Suk-Joong Kim : Citation Profile


Are you Suk-Joong Kim?

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.
   Cites by year: 41
   Journals where Suk-Joong Kim has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 28 (2.33 %)

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   Permalink: http://citec.repec.org/pki174
   Updated: 2024-12-03    RAS profile: 2022-04-29    
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Relations with other researchers


Works with:

Wu, Eliza (12)

HASAN, IFTEKHAR (7)

Politsidis, Panagiotis (5)

Delis, Manthos (4)

Hassan, Gazi (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Suk-Joong Kim.

Is cited by:

Asongu, Simplice (24)

ap Gwilym, Owain (20)

Alsakka, Rasha (20)

Piljak, Vanja (12)

Neely, Christopher (11)

Montes, Gabriel (11)

lucey, brian (11)

Broto, Carmen (10)

Savva, Christos (10)

Balli, Faruk (9)

Fratzscher, Marcel (9)

Cites to:

Bollerslev, Tim (26)

HASAN, IFTEKHAR (25)

Acharya, Viral (22)

Bekaert, Geert (21)

Wu, Eliza (20)

Kaminsky, Graciela (19)

Rogoff, Kenneth (18)

Delis, Manthos (18)

Harvey, Campbell (18)

Ongena, Steven (17)

Levine, Ross (17)

Main data


Where Suk-Joong Kim has published?


Journals with more than one article published# docs
Journal of International Financial Markets, Institutions and Money9
Journal of Banking & Finance5
International Review of Financial Analysis5
Pacific-Basin Finance Journal3
Applied Economics2
Journal of Multinational Financial Management2
Journal of International Money and Finance2
Economic Systems2
Journal of the Japanese and International Economies2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany6
Working Papers / University of Sydney, School of Economics6
Post-Print / HAL2

Recent works citing Suk-Joong Kim (2024 and 2023)


YearTitle of citing document
2023Americas 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.

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2024International 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.

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2023Financial Integration and Economic Growth in Europe. (2023). Caporale, Guglielmo Maria ; Sova, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10563.

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2023Who 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.

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2023Scrutinizing 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.

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2023U.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.

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2023Modeling 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.

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2023Behavioral 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.

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2023Is 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.

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2024The 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.

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2023Network 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.

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2023Sovereign 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.

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2024Introducing 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.

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2024International 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.

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2023Realized 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.

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2024Exploring 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.

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2024Financial 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.

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2023COVID-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.

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2023Dynamic 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.

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2024Managing 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.

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2024Oil, 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.

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2024The 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.

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2024An 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.

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2024The 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.

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2023The 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.

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2023Reconstructing 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.

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2024Hybridization 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.

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2024Does 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.

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2023The 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.

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2023Does 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.

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2023The 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.

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2023Examining 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.

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2023Le 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.

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2023Does 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.

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2023From 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.

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2023Global 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.

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2023Explaining 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.

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2023Do 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.

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Works by Suk-Joong Kim:


YearTitleTypeCited
2011INTERNATIONAL BANK FLOWS TO EMERGING MARKETS: INFLUENCE OF SOVEREIGN CREDIT RATINGS AND THEIR REGIONAL SPILLOVER EFFECTS In: Journal of Financial Research.
[Citation analysis]
article17
2018International Bank Flows to Emerging Markets: Influence of Sovereign Credit Ratings and Their Regional Spillover Effects.(2018) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 17
chapter
2014The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 accord In: Research Discussion Papers.
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paper0
2021The impact of risk-based capital rules for international lending on income inequality: Global evidence In: Economic Modelling.
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article4
2007The determinants of capital inflows: Does opacity of recipient country explain the flows? In: Economic Systems.
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article17
2008Sovereign rating changes--Do they provide new information for stock markets? In: Economic Systems.
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article47
2008Sovereign credit ratings, capital flows and financial sector development in emerging markets In: Emerging Markets Review.
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article94
2018Sovereign Credit Ratings, Capital Flows and Financial Sector Development in Emerging Markets.(2018) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 94
chapter
2007Evidence of an asymmetry in the relationship between volatility and autocorrelation In: International Review of Financial Analysis.
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article10
2015Australian Dollar carry trades: Time varying probabilities and determinants In: International Review of Financial Analysis.
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article6
2018Time varying volatility indices and their determinants: Evidence from developed and emerging stock markets In: International Review of Financial Analysis.
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article18
2019Foreign direct investments from emerging markets: The push-pull effects of sovereign credit ratings In: International Review of Financial Analysis.
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article2
2021The real impact of ratings-based capital rules on the finance-growth nexus In: International Review of Financial Analysis.
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article1
2015The 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.
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article23
2000Central bank intervention and exchange rate volatility -- Australian evidence In: Journal of International Financial Markets, Institutions and Money.
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article68
2006Dynamics of bond market integration between established and accession European Union countries In: Journal of International Financial Markets, Institutions and Money.
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article53
2006Is 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.
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article7
2007Intraday evidence of efficacy of 1991-2004 Yen intervention by the Bank of Japan In: Journal of International Financial Markets, Institutions and Money.
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article9
2009The 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.
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article28
2008The 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.
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This paper has nother version. Agregated cites: 28
paper
2011Intraday timing of AUD intervention by the Reserve Bank of Australia: Evidence from microstructural analyses In: Journal of International Financial Markets, Institutions and Money.
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article1
2018Intraday Timing of AUD Intervention by the Reserve Bank of Australia: Evidence from Microstructural Analyses.(2018) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 1
chapter
2012Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries? In: Journal of International Financial Markets, Institutions and Money.
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article44
2018Do Sovereign Credit Ratings Influence Regional Stock and Bond Market Interdependencies in Emerging Countries?.(2018) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 44
chapter
2018Do sovereign credit ratings matter for foreign direct investments? In: Journal of International Financial Markets, Institutions and Money.
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article15
2021Loan syndication under Basel II: How do firm credit ratings affect the cost of credit? In: Journal of International Financial Markets, Institutions and Money.
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article3
2021Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?.(2021) In: Post-Print.
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This paper has nother version. Agregated cites: 3
paper
2020Loan syndication under Basel II: How firm credit ratings affect the cost of credit?.(2020) In: MPRA Paper.
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This paper has nother version. Agregated cites: 3
paper
2021Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?.(2021) In: MPRA Paper.
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This paper has nother version. Agregated cites: 3
paper
2004Exchange rate volatility and its impact on the transaction costs of covered interest rate parity In: Japan and the World Economy.
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article7
2021Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk? In: Journal of Banking & Finance.
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article2
2021Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk?.(2021) In: Post-Print.
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This paper has nother version. Agregated cites: 2
paper
2020Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk?.(2020) In: MPRA Paper.
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This paper has nother version. Agregated cites: 2
paper
2005Dynamic stock market integration driven by the European Monetary Union: An empirical analysis In: Journal of Banking & Finance.
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article217
2018Dynamic Stock Market Integration Driven by the European Monetary Union: An Empirical Analysis.(2018) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 217
chapter
2006Interventions in the Yen-dollar spot market: A story of price, volatility and volume In: Journal of Banking & Finance.
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article20
2018Interventions in the Yen-Dollar Spot Market: A Story of Price, Volatility and Volume.(2018) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 20
chapter
2006Evolution of international stock and bond market integration: Influence of the European Monetary Union In: Journal of Banking & Finance.
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article143
2018Evolution of International Stock and Bond Market Integration: Influence of the European Monetary Union.(2018) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 143
chapter
2015The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 Accord In: Journal of Banking & Finance.
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article6
2018The Effects of Ratings-Contingent Regulation on International Bank Lending Behavior: Evidence from the Basel 2 Accord.(2018) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 6
chapter
1995Exchange rates, interest rates and current account news: some evidence from Australia In: Journal of International Money and Finance.
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article16
1993Exchange Rates, Interest Rates and Current Account News: Some Evidence from Australia.(1993) In: Working Papers.
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This paper has nother version. Agregated cites: 16
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2002The determinants of foreign exchange intervention by central banks: evidence from Australia In: Journal of International Money and Finance.
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article46
2018The Determinants of Foreign Exchange Intervention by Central Banks: Evidence from Australia.(2018) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 46
chapter
2005Information 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.
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article50
2018Information 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.
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This paper has nother version. Agregated cites: 50
chapter
2010Secrecy of Bank of Japans Yen intervention: Evidence of efficacy from intra-daily data In: Journal of the Japanese and International Economies.
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article11
2018Secrecy of Bank of Japan’s Yen Intervention: Evidence of Efficacy from Intra-daily Data.(2018) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 11
chapter
2001Minute-by-minute dynamics of the Australian bond futures market in response to new macroeconomic information In: Journal of Multinational Financial Management.
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article7
2018Minute-by-Minute Dynamics of the Australian Bond Futures Market in Response to New Macroeconomic Information.(2018) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 7
chapter
2004Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets In: Journal of Multinational Financial Management.
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article41
2018Macroeconomic News Announcements and the Role of Expectations: Evidence for US Bond, Stock and Foreign Exchange Markets.(2018) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 41
chapter
2003The spillover effects of US and Japanese public information news in advanced Asia-Pacific stock markets In: Pacific-Basin Finance Journal.
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article26
2018The Spillover Effects of US and Japanese Public Information News in Advanced Asia-Pacific Stock Markets.(2018) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 26
chapter
2009What drives Yen interventions in Tokyo?: Do off-shore foreign exchange markets matter more than Tokyo market? In: Pacific-Basin Finance Journal.
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article7
2000International linkages and macroeconomic news effects on interest rate volatility -- Australia and the US In: Pacific-Basin Finance Journal.
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article32
1998International Linkages and Macroeconomic News Effects on Interest Rate Volatility - Australia and the US.(1998) In: Working Papers.
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2008The 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.
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2005Dynamics of Bond Market Integration between Existing And Accession EU Countries In: The Institute for International Integration Studies Discussion Paper Series.
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paper9
2020Syndicated bank lending and rating downgrades: Do sovereign ceiling policies really matter? In: MPRA Paper.
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2020Regulators vs. markets: Do differences in their bank risk perceptions affect lending terms? In: MPRA Paper.
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1996Testing the Rationality of Exchange Rate and Interest Rate Expectations: An Empirical Study of Australian Survey Based Expectations In: Working Papers.
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1997Testing the rationality of exchange rate and interest rate expectations: an empirical study of Australian survey-based expectations.(1997) In: Applied Economics.
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This paper has nother version. Agregated cites: 10
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1995Modeling Changes in Daily $A Exchange Rates: An Application of GARCH In: Working Papers.
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1994Inflation News in Australia: Its Effects on Exchange Rates and Interest Rates In: Working Papers.
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2004Central Bank Interventions in the Yen-Dollar Spot Market In: Working Papers.
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1999Do macro-economic news announcements affect the volatility of foreign exchange rates? Some evidence from Australia In: Applied Economics.
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2016Currency Carry Trades: The Role of Macroeconomic News and Futures Market Speculation In: Journal of Futures Markets.
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2018Information Spillovers and Market Integration in International Finance:Empirical Analyses In: World Scientific Books.
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2018The Efficiency of the Information Processing in the Australian Dollar Market: Price Discovery Following Scheduled and Unscheduled News In: World Scientific Book Chapters.
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2018Dynamics of Bond Market Integration between Established and New European Union Countries In: World Scientific Book Chapters.
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