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~subject:"Country risk"
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Country risk
Australia
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54
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Brooks, Robert
11
Faff, Robert W.
5
Bissoondoyal-Bheenick, Emawtee
4
Sirimon Treepongkaruna
3
Wu, Eliza
3
Do, Hung Xuan
2
Yip, Angela Y. N.
2
Brooks, Robert D.
1
Fenech, Jean Pierre
1
Gangemi, Michael
1
Gangemi, Michael A. M.
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Hillier, David
1
Hillier, Joseph
1
Hum, Samantha
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McKenzie, Michael D.
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Silvapulle, Paramsothy
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Global finance journal
2
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1
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1
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1
International review of financial analysis
1
Journal of banking & finance
1
Journal of business finance & accounting : JBFA
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Journal of economics & business
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The European journal of finance
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ECONIS (ZBW)
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1
Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries
Silvapulle, Paramsothy
;
Fenech, Jean Pierre
;
Thomasa, Alice
- In:
Economic modelling
58
(
2016
),
pp. 83-92
Persistent link: https://www.econbiz.de/10011647047
Saved in:
2
The effects of sovereign rating drifts on financial return distributions : evidence from the European Union
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of financial analysis
34
(
2014
),
pp. 5-20
Persistent link: https://www.econbiz.de/10010520405
Saved in:
3
Stock Market impact of sovereign rating changes : alternative benchmark models
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
- In:
Emerging markets and sovereign risk
,
(pp. 231-252)
.
2015
Persistent link: https://www.econbiz.de/10010458440
Saved in:
4
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:
5
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:
6
The national market impact of sovereign rating changes
Brooks, Robert
;
Faff, Robert W.
;
Hillier, David
; …
- In:
Journal of banking & finance
28
(
2004
)
1
,
pp. 233-250
Persistent link: https://www.econbiz.de/10001857303
Saved in:
7
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:
8
Modeling Australia's country risk : a country beta approach
Gangemi, Michael A. M.
;
Brooks, Robert
;
Faff, Robert W.
- In:
Journal of economics & business
52
(
2000
)
3
,
pp. 259-276
Persistent link: https://www.econbiz.de/10001496466
Saved in:
9
Determinants of sovereign ratings : a comparison of case-based reasoning and ordered probit apporaches
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Yip, …
- In:
Global finance journal
17
(
2006
)
1
,
pp. 136-154
Persistent link: https://www.econbiz.de/10003381809
Saved in:
10
Determinants of sovereign ratings : a comparison of case-based reasoning and ordered probit approaches
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Yip, …
-
2005
Persistent link: https://www.econbiz.de/10003042390
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