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Suk-Joong Kim

Suk-Joong Kim

BEc Macq; MEc(Hon) PhD Sydney
Associate Professor

Rm 439
H69 - Economics and Business Building
The University of Sydney
NSW 2006 Australia

Telephone +61 2 9114 0940
Fax +61 2 9351 6461
sukjoong.kim@sydney.edu.au

Bio

Suk-Joong  Kim is an associate professor within the discipline of Finance where he is  currently the chair of discipline. He obtained a PhD in Financial Economics  from the University of Sydney. Before joining the discipline, he had been an  associate professor in Finance at the school of Banking and Finance, UNSW.

Suk-Joong’s  research covers the areas of foreign exchange markets, international capital  flows, international banking, sovereign credit ratings, among others. He has  published nearly 40 papers in leading academic journals such as Journal of  Banking and Finance, Journal of International Money and finance, and Journal of  Financial Research. Suk-Joong’s work has been widely cited leading to a total  of 491 journal citations and an h-index of 13 in Scopus.

Publications

2015

4
Journal Article/s

Kim S 2015 'Australian Dollar carry trades: Time varying probabilities and determinants', International Review of Financial Analysis, vol.40, pp. 64-75 Link

Hasan I, Kim S and Wu E 2015 Forthcoming 'The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 Accord', Journal of Banking and Finance

Kim S, Salem L and Wu E 2015 '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, vol.18, pp. 208-24 Link

5
Conference Paper/s

Kim S 2015 'Australian Dollar and Yen Carry Trade Regimes and their Determinants', 24th Annual Meeting European Financial Management Association EFMA, Breukelen, Netherlands, 27th June 2015

2014

4
Journal Article/s

Daniel L, Kim S and McKenzie M 2014 'The efficiency of the information processing in the Australian Dollar market: Price discovery following scheduled and unscheduled news', International Review of Financial Analysis, vol.32, pp. 159-78 Link

Kim S, McKenzie M and Shi DA 2014 'The role of information arrival for the Australian dollar trading volume and volatility', Investment Management and Financial Innovations, vol.11:4, pp. 8-24

5
Conference Paper/s

Kim S, Hasan I and Wu E 2014 'The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 Accord', 2014 Auckland Finance Meeting, Auckland, New Zealand, 20th December 2014

6
Conference Proceeding/s

Kim S 2014 'Modelling the crash risk of the Australian Dollar carry trade', Proceedings of the European Financial Management Association 2014 Annual Meetings, Rome, Italy, 28th June 2014

2013

2
Book Section/s

Kim S, Lee L and Wu E 2013 'The Impact of Domestic and International Monetary Policy News on U.S. and German Banks' in Global Banking, Financial Markets and Crises: International Finance Review - Volume 14, ed. Bang Nam Jeon and Maria Pia Olivero, Emerald, Bingley, United Kingdom, pp. 175-209

5
Conference Paper/s

Kim S, Salem L and Wu E 2013 'The Impact of Domestic and Foreign Macroeconomic News in Sovereign CDS Markets', 11th INFINITI Conference on International Finance 2013, Aix-en-Provence, France, 11th June 2013

6
Conference Proceeding/s

Kim S, Salem L and Wu E 2013 'Spillover news effects from the US, the Eurozone and China in sovereign CDS markets', Proceedings of the 8th Annual Conference on Asia-Pacific Financial Markets (CAFM) of the Korean Securities Association (KSA), Seoul, Korea, (South) Republic of, 7th December 2013

2012

4
Journal Article/s

Christopher R, Kim S and Wu E 2012 'Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries?', Journal of International Financial Markets, Institutions & Money, vol.22:4, pp. 1070-89 Link

5
Conference Paper/s

Kim S, Daniel L and McKenzie M 2012 'The role of information in the Australian dollar market – A story of order flow, realized volatility and volume', 10th INFINITI Conference on International Finance, Dublin, Ireland, 12th June 2012

2011

2
Book Section/s

Kim S and Wu E 2011 'Can Sovereign Credit Ratings Promote Financial Sector Development and Capital Inflows to Emerging Markets?' in Sovereign Debt: From Safety to Default, ed. Robert W. Kolb, John Wiley & Sons, Hoboken, United States, pp. 345-51

4
Journal Article/s

Kim S and Wu E 2011 'International bank flows to emerging markets: Influence of sovereign credit ratings and their regional spillover effects', Journal of Financial Research, vol.34:2, pp. 331-64

Andersen P and Kim S 2011 'Intraday timing of AUD intervention by the Reserve Bank of Australia: Evidence from microstructural analyses', Journal of International Financial Markets, Institutions & Money, vol.21:2, pp. 277-95

5
Conference Paper/s

Kim S, McKenzie M and Shi A 2011 'The Impact of Informational Arrival on the Australian Dollar', 18th Annual Conference of the Multinational Finance Society MFS 2011, Rome, Italy, 29th June 2011

2010

2
Book Section/s

Kim S and McKenzie M 2010 'Introduction to International Banking: Opportunities and Challenges in the Post-Crisis Era' in International Finance Review -Volume 11: International Banking in the New Era: Post-Crisis Challenges and Opportunities, ed. Suk-Jooong Kim and Michael D.McKenzie, Emerald, Bingley, United Kingdom, pp. 3-11

3
Edited Book/s

Kim S and McKenzie M 2010 'International Finance Review -Volume 11: International Banking in the New Era: Post-Crisis Challenges and Opportunities', Emerald, Bingley, United Kingdom

4
Journal Article/s

Kim S and Le A 2010 'Secrecy of Bank of Japan's Yen intervention: Evidence of efficacy from intra-daily data', Journal of the Japanese and International Economies, vol.24:3, pp. 369-394

5
Conference Paper/s

Kim S and Andersen P 2010 'Intraday timing of AUD intervention by the Reserve Bank of Australia: Evidence from Microstructural analyses', International Paris Finance Meeting, Paris, France, 16th December 2010

2009

4
Journal Article/s

Kim S and Nguyen DQT 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', Journal of International Financial Markets, Institutions and Money, vol.19:3, pp. 415-31

Hall Y and Kim S 2009 'What drives Yen interventions in Tokyo?: Do off-shore foreign exchange markets matter more than Tokyo market?', Pacific Basin Finance Journal, vol.17, pp. 175-88

2008

2
Book Section/s

Kim S and McKenzie M 2008 'Introduction to Asia-Pacific Financial Markets: Integration, Innovation and Challenges' in International Finance Review- Volume 8: Asia-Pacific Financial Markets: Integration, Innovation and Challenges

Kim S and McKenzie M 2008 'Conditional autocorrelation and stock market integration in the Asia-Pacific' in International Financial Review, Volume 8: Asia-Pacific Financial Markets: Integration, Innovation and Challenges, Elsevier, United Kingdom, pp. 63-94

3
Edited Book/s

Kim S and McKenzie M 2008 'International Financial Review, Volume 8 : Asia-Pacific Financial Markets: Integration, Innovation and Challenges', ed. Kim S-J and McKenzie M.D., Elsevier Publishing Company, Amsterdam, Netherlands, pp. 519

4
Journal Article/s

Kim S and Wu E 2008 'Sovereign credit ratings, capital flows and financial sector development in Emerging markets', Emerging Markets Review, vol.9:1, pp. 17-39

Hooper V, Hume T and Kim S 2008 'Sovereign rating changes - Do they provide new information for stock markets?', Economic Systems, vol.32:2, pp. 142-66

Kim S and Nguyen DQT 2008 'Target interest rate news spillover effects on the Asia-Pacific currency markets', International Research Journal of Finance and Economics, vol.20, pp. 27-45

Kim S and Nguyen DQT 2008 'The reaction of the Australian financial markets to the interest rate news from the Reserve Bank of Australia and the US Fed', Research in International Business and Finance, vol.22:3, pp. 378-95

2007

4
Journal Article/s

Kim S 2007 'Intraday evidence of efficacy of 1991-2004 Yen intervention by the Bank of Japan', Journal of International Financial Markets, Institutions and Money, vol.17:4, pp. 341-60

Hooper V and Kim S 2007 'The Determinants of Capital Inflows: Does opacity of recipient country explain the flows?', Economic Systems, vol.31:1, pp. 35-48

McKenzie M and Kim S 2007 'Evidence of an Asymmetry in the Relationship Between Volatility and Autocorrelation', International Review of Financial Analysis, vol.16:1, pp. 22-40

2006

4
Journal Article/s

Kim S, Lucey B and Wu E 2006 'Dynamics of Bond Market Integration between Established and New European Union Countries', Journal of International Financial Markets, Institutions and Money, vol.16:1, pp. 41-56

Kim S, Moshirian F and Wu E 2006 'Evolution of International Stock and Bond Market Integration: Influence of the European Monetary Union', Journal of Banking and Finance, vol.30:5, pp. 1507-34

Kim S and Sheen J 2006 'Interventions in the Yen-Dollar Spot Market: A Story of Price, Volatility and Volume', Journal of Banking and Finance, vol.30:11, pp. 3191-214

Kim S and Pham C 2006 '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, vol.16:5, pp. 446-67

2005

4
Journal Article/s

Kim S, Moshirian F and Wu E 2005 'Dynamic stock market integration driven by the European Monetary Union: An empirical analysis', Journal of Banking and Finance, vol.29:10, pp. 2475-2502

Kim S 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, vol.19:3, pp. 338-65

2004

4
Journal Article/s

Bhar R, Kim S and Pham T 2004 'Exchange Rate Volatility and Its Impact on the Transaction Costs of Covered Interest Rate Parity', Japan and the World Economy, vol.16:4, pp. 503-25

Kim S, McKenzie M and Faff RW 2004 'Macroeconomic News Announcements and the Role of Expectations: Evidence for US Bond, Stock and Foreign Exchange Markets', Journal of Multinational Financial Management, vol.14:3, pp. 217-32

2003

4
Journal Article/s

Kim S 2003 'The Spillover Effects of U.S. and Japanese Public Information News in Advanced Asia-Pacific Stock Markets', Pacific Basin Finance Journal, vol.11:5, pp. 611-30

2002

4
Journal Article/s

Kim S and Sheen J 2002 'The Determinants of Foreign Exchange Intervention by Central Banks: Evidence from Australia', Journal of International Money and Finance, vol.21:5, pp. 619-49

2001

4
Journal Article/s

Kim S and Sheen J 2001 'Minute-by-Minute Dynamics of the Australian Bond Futures Market in Response to New Macroeconomic Information', Journal of Multinational Financial Managemen, vol.11:2, pp. 117-37

2000

4
Journal Article/s

Kim S and Sheen J 2000 'International Linkages and Macroeconomic News Effects on Interest Rate Volatility – Australia and the US', Pacific Basin Finance Journal, vol.8:1, pp. 85-113

Kim S, Kortian T and Sheen JRalph 2000 'Central bank intervention and exchange rate volatility - Australian evidence', Journal of International Financial Markets, Institutions & Money, vol.10:3-4, pp. 381-405

1999

4
Journal Article/s

Kim S 1999 'Macro-Economic News Announcements Affect the Volatility of Foreign Exchange Rates?: Some Evidence from Australia', Applied Economics, vol.31, pp. 1511-21

1998

4
Journal Article/s

Kim S 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.8:2-3, pp. 233-24

1997

4
Journal Article/s

Kim S 1997 'Testing the Rationality of Exchange Rate and Interest Rate Expectations: An Empirical Study of Australian Survey Based Expectations', Applied Economics, vol.29:8, pp. 1011-22

1996

4
Journal Article/s

Kim S 1996 'Inflation News in Australia: Its Effects on Exchange Rates and Interest Rates', Applied Financial Economics, vol.6:3, pp. 225-31

1995

4
Journal Article/s

Karfakis C and Kim S 1995 'Exchange Rates, Interest Rates and Current Account News: Some Evidence from Australia', Journal of International Money and Finance, vol.14:4, pp. 575-95

Research Expertise

  • International finance
  • Foreign exchange markets
  • Determinants of international capital flows
  • International financial market integration
  • Sovereign credit ratings