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~person:"McKenzie, Michael D."
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McKenzie, Michael D.
Brooks, Robert
485
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50
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39
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38
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ECONIS (ZBW)
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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
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