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ECONIS (ZBW)
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1
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
Saved in:
2
The effect of initial margin on long-run and short-run volatilities in Japan
Kim, Sangbae
;
Jung, Taehun
- In:
Journal of East Asian economic integration
17
(
2013
)
3
,
pp. 311-332
Persistent link: https://www.econbiz.de/10010197020
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3
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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4
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
Saved in:
5
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
Saved in:
6
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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