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Global finance journal
Monash Economics Working Papers
458
Monash Econometrics and Business Statistics Working Papers
416
Applied financial economics
30
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25
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16
Development Research Unit Working Paper Series
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International review of financial analysis
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Advances in quantitative analysis of finance and accounting : a research annual
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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
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2
Mean Reversion and the Forecasting of Country Betas: A Note - Blume (1971 & 1975) found individual equity betas to have a "regression" tendency towards the grand mean of unity. His original results have been widely accepted to the extent that a literature had developed on applying Bayesian techniques to beta estimation so as to adjust for mean reversion. The more recent literature has focused on ...
Gangemi, Michael
;
Brooks, Robert
;
Faff, Robert
- In:
Global finance journal
10
(
1999
)
2
,
pp. 231-246
Persistent link: https://www.econbiz.de/10007682309
Saved in:
3
Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Yip, …
- In:
Global finance journal
17
(
2006
)
1
,
pp. 136-154
Persistent link: https://www.econbiz.de/10007630927
Saved in:
4
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:
5
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
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