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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of international money and finance"
~language:"eng"
~person:"Brooks, Robert"
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~subject:"Estimation"
~subject:"Stochastischer Prozess"
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Article"
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Brooks, Robert
Frey, Bruno S.
Lien, Da-hsiang Donald
Phillips, Peter C. B.
Madura, Jeff
14
Taylor, Mark P.
9
MacDonald, Ronald
8
Becchetti, Leonardo
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Faff, Robert W.
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Applied financial economics
Journal of international money and finance
Journal of econometrics
17
The journal of futures markets
11
International review of economics & finance : IREF
10
Econometric theory
9
The North American journal of economics and finance : a journal of financial economics studies
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
International review of financial analysis
5
Journal of applied econometrics
5
Advances in quantitative analysis of finance and accounting : a research annual
4
Journal of banking & finance
4
Journal of international financial markets, institutions & money
4
Advances in futures and options research : a research annual
3
Advances in investment analysis and portfolio management : a research annual
3
Applied economics
3
Applied economics letters
3
Economics letters
3
Journal of economics and finance
3
Pacific-Basin finance journal
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2
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International economic review
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Journal of forecasting
2
Journal of regulatory economics
2
Public choice
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The econometrics journal
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The financial review : the official publication of the Eastern Finance Association
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The journal of financial research
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Abacus : a journal of accounting, finance and business studies
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Australian journal of management
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Contemporary economic policy : a journal of Western Economic Association International
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Econometric reviews
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Econometrics : open access journal
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Economica
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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1
Samuelson hypothesis and carry arbitrage : US and China
Brooks, Robert
;
Brooks, Joshua A.
- In:
Journal of international money and finance
128
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013438369
Saved in:
2
Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Hum, …
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 997-1003
Persistent link: https://www.econbiz.de/10009317447
Saved in:
3
Alternative beta risk estimators in cases of extreme thin trading : Canadian evidence
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
; …
- In:
Applied financial economics
15
(
2005
)
18
,
pp. 1251-1258
Persistent link: https://www.econbiz.de/10003229088
Saved in:
4
Censoring and its impact on multivariate testing of the capital asset pricing model
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
; …
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 413-420
Persistent link: https://www.econbiz.de/10001971176
Saved in:
5
Impulse responses in a threshold cointegrated system : the case of natural gas markets
Root, T. H.
;
Lien, Da-hsiang Donald
- In:
Applied financial economics
13
(
2003
)
1
,
pp. 23-35
Persistent link: https://www.econbiz.de/10001725720
Saved in:
6
Testing a two-factor APT model on Australian industry equity portfolios : the effect of intervaling
Josev, Thomas
;
Brooks, Robert
;
Faff, Robert W.
- In:
Applied financial economics
11
(
2001
)
2
,
pp. 157-163
Persistent link: https://www.econbiz.de/10001563335
Saved in:
7
Australian industry beta risk, the choice of market index and business cycles
Ragunathan, Vanitha
;
Faff, Robert W.
;
Brooks, Robert
- In:
Applied financial economics
10
(
2000
)
1
,
pp. 49-58
Persistent link: https://www.econbiz.de/10001525800
Saved in:
8
Hedging downside risk with futures contracts
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 163-170
Persistent link: https://www.econbiz.de/10001526213
Saved in:
9
Forward exchange market unbiasedness : the case of the Australian dollar since 1984
Phillips, Peter C. B.
- In:
Journal of international money and finance
16
(
1997
)
6
,
pp. 885-907
Persistent link: https://www.econbiz.de/10001337356
Saved in:
10
A further examination of the effect of diversification on the stability of portfolio betas
Brooks, Robert
(
contributor
)
- In:
Applied financial economics
7
(
1997
)
1
,
pp. 9-14
Persistent link: https://www.econbiz.de/10001219247
Saved in:
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