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~person:"Brooks, Robert"
~person:"Rösch, Daniel"
~subject:"Volatility"
~type:"article"
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Rating
spillover effects on the stock markets
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Sirimon …
- In:
Journal of multinational financial management
25/26
(
2014
),
pp. 51-63
Persistent link: https://www.econbiz.de/10010516824
Saved in:
2
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:
3
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:
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