17
H index
25
i10 index
1175
Citations
University of Sydney | 17 H index 25 i10 index 1175 Citations RESEARCH PRODUCTION: 39 Articles 29 Papers 1 Books 16 Chapters RESEARCH ACTIVITY: 28 years (1993 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pki174 |
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 |
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2023 | Americas decoupling from China: A perspective from stock markets. (2023). Liu, Kerry. In: Economic Affairs. RePEc:bla:ecaffa:v:43:y:2023:i:1:p:32-52. Full description at Econpapers || Download paper |
2024 | International monetary spillovers to frontier financial markets: Evidence from Bangladesh. (2024). Schaffer, Matthew ; Rahman, Md Rashedur. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:81-100. Full description at Econpapers || Download paper |
2023 | Financial Integration and Economic Growth in Europe. (2023). Caporale, Guglielmo Maria ; Sova, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10563. Full description at Econpapers || Download paper |
2023 | Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil. (2023). Neves, Joo Pedro ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000566. Full description at Econpapers || Download paper |
2023 | Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119. Full description at Econpapers || Download paper |
2023 | U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging. (2023). Lee, Chien-Chiang ; Tiwari, Aviral Kumar ; Nasreen, Samia ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000303. Full description at Econpapers || Download paper |
2023 | Modeling the global sovereign credit network under climate change. (2023). Yang, Lu ; Hamori, Shigeyuki. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001345. Full description at Econpapers || Download paper |
2023 | Behavioral implications of sovereign ceiling doctrine for the access to credit by firms. (2023). faff, robert ; Riaz, Yasir ; Shahab, Yasir ; Shehzad, Choudhry Tanveer. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003812. Full description at Econpapers || Download paper |
2023 | Is wealth inequality reversible? A surveying parallel evolution with complex economic system. (2023). Zhang, Xuan ; Song, Pengcheng ; Guo, Ju-e, ; Wang, Zhixin. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000211. 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 |
2023 | Network structure and risk-adjusted return approach to stock indices integration: A study on Asia-Pacific countries. (2023). Kumar, Satish ; Mohapatra, Sabyasachi ; Lucey, Brian M ; Misra, Arun Kumar ; Rahman, Molla Ramizur. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:87:y:2023:i:c:s1042443123000872. Full description at Econpapers || Download paper |
2023 | Sovereign creditworthiness and bank foreign ownership. An empirical investigation of the European banking sector. (2023). Nistor, Simona ; Niedzioka, Pawe ; Korzeb, Zbigniew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001257. Full description at Econpapers || Download paper |
2024 | Introducing the GVAR-GARCH model: Evidence from financial markets. (2024). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Xidonas, Panos ; Prelorentzos, Arsenios-Georgios N ; Thomakos, Dimitrios D ; 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 ; Patra, Ramakanta ; Raju, V L ; 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 |
2023 | Realized higher-order moments spillovers between commodity and stock markets: Evidence from China. (2023). Xu, Yahua ; Gao, Wang ; Bouri, Elie ; Jin, Chen ; Zhang, Hongwei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000320. Full description at Econpapers || Download paper |
2024 | Exploring crisis-driven return spillovers in APEC stock markets: A frequency dynamics analysis. (2024). Sidhu, Arpit ; Bajaj, Parminder Kaur ; Kumari, Vineeta ; Kakran, Shubham. 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 |
2023 | COVID-19 vaccinations and risk spillovers: Evidence from Asia-Pacific stock markets. (2023). Zhang, Weiping ; Yi, Shangkun ; Shi, Yongdong ; Li, Yanshuang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000707. Full description at Econpapers || Download paper |
2023 | Dynamic spillovers across global stock markets during the COVID-19 pandemic: Evidence from jumps and higher moments. (2023). Du, Xinyu ; Yuan, Ying. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:628:y:2023:i:c:s0378437123007215. 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 ; al Rababa, Abdel Razzaq ; Ziadat, Salem Adel ; Mensi, Walid ; Kang, Sang Hoon. 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 | The effect of economic and political uncertainty on sovereign CDS spreads. (2024). Pan, Wei-Fong ; Wang, Xinjie ; Zhang, Jinfan ; Xu, Weike ; Xiao, Yaqing. 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). Balli, Faruk ; Billah, Syed Mabruk ; Kapar, Burcu ; Rana, Faisal. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1442-1467. Full description at Econpapers || Download paper |
2024 | The term structure of yield curve and connectedness among ESG investments. (2024). Ruman, Asif M ; Umar, Zaghum ; Iqbal, Najaf ; Jiang, Shaohua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002714. Full description at Econpapers || Download paper |
2023 | The Macroeconomic Determinants of the Stock Market Index Performance: The Case of DAX Index. (2023). Karakostas, Emmanouil. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:xi:y:2023:i:3:p:21-38. Full description at Econpapers || Download paper |
2023 | Reconstructing the Emergent Organization of Information Flows in International Stock Markets: A Computational Complex Systems Approach. (2023). Ferilli, Guido ; Sacco, Pier Luigi ; Massini, Giulia ; della Torre, Francesca ; Buscema, Paolo Massimo. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10267-1. 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 | Does IRS Monitoring Matter for the Cost of Bank Loans?. (2024). Bermpei, Theodora ; Kalyvas, Antonios Nikolaos ; Wolfe, Simon. 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 |
2023 | The informational content of sovereign credit rating: another look. (2023). Chebbi, Tarek ; Nakai, Fathi. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00311-6. Full description at Econpapers || Download paper |
2023 | Does Credit Rating Revisions Affect the Price of Common Stock: A Study of Indian Capital Market. (2023). Bindal, Jai Parkash ; Bhatia, Shivangi ; Dawar, Gaurav. In: Business Perspectives and Research. RePEc:sae:busper:v:11:y:2023:i:2:p:190-209. Full description at Econpapers || Download paper |
2023 | The impact of pandemic on dynamic volatility spillover network of international stock markets. (2023). Shao, Liuguo ; Lan, Tingting ; Yuan, Caijun ; Zhang, Hua. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02422-w. Full description at Econpapers || Download paper |
2023 | Examining the Time Varying Spillover Dynamics of Indian Financial Indictors from Global and Local Economic Uncertainty. (2023). Singh, Vipul Kumar ; Kumar, Pawan. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:1:d:10.1007_s40953-022-00333-8. Full description at Econpapers || Download paper |
2023 | Le modèle hybride de la structure par terme des primes souveraines de crédit et de liquidité dans la zone UEMOA. (2023). Bamba, Lambert Ngaladjo ; Gbongue, Florent Kanga. In: Region et Developpement. RePEc:tou:journl:v:57:y:2023:p:101-145. Full description at Econpapers || Download paper |
2023 | Does economic openness matter in the impact of financial development on income inequality?. (2023). Hassan, Gazi M ; Holmes, Mark J ; Taherifar, Roya. In: Working Papers in Economics. RePEc:wai:econwp:23/04. Full description at Econpapers || Download paper |
2023 | From Black Wednesday to Brexit: Macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom. (2023). Gottschalk, Sylvia. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2843-2873. Full description at Econpapers || Download paper |
2023 | Global factors and the transmission between United States and emerging stock markets. (2023). Farid, Saqib ; Naeem, Muhammad Abubakr ; Taghizadehhesary, Farhad ; Qureshi, Fiza. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3488-3510. Full description at Econpapers || Download paper |
2023 | Explaining Monetary Spillovers: The Matrix Reloaded. (2023). Xia, Fan Dora ; Schrimpf, Andreas ; Kearns, Jonathan. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:6:p:1535-1568. Full description at Econpapers || Download paper |
2023 | Do sovereign credit rating events affect the foreign exchange market? Evidence from a treatment effect analysis. (2023). Minea, Alexandru ; BALIMA, HIPPOLYTE ; Vinturis, Cezara. In: Southern Economic Journal. RePEc:wly:soecon:v:90:y:2023:i:1:p:156-181. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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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 | 17 |
2008 | Sovereign rating changes--Do they provide new information for stock markets? In: Economic Systems. [Full Text][Citation analysis] | article | 47 |
2008 | Sovereign credit ratings, capital flows and financial sector development in emerging markets In: Emerging Markets Review. [Full Text][Citation analysis] | article | 94 |
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: 94 | 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 | 6 |
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 | 18 |
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 | 2 |
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 | 1 |
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 | 23 |
2000 | Central bank intervention and exchange rate volatility -- Australian evidence In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 68 |
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 | 53 |
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 | 28 |
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: 28 | 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 | 44 |
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: 44 | 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 | 15 |
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 | 7 |
2021 | Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
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: 2 | 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: 2 | 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 | 217 |
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: 217 | 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 | 20 |
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: 20 | 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 | 143 |
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: 143 | 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 | 6 |
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: 6 | 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 | 16 |
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: 16 | 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 | 7 |
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: 7 | 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 | 41 |
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: 41 | 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 | 26 |
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: 26 | 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 | 32 |
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: 32 | 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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