Similar Search Results

Research design issues in time-series modelling of financial market volatility

McKenzie, Michael D.; Brooks, Robert - 1999

Persistent link: https://www.econbiz.de/10001372125

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

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

An examination of the effects of major political change on stock market volatility : the South African experience

Brooks, Robert - In: Journal of international financial markets, … 7 (1997) 3, pp. 255-275

Persistent link: https://www.econbiz.de/10001238418

Realized spill-over effects between stock and foreign exchange market : evidence from regional analysis

Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna - In: Global finance journal 28 (2015), pp. 24-37

Persistent link: https://www.econbiz.de/10011478085

Investor attention and stock market activities : new evidence from panel data

Chaiyuth Padungsaksawasdi; Sirimon Treepongkaruna; … - In: International Journal of Financial Studies : open … 7 (2019) 2/30, pp. 1-19

Using the panel vector autoregression (VAR) method, this paper documents relationships between investor attention and stock market activities; i.e., return, volatility, and trading volume, respectively. In sum, bidirectional dynamic interdependence of the SVI–stock market activities...

Persistent link: https://www.econbiz.de/10012038696

Stock and currency market linkages : new evidence from realized spillovers in higher moments

Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of economics & finance : IREF 42 (2016), pp. 167-185

Persistent link: https://www.econbiz.de/10011625106

The effect of exchange rate volatility on the nexus of technology sophisitcation and trade fragmentation of ASEAN5 export to China

Hooy, Chee Wooi; Baharumshah, Ahmad Zubaidi; Brooks, Robert - In: Journal of Asia Pacific business 17 (2016) 3, pp. 206-228

Persistent link: https://www.econbiz.de/10011560793

Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets

Teterin, Pavel; Brooks, Robert; Enders, Walter - In: Journal of empirical finance 38 (2016), pp. 22-36

Persistent link: https://www.econbiz.de/10011663220

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