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~subject:"Volatility"
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Volatility
Theorie
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Kim, Suk-Joong
21
Sheen, Jeffrey R.
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McKenzie, Michael D.
3
Kortian, Tro
2
Wu, Eliza
2
Bhar, Ramprasad
1
Daniel, Lawrence
1
Di Amy Shi
1
Grant, Andrew
1
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International review of financial analysis
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2
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1
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1
Japan and the world economy : international journal of theory and policy
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Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
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ECONIS (ZBW)
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Central bank intervention and exchange rate volatility - Austalian evidence
Kim, Suk-Joong
;
Kortian, Tro
;
Sheen, Jeffrey R.
- In:
Journal of international financial markets, …
10
(
2000
)
3/4
,
pp. 381-405
Persistent link: https://www.econbiz.de/10001532765
Saved in:
2
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
Saved in:
3
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
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4
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:
5
Central bank intervention and exchange rate volatility : Australian evidence
Kim, Suk-Joong
;
Kortian, Tro
;
Sheen, Jeffrey R.
-
1999
Persistent link: https://www.econbiz.de/10001370867
Saved in:
6
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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7
Exchange rate volatility and its impact on the transaction costs of covered interest rate parity
Bhar, Ramprasad
;
Kim, Suk-Joong
;
Pham, Toan M.
- In:
Japan and the world economy : international journal of …
16
(
2004
)
4
,
pp. 503-525
Persistent link: https://www.econbiz.de/10002436354
Saved in:
8
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:
9
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
Saved in:
10
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
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