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In, Francis
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Kim, Sangbae
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Journal of international financial markets, institutions & money
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International review of financial analysis
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Multiscale hedge ratio between the Australian stock and futures markets: Evidence from wavelet analysis
In, Francis
;
Kim, Sangbae
- In:
Journal of multinational financial management
16
(
2006
)
4
,
pp. 411-423
Persistent link: https://www.econbiz.de/10007279866
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2
The Hedge Ratio and the Empirical Relationship between the Stock and Futures Markets: A New Approach Using Wavelet Analysis
In, Francis
;
Kim, Sangbae
- In:
The journal of business : B
79
(
2006
)
2
,
pp. 799-820
Persistent link: https://www.econbiz.de/10006010338
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3
PERFORMANCE EVALUATION - Multihorizon Sharpe Ratios
Kim, Sangbae
;
In, Francis
- In:
The journal of portfolio management : a publication of …
31
(
2005
)
2
,
pp. 105
Persistent link: https://www.econbiz.de/10006543853
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4
On the relationship between changes in stock prices and bond yields in the G7 countries: Wavelet analysis
Kim, Sangbae
;
In, Francis
- In:
Journal of international financial markets, …
17
(
2007
)
2
,
pp. 167-179
Persistent link: https://www.econbiz.de/10007607185
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5
What drives the term and risk structure of Japanese bonds?
In, Francis
;
Batten, Jonathan
;
Kim, Sangbae
- In:
The quarterly review of economics and finance : journal …
43
(
2003
)
3
,
pp. 518-541
Persistent link: https://www.econbiz.de/10007657535
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6
False discoveries in volatility timing of mutual funds
Kim, Sangbae
;
In, Francis
- In:
Journal of banking & finance
36
(
2012
)
7
,
pp. 2083-2095
Persistent link: https://www.econbiz.de/10009972348
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7
Dynamic interdependence and volatility transmission of Asian stock markets - Evidence from the Asian crisis
In, Francis
;
Kim, Sangbae
;
Yoon, Jai Hyung
;
Viney, …
- In:
International review of financial analysis
10
(
2001
)
1
,
pp. 87
Persistent link: https://www.econbiz.de/10007174553
Saved in:
8
The influence of foreign stock markets and macroeconomic news announcements on Australian financial markets
Kim, Sangbae
;
In, Francis
- In:
Pacific-Basin finance journal
10
(
2002
)
5
,
pp. 571-582
Persistent link: https://www.econbiz.de/10007234632
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9
The relationship between stock returns and inflation: new evidence from wavelet analysis
Kim, Sangbae
;
In, Francis
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 435-444
Persistent link: https://www.econbiz.de/10007227712
Saved in:
10
Papers - 2 Modelling Linkages Between Australian Financial Futures Markets
Kim, Sangbae
;
In, Francis
;
Viney, Christopher
- In:
Australian journal of management
26
(
2001
)
1
,
pp. 19-34
Persistent link: https://www.econbiz.de/10006978182
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