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Suk-Joong Kim - Researcher Profile
Suk-Joong Kim
USYD Finance
Professor
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Publications Title Journal Name Year ABDC Ranking
Regulation and information costs of sovereign distress: Evidence from corporate lending markets Journal of Corporate Finance 2023 A*
Crises, lending and regulations Journal of Financial Stability 2022 A
Loan syndication under Basel II: How do firm credit ratings affect the cost of credit? Journal of International Financial Markets, Institutions and Money 2021 A
Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk? Journal of Banking & Finance 2021 A*
The Impact of Risk-based Capital Rules for International Lending on Income Inequality: Global Evidence Economic Modelling 2021 A
The real impact of ratings-based capital rules on the finance-growth nexus International Review of Financial Analysis 2021 A
Foreign direct investments from emerging markets: The push-pull effects of sovereign credit ratings International Review of Financial Analysis 2019 A
Time varying correlations and causalities between stock and foreign exchange markets: Evidence from China, Japan and Korea Investment Analysts Journal 2019 B
Do Sovereign Credit Ratings Matter for Foreign Direct Investments? Journal of International Financial Markets, Institutions and Money 2018 A
Time varying volatility indices and their determinants: Evidence from developed and emerging stock markets International Review of Financial Analysis 2018 A
Currency Carry Trades: The Role of Macroeconomic News and Futures Market Speculation The Journal of Futures Markets 2016 A
Australian Dollar carry trades: Time varying probabilities and determinants International Review of Financial Analysis 2015 A
The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 Accord Journal of Banking & Finance 2015 A*
The role of macroeconomic news in sovereign CDS markets: Domestic and spillover news effects from the U.S., the Eurozone and China Journal of Financial Stability 2015 A
The efficiency of the information processing in the Australian Dollar market: Price discovery following scheduled and unscheduled news International Review of Financial Analysis 2014 A
The role of information arrival for the Australian dollar trading volume and volatility Investment Management and Financial Innovations 2014 B
Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries? Journal of International Financial Markets, Institutions and Money 2012 A
International bank flows to emerging markets: Influence of sovereign credit ratings and their regional spillover effects Journal of Financial Research 2011 A
Intraday timing of AUD intervention by the Reserve Bank of Australia: Evidence from microstructural analyses Journal of International Financial Markets, Institutions and Money 2011 A
Secrecy of Bank of Japan's Yen intervention: Evidence of efficacy from intra-daily data Journal of the Japanese and International Economies 2010 A
The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets Journal of International Financial Markets, Institutions and Money 2009 A
What drives Yen interventions in Tokyo?: Do off-shore foreign exchange markets matter more than Tokyo market? Pacific-Basin Finance Journal 2009 A
Sovereign credit ratings, capital flows and financial sector development in emerging markets Emerging Markets Review 2008 A
Sovereign rating changes - Do they provide new information for stock markets? Economic Systems 2008 B
Target Interest Rate News Spillover Effects on the Asia-Pacific Currency Markets International Journal of Finance & Economics 2008 B
The reaction of the Australian financial markets to the interest rate news from the Reserve Bank of Australia and the U.S. Fed Research in International Business and Finance 2008 B
Evidence of an Asymmetry in the Relationship Between Volatility and Autocorrelation International Review of Financial Analysis 2007 A
Intraday evidence of efficacy of 1991–2004 Yen intervention by the Bank of Japan Journal of International Financial Markets, Institutions and Money 2007 A
The determinants of capital inflows: Does opacity of recipient country explain the flows? Economic Systems 2007 B
Dynamics of bond market integration between established and accession European Union countries Journal of International Financial Markets, Institutions and Money 2006 A
Evolution of international stock and bond market integration: Influence of the European Monetary Union Journal of Banking & Finance 2006 A*
Interventions in the Yen-dollar spot market: A story of price, volatility and volume Journal of Banking & Finance 2006 A*
Is foreign exchange intervention by central banks bad news for debt markets?: A case of Reserve Bank of Australia's interventions 1986–2003 Journal of International Financial Markets, Institutions and Money 2006 A
Dynamic stock market integration driven by the European Monetary Union: An empirical analysis Journal of Banking & Finance 2005 A*
Information leadership in the advanced Asia–Pacific stock markets: Return, volatility and volume information spillovers from the US and Japan Journal of the Japanese and International Economies 2005 A
Exchange rate volatility and its impact on the transaction costs of covered interest rate parity Japan and the World Economy 2004 B
Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets Journal of Multinational Financial Management 2004 B
The spillover effects of US and Japanese public information news in advanced Asia-Pacific stock markets Pacific-Basin Finance Journal 2003 A
The Determinants of Foreign Exchange Intervention by Central Banks: Evidence from Australia Journal of International Money and Finance 2002 A