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Testing for non-linearity in daily sterling exchange rates
Brooks, Chris - In: Applied financial economics 6 (1996) 4, pp. 307-317
Persistent link: https://www.econbiz.de/10001207521
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An alternative approach to investigating lead-lag relationships between stock and stock index futures markets
Brooks, Chris; Garrett, Ian; Hinich, Melvin J. - In: Applied financial economics 9 (1999) 6, pp. 605-613
Persistent link: https://www.econbiz.de/10001525291
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What will be the risk-free rate and benchmark yield curve following European monetary union?
Brooks, C.; Skinner, F. - In: Applied financial economics 10 (2000) 1, pp. 59-70
Persistent link: https://www.econbiz.de/10007681339
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An alternative approach to investigating lead-lag relationships between stock and stock index futures markets
Brooks, C.; Garrett, I.; Hinich, M.J. - In: Applied financial economics 9 (1999) 6, pp. 605-614
Persistent link: https://www.econbiz.de/10007683206
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Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?
Brooks, Chris; Garrett, Ian - In: Applied financial economics 12 (2002) 1, pp. 25-31
Persistent link: https://www.econbiz.de/10001646093
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What will be the risk-free rate and benchmark yield curve following European monetary union
Brooks, Chris; Skinner, Frank S. - In: Applied financial economics 10 (2000) 1, pp. 59-69
Persistent link: https://www.econbiz.de/10001525805
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Testing for non-linearity in daily sterling exchange rates
Brooks, C. - In: Applied financial economics 6 (1996) 4, pp. 307-318
Persistent link: https://www.econbiz.de/10007623142
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The long-run performance of IPOs : the case of the Stock Exchange of Mauritius
Agathee, Ushad Subadar; Sannassee, Raja Vinesh; Brooks, … - In: Applied financial economics 24 (2014) 16/18, pp. 1123-1145
Persistent link: https://www.econbiz.de/10010418946