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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

An introduction to wavelet theory in finance : a wavelet multiscale approach

In, Francis Haeuck; Kim, Sangbae - 2012

Persistent link: https://www.econbiz.de/10009681055

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

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

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

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

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

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

Multiscale hedge ratio between the Australian stock and futures markets: Evidence from wavelet analysis

In, Francis; Kim, Sangbae - In: Journal of Multinational Financial Management 16 (2006) 4, pp. 411-423

Persistent link: https://www.econbiz.de/10005300180

The Hedge Ratio and the Empirical Relationship between the Stock and Futures Markets: A New Approach Using Wavelet Analysis

In, Francis; Kim, Sangbae - In: The Journal of Business 79 (2006) 2, pp. 799-820

This paper examines the relationship between the stock and futures markets in terms of lead-lag relationship, correlation, and the hedge ratio using wavelet analysis. Empirical results show that (1) there is a feedback relationship between the stock and futures markets regardless of time scales,...

Persistent link: https://www.econbiz.de/10005076278