee:glofin:v:66:y:2025:i:c:s1044028325000407. Full description at Econpapers || Download paper |
| 2024 | The effects of foreign investor composition on Colombias sovereign debt flows. (2024). Gamboa-Estrada, Fredy ; Sanchez-Jabba, Andres. In: International Economics. RePEc:eee:inteco:v:178:y:2024:i:c:s2110701724000301. Full description at Econpapers || Download paper |
| 2025 | Sovereign credit rating provision and financial development. (2025). Kowalewski, Oskar ; Vanpe, Rosanne ; Luitel, Prabesh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000435. Full description at Econpapers || Download paper |
| 2024 | Introducing the GVAR-GARCH model: Evidence from financial markets. (2024). Thomakos, Dimitrios ; Prelorentzos, Arsenios-Georgios ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Xidonas, Panos ; Goutte, Stephane. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000027. Full description at Econpapers || Download paper |
| 2024 | International trade network and stock market connectedness: Evidence from eleven major economies. (2024). Mishra, Tapas ; Raju, V L ; Patra, Ramakanta ; You, Kefei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000052. Full description at Econpapers || Download paper |
| 2024 | Foundation ownership and creditor governance: Evidence from publicly listed companies. (2024). Kaya, Caglar ; Buchanan, Bonnie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000489. Full description at Econpapers || Download paper |
| 2024 | Clustering asset markets based on volatility connectedness to political news. (2024). Junttila, Juha ; Abdollahi, Hooman ; Lehkonen, Heikki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000702. Full description at Econpapers || Download paper |
| 2024 | Corporate integrity culture and credit rating assessment. (2024). Bao, Xin ; Xu, Xiaowei ; Lau, Raymond ; Han, Meini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000738. Full description at Econpapers || Download paper |
| 2025 | Downside belief disagreements and financial instability: Evidence from risk factor disclosures in U.S. financial institutions’ 10-K filings. (2025). Zhu, Xiaoqian ; Li, Jianping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000083. Full description at Econpapers || Download paper |
| 2025 | Covered interest rate parity deviations, COVID-19 pandemic infection cases, and vaccination. (2025). Li, Yi-Hua ; Chen, Yu-Lun ; Mo, Wan-Shin ; Yang, Jimmy J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000125. Full description at Econpapers || Download paper |
| 2024 | The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation. (2024). Gebka, Bartosz ; Kallinterakis, Vasileios ; Radi, Sherrihan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:966-995. Full description at Econpapers || Download paper |
| 2024 | The effects of economic uncertainty and economic policy uncertainty on banks’ loan loss provision in Brazil. (2024). Do, Matheus ; Montes, Gabriel Caldas. In: Journal of Economics and Business. RePEc:eee:jebusi:v:131:y:2024:i:c:s0148619524000274. Full description at Econpapers || Download paper |
| 2025 | Media-based climate risks and international corporate bond market. (2025). Vulanovic, Milos ; Piljak, Vanja ; Benkraiem, Ramzi ; Dimic, Nebojsa ; Swinkels, Laurens. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s026156062400247x. Full description at Econpapers || Download paper |
| 2024 | Exploring crisis-driven return spillovers in APEC stock markets: A frequency dynamics analysis. (2024). Kumari, Vineeta ; Kakran, Shubham ; Bajaj, Parminder Kaur ; Sidhu, Arpit. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000543. Full description at Econpapers || Download paper |
| 2024 | Financial development, violence, and resource curse: How mineral resources are contributing towards growth of resource-rich countries. (2024). Yan, Han. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723012576. Full description at Econpapers || Download paper |
| 2024 | Board sub-committee effectiveness, director attraction and director attrition: Do nomination and remuneration committees matter?. (2024). Kanapathippillai, Sutharson ; Puwanenthiren, Premkanth ; Dang, Man ; Mihret, Dessalegn. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001926. Full description at Econpapers || Download paper |
| 2025 | The effect of basel III implementation on SME access to financing in emerging markets and developing economies. (2025). Melecký, Martin ; Horvath, Roman ; Fiera, Boris ; Horvth, Roman. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976924001625. Full description at Econpapers || Download paper |
| 2024 | Managing portfolio risk during crisis times: A dynamic conditional correlation perspective. (2024). Dufour, Alfonso ; Zhang, Hanyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:241-251. Full description at Econpapers || Download paper |
| 2024 | Oil, gold and international stock markets: Extreme spillovers, connectedness and its determinants. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Ziadat, Salem Adel ; al Rababa, Abdel Razzaq. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:1-17. Full description at Econpapers || Download paper |
| 2024 | Brazilian banks risk-taking and systemic risk. (2024). Ferreira, Bruno Prez ; Fonseca, Bruna Gonalves ; Costa, Ana Carolina. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001194. Full description at Econpapers || Download paper |
| 2025 | The response of emerging financial markets to IMF news during COVID-19 pandemic11We are grateful for the comments and suggestions of Ali Kutan, Kate Phylaktis, Mahmoud Mohieldin and Galina Hale.. (2025). Yamani, Ehab ; Abuelfadl, Moustafa. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003399. Full description at Econpapers || Download paper |
| 2024 | The effect of economic and political uncertainty on sovereign CDS spreads. (2024). Pan, Wei-Fong ; Xiao, Yaqing ; Wang, Xinjie ; Xu, Weike ; Zhang, Jinfan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:143-155. Full description at Econpapers || Download paper |
| 2024 | An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices. (2024). Billah, Syed ; Balli, Faruk ; Rana, Faisal ; Kapar, Burcu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1442-1467. Full description at Econpapers || Download paper |
| 2025 | Cross-border capital inflows and systemic financial risks. (2025). Zhang, Siyu ; Miao, Wenlong ; Xu, Haoran. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025002126. Full description at Econpapers || Download paper |
| 2025 | Global uncertainty, macroprudence and export value: Quality up or quantity up. (2025). Fan, Zhiguo ; Guo, Fenghua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025002217. Full description at Econpapers || Download paper |
| 2024 | The term structure of yield curve and connectedness among ESG investments. (2024). Umar, Zaghum ; Jiang, Shaohua ; Iqbal, Najaf ; Ruman, Asif M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002714. Full description at Econpapers || Download paper |
| 2024 | Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, H K ; Banerjee, Ameet Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002514. Full description at Econpapers || Download paper |
| 2025 | Mapping Extent of Spillover Channels in Monetary Space: Study of Multidimensional Spatial Effects of US Dollar Liquidity. (2025). Lu, Changrong ; Liu, Lian ; Yu, Fandi ; Zheng, Guanghong. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:2:p:72-:d:1647561. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Hybridization of ARIMA with Learning Models for Forecasting of Stock Market Time Series. (2024). SADEFO KAMDEM, Jules ; Pokou, Fredy ; Benhmad, Franois. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10499-9. Full description at Econpapers || Download paper |
| 2024 | Spillovers and Portfolio Management Between the Uncertainty Indices of Oil and Gold and G7 Stock Markets. (2024). Kang, Sang Hoon ; Vo, Xuan Vinh ; Ziadat, Salem Adel ; Mensi, Walid. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10488-y. Full description at Econpapers || Download paper |
| 2024 | Does IRS Monitoring Matter for the Cost of Bank Loans?. (2024). Bermpei, Theodora ; Wolfe, Simon ; Kalyvas, Antonios Nikolaos. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:65:y:2024:i:2:d:10.1007_s10693-023-00403-9. Full description at Econpapers || Download paper |
| 2025 | Analysis of the impact of the change in credit rating and outlook on FDI inflow and economic activity in Serbia. (2025). Jankovic, Stojan ; Jovic, Andrea ; Emilija, Stojan Jankovic. In: Working Papers Bulletin. RePEc:nsb:bilten:30. Full description at Econpapers || Download paper |
| 2024 | Sharpe-optimal volatility futures carry. (2024). Uhl, Bjorn. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:3:d:10.1057_s41260-024-00359-y. Full description at Econpapers || Download paper |
| 2024 | Risk and causality Co-movement of Malaysia’s stock market with its emerging and OECD trading partners. Evidence from the wavelet approach. (2024). Guo, Hui ; Wang, Xiaoyang ; Din, Badariah Haji ; Waris, Muhammad. In: PLOS ONE. RePEc:plo:pone00:0296712. Full description at Econpapers || Download paper |
| 2025 | The Dynamics of Wealth Inequality: Distributional Effects of Asset Prices in Europe. (2025). Walk, Marten. In: MPRA Paper. RePEc:pra:mprapa:126040. Full description at Econpapers || Download paper |
| 2025 | Back to the Futures: Liquidity in Australian Bond Futures amid Market-moving Events since COVID-19. (2025). Titkov, Dmitry ; Finlay, Richard ; Jackman, Ben. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2025-07. Full description at Econpapers || Download paper |
| 2024 | Impact of CEO Characteristics on Financial Conservatism of a Firm: Moderating Role of Macro-Economic Variables. (2024). Liaquat, Rida ; Naeem, Muhammad Saqib ; Riaz, Salman. In: Bulletin of Business and Economics (BBE). RePEc:rfh:bbejor:v:13:y:2024:i:3:p:130-143. Full description at Econpapers || Download paper |
| 2024 | Cross-border spillovers in G20 sovereign CDS markets: cluster analysis based on K-means machine learning algorithm and TVP–VAR models. (2024). Chen, Zhizhen ; Sun, Boyang ; Shi, Guifen. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02628-6. Full description at Econpapers || Download paper |
| 2024 | Pattern and determinants of tail-risk transmission between cryptocurrency markets: new evidence from recent crisis episodes. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00592-1. Full description at Econpapers || Download paper |
| 2025 | Quadrant categorization of spillover determinants of sovereign risk of BRICIT nations: a Bayesian approach. (2025). Kumar, Pawan ; Singh, Vipul Kumar. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00699-z. Full description at Econpapers || Download paper |
| 2025 | International spillovers of unconventional monetary policy: A meta-analysis. (2025). Sochirca, Elena ; Arajo, Tiago ; Afonso, Scar ; Neves, Pedro Cunha. In: Portuguese Economic Journal. RePEc:spr:portec:v:24:y:2025:i:2:d:10.1007_s10258-024-00263-8. Full description at Econpapers || Download paper |
| 2024 | Regional and global shock spillovers to Africa’s equity markets: evidence from the global financial crisis and COVID-19 pandemic. (2024). Poku, Kwasi ; Aawaar, Godfred ; Logogye, Louis. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:12:d:10.1007_s43546-024-00764-w. Full description at Econpapers || Download paper |
| 2024 | Volatility spillovers during normal and high volatility states and their driving factors: A cross‐country and cross‐asset analysis. (2024). Iqbal, Najaf ; Liu, Guangrui ; Bouri, Elie ; Kumar, Ashish. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:975-995. Full description at Econpapers || Download paper |
| 2025 | Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers. (2025). Kang, Sang Hoon ; McMillan, David ; Mensi, Walid ; al Rababaa, Abdel Razzaq. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:4:p:1294-1325. Full description at Econpapers || Download paper |
| 2025 | . Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | INTERNATIONAL BANK FLOWS TO EMERGING MARKETS: INFLUENCE OF SOVEREIGN CREDIT RATINGS AND THEIR REGIONAL SPILLOVER EFFECTS In: Journal of Financial Research. [Citation analysis] | article | 17 |
| 2018 | International Bank Flows to Emerging Markets: Influence of Sovereign Credit Ratings and Their Regional Spillover Effects.(2018) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | chapter | |
| 2014 | The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 accord In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | The impact of risk-based capital rules for international lending on income inequality: Global evidence In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
| 2007 | The determinants of capital inflows: Does opacity of recipient country explain the flows? In: Economic Systems. [Full Text][Citation analysis] | article | 18 |
| 2008 | Sovereign rating changes--Do they provide new information for stock markets? In: Economic Systems. [Full Text][Citation analysis] | article | 48 |
| 2008 | Sovereign credit ratings, capital flows and financial sector development in emerging markets In: Emerging Markets Review. [Full Text][Citation analysis] | article | 104 |
| 2018 | Sovereign Credit Ratings, Capital Flows and Financial Sector Development in Emerging Markets.(2018) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 104 | chapter | |
| 2007 | Evidence of an asymmetry in the relationship between volatility and autocorrelation In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 10 |
| 2015 | Australian Dollar carry trades: Time varying probabilities and determinants In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 7 |
| 2018 | Time varying volatility indices and their determinants: Evidence from developed and emerging stock markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 21 |
| 2019 | Foreign direct investments from emerging markets: The push-pull effects of sovereign credit ratings In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 5 |
| 2021 | The real impact of ratings-based capital rules on the finance-growth nexus In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
| 2015 | The role of macroeconomic news in sovereign CDS markets: Domestic and spillover news effects from the U.S., the Eurozone and China In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 28 |
| 2000 | Central bank intervention and exchange rate volatility -- Australian evidence In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 71 |
| 2006 | Dynamics of bond market integration between established and accession European Union countries In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 57 |
| 2006 | Is foreign exchange intervention by central banks bad news for debt markets?: A case of Reserve Bank of Australias interventions 1986-2003 In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 7 |
| 2007 | Intraday evidence of efficacy of 1991-2004 Yen intervention by the Bank of Japan In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 9 |
| 2009 | The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 31 |
| 2008 | The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
| 2011 | Intraday timing of AUD intervention by the Reserve Bank of Australia: Evidence from microstructural analyses In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
| 2018 | Intraday Timing of AUD Intervention by the Reserve Bank of Australia: Evidence from Microstructural Analyses.(2018) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | chapter | |
| 2012 | Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 48 |
| 2018 | Do Sovereign Credit Ratings Influence Regional Stock and Bond Market Interdependencies in Emerging Countries?.(2018) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | chapter | |
| 2018 | Do sovereign credit ratings matter for foreign direct investments? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 21 |
| 2021 | Loan syndication under Basel II: How do firm credit ratings affect the cost of credit? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 3 |
| 2021 | Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2020 | Loan syndication under Basel II: How firm credit ratings affect the cost of credit?.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2021 | Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?.(2021) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2004 | Exchange rate volatility and its impact on the transaction costs of covered interest rate parity In: Japan and the World Economy. [Full Text][Citation analysis] | article | 9 |
| 2021 | Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 6 |
| 2021 | Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk?.(2021) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2020 | Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk?.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2005 | Dynamic stock market integration driven by the European Monetary Union: An empirical analysis In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 222 |
| 2018 | Dynamic Stock Market Integration Driven by the European Monetary Union: An Empirical Analysis.(2018) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 222 | chapter | |
| 2006 | Interventions in the Yen-dollar spot market: A story of price, volatility and volume In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 21 |
| 2018 | Interventions in the Yen-Dollar Spot Market: A Story of Price, Volatility and Volume.(2018) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | chapter | |
| 2006 | Evolution of international stock and bond market integration: Influence of the European Monetary Union In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 149 |
| 2018 | Evolution of International Stock and Bond Market Integration: Influence of the European Monetary Union.(2018) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 149 | chapter | |
| 2015 | The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 Accord In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 7 |
| 2018 | The Effects of Ratings-Contingent Regulation on International Bank Lending Behavior: Evidence from the Basel 2 Accord.(2018) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | chapter | |
| 1995 | Exchange rates, interest rates and current account news: some evidence from Australia In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 17 |
| 1993 | Exchange Rates, Interest Rates and Current Account News: Some Evidence from Australia.(1993) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2002 | The determinants of foreign exchange intervention by central banks: evidence from Australia In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 46 |
| 2018 | The Determinants of Foreign Exchange Intervention by Central Banks: Evidence from Australia.(2018) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | chapter | |
| 2005 | Information leadership in the advanced Asia-Pacific stock markets: Return, volatility and volume information spillovers from the US and Japan In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 50 |
| 2018 | Information Leadership in the Advanced Asia-Pacific Stock Markets: Return, Volatility and Volume Information Spillovers from the US and Japan.(2018) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | chapter | |
| 2010 | Secrecy of Bank of Japans Yen intervention: Evidence of efficacy from intra-daily data In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 11 |
| 2018 | Secrecy of Bank of Japan’s Yen Intervention: Evidence of Efficacy from Intra-daily Data.(2018) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | chapter | |
| 2001 | Minute-by-minute dynamics of the Australian bond futures market in response to new macroeconomic information In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 8 |
| 2018 | Minute-by-Minute Dynamics of the Australian Bond Futures Market in Response to New Macroeconomic Information.(2018) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | chapter | |
| 2004 | Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 42 |
| 2018 | Macroeconomic News Announcements and the Role of Expectations: Evidence for US Bond, Stock and Foreign Exchange Markets.(2018) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | chapter | |
| 2003 | The spillover effects of US and Japanese public information news in advanced Asia-Pacific stock markets In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 27 |
| 2018 | The Spillover Effects of US and Japanese Public Information News in Advanced Asia-Pacific Stock Markets.(2018) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | chapter | |
| 2009 | What drives Yen interventions in Tokyo?: Do off-shore foreign exchange markets matter more than Tokyo market? In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 7 |
| 2000 | International linkages and macroeconomic news effects on interest rate volatility -- Australia and the US In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 31 |
| 1998 | International Linkages and Macroeconomic News Effects on Interest Rate Volatility - Australia and the US.(1998) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
| 2008 | The reaction of the Australian financial markets to the interest rate news from the Reserve Bank of Australia and the U.S. Fed In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 22 |
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| 2005 | Dynamics of Bond Market Integration between Existing And Accession EU Countries In: The Institute for International Integration Studies Discussion Paper Series. [Full Text][Citation analysis] | paper | 9 |
| 2020 | Syndicated bank lending and rating downgrades: Do sovereign ceiling policies really matter? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Regulators vs. markets: Do differences in their bank risk perceptions affect lending terms? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Testing the Rationality of Exchange Rate and Interest Rate Expectations: An Empirical Study of Australian Survey Based Expectations In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 1997 | Testing the rationality of exchange rate and interest rate expectations: an empirical study of Australian survey-based expectations.(1997) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 1995 | Modeling Changes in Daily $A Exchange Rates: An Application of GARCH In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1994 | Inflation News in Australia: Its Effects on Exchange Rates and Interest Rates In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2004 | Central Bank Interventions in the Yen-Dollar Spot Market In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1999 | Do macro-economic news announcements affect the volatility of foreign exchange rates? Some evidence from Australia In: Applied Economics. [Full Text][Citation analysis] | article | 9 |
| 2016 | Currency Carry Trades: The Role of Macroeconomic News and Futures Market Speculation In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
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| 2018 | Information Spillovers and Market Integration in International Finance:Empirical Analyses In: World Scientific Books. [Full Text][Citation analysis] | book | 0 |
| 2018 | The Efficiency of the Information Processing in the Australian Dollar Market: Price Discovery Following Scheduled and Unscheduled News In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2018 | Dynamics of Bond Market Integration between Established and New European Union Countries In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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