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~subject:"Announcement effect"
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Announcement effect
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Kim, Suk-Joong
12
McKenzie, Michael D.
2
Sheen, Jeffrey R.
2
Wu, Eliza
2
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Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
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ECONIS (ZBW)
12
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1
Inflation news in Australia : its effects on exchange rates and interest rates
Kim, Suk-Joong
-
1994
Persistent link: https://www.econbiz.de/10000896211
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2
The impact of domestic and international monetary policy news on US and German bank stocks
Kim, Suk-Joong
;
Lee, Linda
;
Wu, Eliza
- In:
Global banking, financial markets and crises
,
(pp. 175-210)
.
2013
Persistent link: https://www.econbiz.de/10010231081
Saved in:
3
The efficiency of the information processing in the Australian dollar market : price discovery following scheduled and unscheduled news
Daniel, Lawrence
;
Kim, Suk-Joong
;
McKenzie, Michael D.
- In:
International review of financial analysis
32
(
2014
),
pp. 159-178
Persistent link: https://www.econbiz.de/10010461296
Saved in:
4
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
Saved in:
5
International linkages and macroeconomic news effects on interest rate volatility : Australia and the US
Kim, Suk-Joong
;
Sheen, Jeffrey R.
- In:
Pacific-Basin finance journal
8
(
2000
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10001489406
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6
Do macro-economic news announcements affect the volatility of foreign exchange rates? : Some evidence from Australia
Kim, Suk-Joong
- In:
Applied economics
31
(
1999
)
12
,
pp. 1511-1521
Persistent link: https://www.econbiz.de/10001465519
Saved in:
7
Inflation news in Australia : its effects on exchange rates and interest rates
Kim, Suk-Joong
- In:
Applied financial economics
6
(
1996
)
3
,
pp. 225-231
Persistent link: https://www.econbiz.de/10001202673
Saved in:
8
International linkages and macroeconomic news effects on interest rate volatility : Australia and the US
Kim, Suk-Joong
-
1998
Persistent link: https://www.econbiz.de/10000996626
Saved in:
9
Modeling changes in daily $A exchange rates : an application of GARCH
Kim, Suk-Joong
- In:
Proceedings of the 1995 Econometrics Conference at …
,
(pp. 489-526)
.
1995
Persistent link: https://www.econbiz.de/10001294209
Saved in:
10
Do Australian and the US macroeconomic news announcements affect the USD AUD exchange rate? : some evidence from E-GARCH estimations
Kim, Suk-Joong
- In:
Journal of multinational financial management
8
(
1998
)
2
,
pp. 233-248
Persistent link: https://www.econbiz.de/10001339140
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