Suk-Joong Kim

Associate Professor
BEc Macquarie, MEc(Hon) PhD Sydney

 

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  Quadrangle Room: 3061
Phone Number: +61 2 9385-4278
Fax Number: +61 2 9385-6347
E-Mail Addresss: s.kim@unsw.edu.au

 

Research Interests

  • International Finance
  • Foreign exchange intervention
  • International financial market linkages

Publications

 

Refereed Academic Journals - ECONLIT listed

(1). Karfakis, C. and Kim, S.-J. (1995), “Exchange Rates, Interest Rates and Current Account News: Some Evidence from Australia” with Costas Karfakis, Journal of International Money and Finance, August, Vol. 14, No. 4, pp. 575-595.

(2). Kim, S.-J. (1996), “Inflation News in Australia: Its Effects on Exchange Rates and Interest Rates”, Applied Financial Economics, Vol 6, No.3, pp. 225-231.

(3). Kim, S.-J. (1997), “Testing the Rationality of Exchange Rate and Interest Rate Expectations: An Empirical Study of Australian Survey Based Expectations”, Applied Economics, Vol. 29, No. 8, pp. 1011-1022.

(4). Kim, S.-J. (1998), “Do Australian and the US macroeconomic news announcements affect the USD/AUD Exchange Rate?: Some Evidence from E-GARCH estimations”, Journal of Multinational Financial Management, Vol. 8, Nos. 2-3, pp. 233-248.

(5). Kim, S.-J. (1999), “Do Macro-Economic News Announcements Affect the Volatility of Foreign Exchange Rates?: Some Evidence from Australia”, Applied Economics, Vol. 31, pp. 1511-1521.

(6). Kim, S.-J., and Sheen, J. (2000), “International Linkages and Macroeconomic News Effects on Interest Rate Volatility – Australia and the US”, Pacific Basin Finance Journal, Vol. 8, No. 1, pp. 85-113.

(7). Kim, S.-J., Kortian, T. and Sheen, J. (2000), “Central Bank Intervention and Exchange Rate Volatility: Australian Evidence.”, Journal of International Financial Markets, Institutions and Money, Vol. 10, No. 3-4, pp. 381-407.

(8). Kim, S.-J. and Sheen, J. (2001), “Minute-by-Minute Dynamics of the Australian Bond Futures Market in Response to New Macroeconomic Information.” Journal of Multinational Financial Management, Vol.11, No. 2, pp. 117-137.

(9). Kim, S.-J. and Sheen J. (2002) “The Determinants of Foreign Exchange Intervention by Central Banks: Evidence from Australia”, Journal of International Money and Finance, Vol. 21, No.5, pp. 619-649.

(10). Kim, S.-J. (2003), “The Spillover Effects of U.S. and Japanese Public Information News in Advanced Asia-Pacific Stock Markets”, Pacific Basin Finance Journal, Vol. 11 No. 5 pp. 611-630.

(11). Kim, S.-J., McKenzie, M. and Faff, R.(2004), “Macroeconomic News Announcements and the Role of Expectations: Evidence for US Bond, Stock and Foreign Exchange Markets”, Journal of Multinational Financial Management, Vol 14, No. 3 . pp. 217-232.

(12). Bhar, R., Kim, S.-J. and Pham, T. (2004), "Exchange Rate Volatility and Its Impact on the Transaction Costs of Covered Interest Rate Parity", Japan and the World Economy, Forthcoming.

(13). Kim, S.-J. (2005), "Information leadership in the advanced Asia-Pacific stock markets: Return, volatility and volume information spillovers from the U.S. and Japan", Journal of the Japanese and International Economies, Forthcoming

(14). Kim, S.-J., Moshirian, F. and Wu,. E. "Dynamic stock market integration driven by the European Monetary Union: An empirical analysis" Journal of Banking and Finance, Forthcoming

(15). Kim, S.-J., Luvey, B. and Wu, E. "Dynamics of Bond Market Integration between Established and New European Union Countries", Journal of International Financial Markets, Institutions and Money, Forthcoming.

Working Papers

Teaching Responsibilities

  • FINS5550 International Banking Management
  • FINS5516 International Corporate Finance
  • FINS4781 Special Topics in Finance

Administrative Responsibilities

  • Associate Head of School
  • Director of Undergraduate Honours Program

Other Information

Referee for following journals:

Abacus
Accounting and Finance
Applied Economics
Australian Journal of Management
International Review of Economics & Finance
Japan and the World Economy
Journal of Banking and Finance
Journal of Economics and Business
Journal of Financial Research
Journal of International Financial Markets, Institutions and Money
Journal of Multinational Financial Management
Pacific Basin Finance Journal

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