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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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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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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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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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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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The relationship between financial variables and real economic activity : evidence from spectral and wavelet analyses
Kim, Sangbae; In, Francis Haeuck - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 4
Persistent link: https://www.econbiz.de/10009949799
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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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Mean-reversion in closed-end fund discount: evidence from half-life
Ji, Philip Inyeob; Kim, Sangbae - In: Applied economics 45 (2013) 32, pp. 4503-4515
Persistent link: https://www.econbiz.de/10010152386
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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
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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