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Research design issues in time-series modelling of financial market volatility
McKenzie, Michael D.; Brooks, Robert - 1999
Persistent link: https://www.econbiz.de/10001372125
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Time-varying beta risk of Australian industry portfolios : a comparison of modelling techniques
Brooks, Robert - In: Australian journal of management 23 (1998) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001256324
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The impact of exchange rate volatility on German-US trade flows
McKenzie, Michael D. - In: Journal of international financial markets, … 7 (1997) 1, pp. 73-87
Persistent link: https://www.econbiz.de/10001230294
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Time-varying country risk : an assessment of alternative modelling techniques
Brooks, Robert; Faff, Robert W.; McKenzie, Michael D. - In: The European journal of finance 8 (2002) 3, pp. 249-274
Persistent link: https://www.econbiz.de/10001704466
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The use of domestic and world market indexes in the estimation of time-varying betas
McKenzie, Michael D.; Brooks, Robert; Faff, Robert W. - In: Journal of multinational financial management 10 (2000) 1, pp. 91-106
Persistent link: https://www.econbiz.de/10001481105
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The role of information in Hong Kong individual stock futures trading
McKenzie, Michael D.; Brooks, Robert - In: Applied financial economics 13 (2003) 2, pp. 123-131
Persistent link: https://www.econbiz.de/10001725734