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A longer look at the asymmetric dependence between hedge funds and the equity market
Kang, Byoung Uk; In, Francis Haeuck; Kim, Gunky; Kim, … - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 3, pp. 763-789
Persistent link: https://www.econbiz.de/10008657180
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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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Soft information and economic activity : evidence from the Beige Book
Sadique, Shibley; In, Francis Haeuck; Veeraraghavan, Madhu - In: Journal of macroeconomics 37 (2013), pp. 81-92
Persistent link: https://www.econbiz.de/10010237930
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Competition of socially responsible and conventional mutual funds and its impact on fund performance
In, Francis Haeuck; Kim, Martin; Park, Jonghyeon; Kim, … - In: Journal of banking & finance 44 (2014), pp. 160-176
Persistent link: https://www.econbiz.de/10010410924
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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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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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An introduction to wavelet theory in finance : a wavelet multiscale approach
In, Francis Haeuck; Kim, Sangbae - 2012
Persistent link: https://www.econbiz.de/10009681055
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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
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Terms of trade, intermediate goods and international real business cycles : Australia case
Yoon, Jai-hyung; In, Francis Haeuck - In: International studies review 5 (2004) 2, pp. 95-111
Persistent link: https://www.econbiz.de/10002402675
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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