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Evolution of international stock and bond market integration: influence of the European Monetary Union

Kim, Suk-Joong; Moshirian, Fariborz; Wu, Eliza - In: Journal of banking & finance 30 (2006) 5, pp. 1507-1534

Persistent link: https://www.econbiz.de/10003319374

Dynamic stock market integration driven by the European Monetary Union : an empirical analysis

Kim, Suk-Joong; Moshirian, Fariborz; Wu, Eliza - In: Journal of banking & finance 29 (2005) 10, pp. 2475-2502

Persistent link: https://www.econbiz.de/10003071021

Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries?

Christopher, Rachel; Kim, Suk-Joong; Wu, Eliza - In: Journal of international financial markets, … 22 (2012) 4, pp. 1070-1089

Persistent link: https://www.econbiz.de/10009582485

Do Sovereign Credit Ratings Influence Regional Stock and Bond Market Interdependencies in Emerging Countries?

Christopher, Rachel - 2013

We investigate the permanent and transitory effects of sovereign credit ratings on time-varying stock and bond market correlations with their respective regional markets for a sample of up to nineteen emerging countries over the period from 1 January 1994 to 1 July 2007. We find that stock and...

Persistent link: https://www.econbiz.de/10013075061

Information leadership in the advanced Asia-Pacific stock markets : return, volatility and volume information spillovers from the US and Japan

Kim, Suk-Joong - In: Journal of the Japanese and international economies : … 19 (2005) 3, pp. 338-365

Persistent link: https://www.econbiz.de/10003176646

Time varying volatility indices and their determinants : evidence from developed and emerging stock markets

Prasad, Nalin; Grant, Andrew; Kim, Suk-Joong - In: International review of financial analysis 60 (2018), pp. 115-126

Persistent link: https://www.econbiz.de/10012007551

Macroeconomic news announcements and the role of expectations : evidence for US bond, stock and foreign exchange markets

Kim, Suk-Joong; McKenzie, Michael D.; Faff, Robert W. - In: Journal of multinational financial management 14 (2004) 3, pp. 217-232

Persistent link: https://www.econbiz.de/10002539268

The spillover effects of target interest rate news from the US Fed and the European Central Bank on the Asia-Pacific stock markets

Kim, Suk-Joong; Nguyen, Do Quoc Tho - In: Journal of international financial markets, … 19 (2009) 3, pp. 415-431

Persistent link: https://www.econbiz.de/10003855855

Conditional autocorrelation and stock market integration in the Asia-Pacific

Kim, Suk-Joong; McKenzie, Michael D. - In: Asia-Pacific financial markets : integration, …, (pp. 63-94). 2008

Persistent link: https://www.econbiz.de/10003603060

Asia-Pacific financial markets : integration, innovation and challenges

Kim, Suk-Joong (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003571702