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False discoveries in volatility timing of mutual funds
Kim, Sangbae; In, Francis - In: Journal of banking & finance 36 (2012) 7, pp. 2083-2095
Persistent link: https://www.econbiz.de/10009972348
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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; Cui, Jin; Maharaj, Elizabeth Ann - In: Journal of international money and finance 31 (2012) 5, pp. 1106-1126
Persistent link: https://www.econbiz.de/10009979124
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Investment horizon effect on asset allocation between value and growth strategies
In, Francis; Kim, Sangbae; Gençay, Ramazan - In: Economic modelling 28 (2011) 4, pp. 1489-1498
Persistent link: https://www.econbiz.de/10009017445
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A Longer Look at the Asymmetric Dependence between Hedge Funds and the Equity Market
Kang, Byoung Uk; In, Francis; Kim, Gunky; Kim, Tong Suk - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 3, pp. 763-791
Persistent link: https://www.econbiz.de/10008640641
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Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework
Batten, Jonathan A.; In, Francis - In: Applied financial economics 16 (2006) 12, pp. 881-892
Persistent link: https://www.econbiz.de/10007631051
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LINKS AMONG INTEREST RATE SWAP MARKETS: U.S., U.K., AND JAPAN
In, Francis; Brown, Rob; Fang, Victor - In: The journal of fixed income 13 (2003) 3, pp. 84
Persistent link: https://www.econbiz.de/10007156046
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On the relationship between changes in stock prices and bond yields in the G7 countries: Wavelet analysis
Kim, Sangbae; In, Francis - In: Journal of international financial markets, … 17 (2007) 2, pp. 167-179
Persistent link: https://www.econbiz.de/10007607185
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Volatility spillovers across international swap markets: The US, Japan, and the UK
In, Francis - In: Journal of international money and finance 26 (2007) 3, pp. 329-341
Persistent link: https://www.econbiz.de/10007612694
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Naive versus optimal diversification : tail risk and performance
Hwanga, Inchang; Xu, Simon; In, Francis - In: European journal of operational research : EJOR 265 (2018) 1, pp. 372-388
Persistent link: https://www.econbiz.de/10011805506