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An analysis of asymmetry in foreign currency exposure of the Australian equities market
Di Iorio, Amalia; Faff, Robert W. - In: Journal of multinational financial management 10 (2000) 2, pp. 133-159
Persistent link: https://www.econbiz.de/10001511718
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Some new evidence on the relationship between beta stability and market conditions
Faff, Robert W.; Brooks, Robert - In: Journal of quantitative economics : official journal of … 14 (1998) 2, pp. 67-83
Persistent link: https://www.econbiz.de/10001444767
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Testing a two-factor APT model on Australian industry equity portfolios : the effect of intervaling
Josev, Thomas; Brooks, Robert; Faff, Robert W. - In: Applied financial economics 11 (2001) 2, pp. 157-163
Persistent link: https://www.econbiz.de/10001563335
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Persistence and predictability of skewness in country equity market returns
Lai, Eric; Brooks, Robert; Faff, Robert W. - In: Journal of quantitative economics : official journal of … 1 (2003) 1, pp. 36-51
Persistent link: https://www.econbiz.de/10001807037
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The effect of intervaling on the foreign exchange exposure of Australian stock returns
Di Iorio, Amalia; Faff, Robert W. - In: Multinational finance journal : MF ; quarterly … 5 (2001) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10001697014
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New evidence on the impact of financial leverage on beta risk : a time-series approach
Faff, Robert W.; Brooks, Robert; Kee, Ho Yew - In: The North American journal of economics and finance : a … 13 (2002) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10001716383
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A test of the stability of exchange rate risk evidence from Australian equities market
Di Iorio, Amalia; Faff, Robert W. - In: Global finance journal 12 (2001) 2, pp. 179-203
Persistent link: https://www.econbiz.de/10001708681
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The pricing of foreign exchange risk in the Australian equities market
Di Iorio, Amalia; Faff, Robert W. - In: Pacific-Basin finance journal 10 (2002) 1, pp. 77-95
Persistent link: https://www.econbiz.de/10001655763
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Alternative beta risk estimators in emerging markets : the Latin American case
Brooks, Robert; Faff, Robert W.; Fry, Tim R. L.; … - In: Latin American financial markets : developments in …, (pp. 329-344). 2004
Persistent link: https://www.econbiz.de/10002608146
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Modeling the risk and return relation conditional on markt volatility and market conditions
Galagedera, Don U. A.; Faff, Robert W. - In: International journal of theoretical and applied finance 8 (2005) 1, pp. 75-95
Persistent link: https://www.econbiz.de/10002625219