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Asset market linkages : evidence from financial, commodity and real estate assets
Kam Fong Chan; Sirimon Treepongkaruna; Brooks, Robert; … - In: Journal of banking & finance 35 (2011) 6, pp. 1415-1426
Persistent link: https://www.econbiz.de/10009244977
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Do trading hours affect volatility links in the foreign exchange market?
Sirimon Treepongkaruna; Brooks, Robert; Gray, Stephen - In: Australian journal of management 37 (2012) 1, pp. 7-27
Persistent link: https://www.econbiz.de/10009582208
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Asset Market Linkages : Evidence from Financial, Commodity and Real Estate Assets
Chan, Kam Fong - 2011
We use a general Markov switching model to examine the relationships between returns over three different asset classes: financial assets (U.S. stocks and Treasury bonds), commodities (oil and gold) and real estate assets (U.S. Case-Shiller index). We confirm the existence of two distinct...
Persistent link: https://www.econbiz.de/10013131860
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Information and volatility links in the foreign exchange market
Sirimon Treepongkaruna; Gray, Stephen - In: Accounting and finance : journal of the Accounting … 49 (2009) 2, pp. 385-405
Persistent link: https://www.econbiz.de/10003859699
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Explaining the bid-ask spread in the foreign exchange market : a test of alternate models
Sirimon Treepongkaruna; Brailsford, Timothy J.; Gray, … - In: Australian journal of management 39 (2014) 4, pp. 573-591
Persistent link: https://www.econbiz.de/10010475670
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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
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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
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Banking crises : identifying dates and determinants
Jutasompakorn, Pearpilai; Brooks, Robert; Brown, Christine - In: Journal of international financial markets, … 32 (2014), pp. 150-166
Persistent link: https://www.econbiz.de/10011299799
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Do asset backed securities ratings matter on average?
Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Sirimon … - In: Research in international business and finance 33 (2015), pp. 32-43
Persistent link: https://www.econbiz.de/10011325893
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How does trading volume affect financial return distributions?
Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of financial analysis 35 (2014), pp. 190-206
Persistent link: https://www.econbiz.de/10010530243