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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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The impact of the global financial crisis on the cross-currency linkage of LIBOR-OIS spreads
Ji, Philip Inyeob; In, Francis Haeuck - In: Journal of international financial markets, … 20 (2010) 5, pp. 575-589
Persistent link: https://www.econbiz.de/10009247741
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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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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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Asia-Pacific banks risk exposures : pre and post the Asian financial crisis
Au Yong, Hue Hwa; Faff, Robert W. - In: Applied financial economics 18 (2008) 4/6, pp. 431-449
Persistent link: https://www.econbiz.de/10003739139
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Individual financial risk tolerance and the global financial crisis
Gerrans, Paul; Faff, Robert W.; Hartnett, Neil - In: Accounting and finance : journal of the Accounting … 55 (2015) 1, pp. 165-185
Persistent link: https://www.econbiz.de/10011306045
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Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments
Brooks, Robert; Faff, Robert W.; Sirimon Treepongkaruna; … - In: Journal of business finance & accounting : JBFA 42 (2015) 5/6, pp. 777-799
Persistent link: https://www.econbiz.de/10011442342
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Market discipline and bank risk taking
Hoang, Khoa T. A.; Faff, Robert W.; Haq, Mamiza - In: Australian journal of management 39 (2014) 3, pp. 327-350
Persistent link: https://www.econbiz.de/10010422040
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The Global Financial Crisis : some attributes and responses
Allen, David; Faff, Robert W. - In: Accounting and finance : journal of the Accounting … 52 (2012) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10009512731
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Institutional investor horizon and bank risk-taking
Pathan, Shams; Haq, Mamiza; Faff, Robert W.; Seymour, Trent - In: The journal of corporate finance : contracting, … 66 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012514637