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Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework
Batten, Jonathan A.; In, Francis Haeuck - In: Applied financial economics 16 (2006) 12, pp. 881-892
Persistent link: https://www.econbiz.de/10003377842
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Modeling the determinants of swap spreads
Brown, Rob; In, Francis Haeuck; Fang, Victor - In: The journal of fixed income 12 (2002) 1, pp. 29-40
Persistent link: https://www.econbiz.de/10001725696
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Modeling volatility and changes in the swap spread
In, Francis Haeuck; Brown, Rob; Fang, Victor - In: International review of financial analysis 12 (2003) 5, pp. 545-561
Persistent link: https://www.econbiz.de/10001797475
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Dynamic interdependence and volatility transmission of Asian stock markets : evidence from the Asian crisis
In, Francis Haeuck (contributor) - In: International review of financial analysis 10 (2001) 1, pp. 87-96
Persistent link: https://www.econbiz.de/10001573051
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Analysis of Asian stock market crisis : application of EGARCH model
In, Francis Haeuck; Kim, Sangbae; Yoon, Jai-hyung - 1998
Persistent link: https://www.econbiz.de/10001458636
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Time-varying financial stress linkages : evidence from the LIBOR-OIS spreads
Ji, Philip Inyeob - In: Journal of international financial markets, … 22 (2012) 4, pp. 647-657
Persistent link: https://www.econbiz.de/10009582580