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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

A long-run view of the us agricultural trade balance

In, Francis Haeuck - 1995

Persistent link: https://www.econbiz.de/10000924779

Determination of asset prices with an investment-specific technology model : implications for the equity premium puzzle

In, Francis Haeuck; Yoon, Jai-hyung - In: Journal of economic dynamics & control 31 (2007) 8, pp. 2637-2658

Persistent link: https://www.econbiz.de/10003499201

The relationship between stock returns and inflation : new evidence from wavelet analysis

Kim, Sangbae; In, Francis Haeuck - In: Journal of empirical finance 12 (2005) 3, pp. 435-444

Persistent link: https://www.econbiz.de/10002900509

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

The relationship between financial variables and real economic activity : evidence from spectral and wavelet analyses

Kim, Sangbae (contributor); In, Francis Haeuck (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 4

Persistent link: https://www.econbiz.de/10002004177

Links among interest rate swap markets : US, UK, and Japan

In, Francis Haeuck; Brown, Rob; Fang, Victor - In: The journal of fixed income 13 (2003) 3, pp. 84-95

Persistent link: https://www.econbiz.de/10001968467

Dynamic macroeconomic linkages to the agricultural sector : an application of error correction models to cointegrated relationships

In, Francis Haeuck - 1994

Persistent link: https://www.econbiz.de/10013551447

Contagion Effects of the U.S. Subprime Crisis on International Stock Markets

Hwang, Inchang - 2010

This paper examines the contagion effects of the U.S. subprime crisis on international stock markets using a DCC-GARCH model on 38 country data. We find evidence of financial contagion not only in emerging markets but also in developed markets during the U.S. subprime crisis. We also find...

Persistent link: https://www.econbiz.de/10013149007