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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

The Impact of Domestic and International Monetary Policy News on U.S. and German Bank Stocks

Kim, Suk-Joong - 2013

This paper investigates the impact of policy interest rate news from the U.S. Federal Reserve (Fed) and the European Central Bank (ECB) on stock returns and volatilities of U.S. NYSE and German DAX listed commercial banks. We find that Fed news has the most influence on both U.S. and German...

Persistent link: https://www.econbiz.de/10013075033

Intraday evidence of efficacy of 1991 - 2004 Yen intervention by the Bank of Japan

Kim, Suk-Joong - In: Journal of international financial markets, … 17 (2007) 4, pp. 341-360

Persistent link: https://www.econbiz.de/10003609481

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

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

Currency carry trades : the role of macroeconomic news and futures market speculation

Kim, Suk-Joong - In: The journal of futures markets 36 (2016) 11, pp. 1076-1107

Persistent link: https://www.econbiz.de/10011569016

Sovereign rating changes : do they provide new information for stock markets?

Hooper, Vincent J.; Hume, Timothy; Kim, Suk-Joong - In: Economic systems 32 (2008) 2, pp. 142-166

Persistent link: https://www.econbiz.de/10003729204

Evidence of an asymmetry in the relationship between volatility and autocorrelation

McKenzie, Michael D.; Kim, Suk-Joong - In: International review of financial analysis 16 (2007) 1, pp. 22-40

Persistent link: https://www.econbiz.de/10003407485

Interventions in the yen-dollar spot market: a story of price, volatility and volume

Kim, Suk-Joong; Sheen, Jeffrey R. - In: Journal of banking & finance 30 (2006) 11, pp. 3191-3214

Persistent link: https://www.econbiz.de/10003386444

The role of information arrival for the Australian dollar trading volume and volatility

Kim, Suk-Joong; McKenzie, Michael D.; Di Amy Shi - In: Investment management and financial innovations 11 (2014) 4, pp. 8-24

Persistent link: https://www.econbiz.de/10010514157