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Modeling the determinants of swap spreads
Brown, Rob; In, Francis Haeuck; Fang, Victor - In: The journal of fixed income 12 (2002) 1, pp. 29-40
Persistent link: https://www.econbiz.de/10001725696
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What drives the term and risk structure of Japanese bonds?
In, Francis Haeuck; Batten, Jonathan A.; Kim, Sangbae - In: The quarterly review of economics and finance : journal … 43 (2003) 3, pp. 518-541
Persistent link: https://www.econbiz.de/10001782546
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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 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
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International stock market linkages : evidence from the Asian financial crisis
In, Francis Haeuck; Kim, Sangbae; Yoon, Jai-hyung - In: Journal of emerging market finance 1 (2002) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10001935741
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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
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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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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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Commodity export revenue growth in the South Pacific island nations : an application of error-correction mechanisms
In, Francis Haeuck - In: Oxford agrarian studies 22 (1994) 2, pp. 139-158
Persistent link: https://www.econbiz.de/10001174356
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Effects of agricultural production fluctuations on the Chinese macroeconomy
Ran, Guanghe - In: Agricultural economics : the journal of the … 12 (1995) 1, pp. 69-78
Persistent link: https://www.econbiz.de/10001180297