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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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