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Volatility spillovers across international swap markets : the US, Japan, and the UK
In, Francis Haeuck - In: Journal of international money and finance 26 (2007) 3, pp. 329-341
Persistent link: https://www.econbiz.de/10003441989
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What drives the Libor-OIS spread? : evidence from five major currency Libor-OIS spreads
Cuia, Jin; In, Francis Haeuck; Maharaj, Elizabeth Ann - In: International review of economics & finance : IREF 45 (2016), pp. 358-375
Persistent link: https://www.econbiz.de/10011626466
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The effect of diversification on tail risk : evidence from US equity mutual fund portfolios
Xu, Simon; Hwang, Inchang; In, Francis Haeuck - In: International review of finance 16 (2016) 3, pp. 483-495
Persistent link: https://www.econbiz.de/10011713786
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The influence of foreign stock markets and macroeconomic news announcements on Australian financial markets
Kim, Sangbae; In, Francis Haeuck - In: Pacific-Basin finance journal 10 (2002) 5, pp. 571-582
Persistent link: https://www.econbiz.de/10001716116
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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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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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The impact of a new term auction facility on Libor–OIS spreads and volatility transmission between money and mortgage markets during the subprime crisis
In, Francis Haeuck; Cui, Jin; Maharaj, Elizabeth Ann - In: Journal of international money and finance 31 (2012) 5, pp. 1106-1125
Persistent link: https://www.econbiz.de/10009671973
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False discoveries in volatility timing of mutual funds
Kim, Sangbae; In, Francis Haeuck - In: Journal of banking & finance 36 (2012) 7, pp. 2083-2094
Persistent link: https://www.econbiz.de/10009629677
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Investment horizon effect on asset allocation between value and growth strategies
In, Francis Haeuck; Kim, Sangbae; Gençay, Ramazan - In: Economic modelling 28 (2011) 4, pp. 1489-1497
Persistent link: https://www.econbiz.de/10009271287
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On timing ability in Australian managed funds
In, Francis Haeuck; Kim, Sangbea; Ji, Philip Inyeob - In: Australian journal of management 39 (2014) 1, pp. 92-106
Persistent link: https://www.econbiz.de/10010353549