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Speculative Bubbles and the Cr...
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Brooks, Chris
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Journal of banking & finance
6
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4
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3
International journal of forecasting
3
Journal of business finance & accounting : JBFA
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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Journal / The Capco Institute : journal of financial transformation
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Journal of applied econometrics
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Journal of multinational financial management
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Journal of the Royal Statistical Society / C
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Macroeconomic dynamics
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Research in international business and finance
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Risk : managing risk in the world's financial markets
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The Long-Term Price-Earnings Ratio
Anderson, Keith
;
Brooks, Chris
- In:
Journal of business finance & accounting : JBFA
33
(
2006
)
7
,
pp. 1063-1086
Persistent link: https://www.econbiz.de/10007291882
Saved in:
2
Decomposing the price-earnings ratio
Anderson, Keith
;
Brooks, Chris
- In:
The journal of asset management
6
(
2005-06
)
6
,
pp. 456-469
Persistent link: https://www.econbiz.de/10007287037
Saved in:
3
Volatility forecasting for risk management
Brooks, Chris
;
Persand, Gita
- In:
Journal of forecasting
22
(
2003
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10006891183
Saved in:
4
Rational Speculative Bubbles: An Empirical Investigation of the London Stock Exchange
Brooks, Chris
;
Katsaris, Apostolos
- In:
Bulletin of economic research
55
(
2003
)
4
,
pp. 319-346
Persistent link: https://www.econbiz.de/10006649825
Saved in:
5
The Cross-Currency Hedging Performance of Implied Versus Statistical Forecasting Models
Brooks, Chris
;
Chong, James
- In:
The journal of futures markets
21
(
2001
)
11
,
pp. 1043-1070
Persistent link: https://www.econbiz.de/10006830892
Saved in:
6
Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
;
Burke, Simon P.
- In:
Economics letters
61
(
1998
)
3
,
pp. 273-278
Persistent link: https://www.econbiz.de/10006787345
Saved in:
7
RISK MEASUREMENT AND MANAGEMENT - Model Choice and Value-at-Risk Performance - Analysis of methods for determining market-based capital risk requirements raises questions about some commonly used measures of firm risk.
Brooks, Chris
;
Persand, Gita
- In:
Financial analysts' journal : FAJ
58
(
2002
)
5
,
pp. 87-97
Persistent link: https://www.econbiz.de/10006262180
Saved in:
8
Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates
Brooks, Chris
;
Rew, Alistair G.
- In:
Economic modelling
19
(
2002
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10006269872
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9
Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia
Brooks, Chris
;
Henry, Olan T.
- In:
Economic modelling
17
(
2000
)
4
,
pp. 497-514
Persistent link: https://www.econbiz.de/10006283495
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10
The Effect of Asymmetries on Optimal Hedge Ratios
Brooks, Chris
;
Henry, Olan T.
;
Persand, Gita
- In:
The journal of business : B
75
(
2002
)
2
,
pp. 333-352
Persistent link: https://www.econbiz.de/10006034660
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