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subject:"Arbeitslosigkeit"
subject:"Arbeitsuche"
~person:"Brooks, Robert"
~source:"econis"
~subject:"ARCH model"
~subject:"Business cycle"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book review"
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Arbeitslosigkeit
Arbeitsuche
ARCH model
Business cycle
Theorie
Estimation
35
Schätzung
35
Volatility
14
Volatilität
14
Australia
12
Australien
12
Börsenkurs
11
Capital income
11
Kapitaleinkommen
11
Share price
11
Aktienmarkt
10
Stock market
10
Theory
10
ARCH-Modell
9
Spillover effect
6
Spillover-Effekt
6
USA
5
United States
5
CAPM
4
Exchange rate
4
Risiko
4
Risk
4
Time series analysis
4
Wechselkurs
4
Zeitreihenanalyse
4
Beta risk
3
Betafaktor
3
Devisenmarkt
3
Estimation theory
3
Financial crisis
3
Finanzkrise
3
Foreign exchange market
3
Higher moments
3
Portfolio selection
3
Portfolio-Management
3
Schätztheorie
3
1974-1992
2
China
2
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Article
16
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Aufsatz in Zeitschrift
Book review
Article in journal
16
Aufsatz im Buch
1
Book section
1
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English
16
Author
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Brooks, Robert
Gil-Alaña, Luis A.
54
Gupta, Rangan
46
Caporale, Guglielmo Maria
38
Bahmani-Oskooee, Mohsen
28
Serletis, Apostolos
27
Kumbhakar, Subal
25
Apergēs, Nikolaos
24
Wohar, Mark E.
23
Jalles, João Tovar
21
Ma, Feng
21
McAleer, Michael
21
Tiwari, Aviral Kumar
20
Kumar, Dilip
19
Berg, Gerard J. van den
17
Moosa, Imad A.
17
Chang, Tsangyao
16
Döpke, Jörg
16
Koopman, Siem Jan
16
Lee, Chien-chiang
15
Narayan, Paresh Kumar
15
Pierdzioch, Christian
15
Bollerslev, Tim
14
Fabozzi, Frank J.
14
Koop, Gary
14
Peel, David
14
Tsionas, Efthymios G.
14
Afonso, António
13
Belke, Ansgar
13
Bouri, Elie
13
Chiang, Thomas C.
13
Engsted, Tom
13
Franses, Philip Hans
13
Ghysels, Eric
13
Herwartz, Helmut
13
Jawadi, Fredj
13
MacDonald, Ronald
13
Asai, Manabu
12
Creedy, John
12
Hamori, Shigeyuki
12
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International review of economics & finance : IREF
2
International review of financial analysis
2
Advances in futures and options research : a research annual
1
Advances in investment analysis and portfolio management : a research annual
1
Applied economics letters
1
Applied financial economics
1
Australian economic papers
1
Australian journal of management
1
Global finance journal
1
Journal of business finance & accounting : JBFA
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Pacific-Basin finance journal
1
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ECONIS (ZBW)
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16
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1
What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Xuan Vinh Vo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013460973
Saved in:
2
Investor-herding and risk-profiles : a State-Space model-based assessment
Nath, Harmindar B.
;
Brooks, Robert
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012491773
Saved in:
3
Volatility spillover between the US, Chinese and Australian stock markets
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Chi, Wei
; …
- In:
Australian journal of management
43
(
2018
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10011890710
Saved in:
4
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
Saved in:
5
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
6
Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments
Brooks, Robert
;
Faff, Robert W.
;
Sirimon Treepongkaruna
; …
- In:
Journal of business finance & accounting : JBFA
42
(
2015
)
5/6
,
pp. 777-799
Persistent link: https://www.econbiz.de/10011442342
Saved in:
7
Realized spill-over effects between stock and foreign exchange market : evidence from regional analysis
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
- In:
Global finance journal
28
(
2015
),
pp. 24-37
Persistent link: https://www.econbiz.de/10011478085
Saved in:
8
Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression
Nath, Harmindar B.
;
Brooks, Robert
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 94-111
Persistent link: https://www.econbiz.de/10011572339
Saved in:
9
How does trading volume affect financial return distributions?
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of financial analysis
35
(
2014
),
pp. 190-206
Persistent link: https://www.econbiz.de/10010530243
Saved in:
10
On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process : a further note
Lim, Kian-Ping
;
Brooks, Robert
- In:
Applied economics letters
16
(
2009
)
4/6
,
pp. 649-652
Persistent link: https://www.econbiz.de/10003842992
Saved in:
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