In space their won't be any shock wave effect, but there will be impact from the particle and radiation.
I think to remember I readed years ago (unfortunately I don't remember where) that tests done with ASAT weapons producing space explosion showed there were shock effect in space, even though the opposite was expected. I don't remember if this was also explained or how it was.
As I said, I don't remember where I readed it, nor the reliability of the source, so it may be missleading (or I could missundertand it), but perhaps someone else remembers something about those tests and can say something more about it.