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The form of time variation of systematic risk : some Australian evidence
Brooks, Robert; Faff, Robert W.; Lee, John H. H. - 1992
Persistent link: https://www.econbiz.de/10000849414
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Correlations, business cycles and integration
Ragunathan, Vanitha; Faff, Robert W.; Brooks, Robert - In: Journal of international financial markets, … 9 (1999) 1, pp. 75-95
Persistent link: https://www.econbiz.de/10001402121
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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
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Further evidence on the relationship between beta stability and the length of the estimation period
Faff, Robert W. - In: Advances in investment analysis and portfolio … 4 (1997), pp. 95-111
Persistent link: https://www.econbiz.de/10001229799
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A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions
Brooks, Robert - In: Journal of banking & finance 21 (1997) 2, pp. 197-219
Persistent link: https://www.econbiz.de/10001213041
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Beta stability and portfolio formation
Brooks, Robert - In: Pacific-Basin finance journal 2 (1994) 4, pp. 463-479
Persistent link: https://www.econbiz.de/10001178922
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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
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Financial deregulation and relative risk of Australian industry
Brooks, Robert - In: Australian economic papers 36 (1997) 69, pp. 308-320
Persistent link: https://www.econbiz.de/10001239138
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Financial market deregulation and bank risk : testing for beta instability
Brooks, Robert - In: Australian economic papers 34 (1995) 65, pp. 180-199
Persistent link: https://www.econbiz.de/10001197995
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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