//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Country risk"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A duration analysis of the tim...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Country risk
Australia
88
Australien
83
Theorie
57
Theory
57
Estimation
44
Schätzung
44
Capital income
42
Kapitaleinkommen
42
Volatility
38
Volatilität
37
Aktienmarkt
36
Börsenkurs
36
Share price
36
Stock market
36
United States
35
USA
34
Portfolio selection
21
Portfolio-Management
21
ARCH model
20
ARCH-Modell
20
Börsengang
20
Derivat
20
Derivative
20
Initial public offering
20
Welt
20
World
20
Beta risk
18
Betafaktor
18
Estimation theory
17
Schätztheorie
17
China
15
Emerging economies
14
Schwellenländer
14
Risikomanagement
13
CAPM
12
Yield curve
12
Zinsstruktur
12
Länderrisiko
11
Oil price
11
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
10
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Forschungsbericht
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
11
Author
All
Brooks, Robert
11
Faff, Robert W.
5
Bissoondoyal-Bheenick, Emawtee
4
Sirimon Treepongkaruna
3
Wu, Eliza
2
Yip, Angela Y. N.
2
Do, Hung Xuan
1
Fenech, Jean Pierre
1
Gangemi, Michael
1
Gangemi, Michael A. M.
1
Hillier, David
1
Hillier, Joseph
1
Hum, Samantha
1
McKenzie, Michael D.
1
Silvapulle, Paramsothy
1
Thomasa, Alice
1
more ...
less ...
Published in...
All
Global finance journal
2
Applied financial economics
1
Economic modelling
1
Emerging markets and sovereign risk
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of business finance & accounting : JBFA
1
Journal of economics & business
1
The European journal of finance
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
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
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:
4
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:
5
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
Saved in:
6
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:
7
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:
8
Mean reversion and the forecasting of country betas : a note
Gangemi, Michael
;
Brooks, Robert
;
Faff, Robert W.
- In:
Global finance journal
10
(
1999
)
2
,
pp. 231-245
Persistent link: https://www.econbiz.de/10001493060
Saved in:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->