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~subject:"Australien"
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Implied volatilities, stochast...
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Australien
Australia
75
Capital income
68
Kapitaleinkommen
68
Theorie
63
Theory
63
USA
57
United States
57
Volatility
53
Volatilität
52
Börsenkurs
48
Share price
48
Aktienmarkt
46
Stock market
46
Portfolio selection
42
Portfolio-Management
42
Estimation
40
Schätzung
40
Welt
33
World
33
Investment Fund
23
Investmentfonds
23
Spillover effect
22
Spillover-Effekt
22
ARCH model
21
ARCH-Modell
21
Börsengang
20
Derivat
20
Derivative
20
Emerging economies
20
Initial public offering
20
Schwellenländer
20
Beta risk
18
Betafaktor
18
China
17
CAPM
15
Exchange rate
15
Wechselkurs
15
Yield curve
15
Zinsstruktur
15
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Free
7
Undetermined
5
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Article
57
Book / Working Paper
15
Type of publication (narrower categories)
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Article in journal
55
Aufsatz in Zeitschrift
55
Arbeitspapier
8
Working Paper
8
Graue Literatur
6
Non-commercial literature
6
Aufsatz im Buch
2
Book section
2
Diskette
1
Floppy disk
1
Forschungsbericht
1
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1
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1
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Language
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English
72
Author
All
Brooks, Robert
70
Faff, Robert W.
19
Bissoondoyal-Bheenick, Emawtee
8
Dimovski, William
8
Do, Hung Xuan
6
Lee, John H. H.
5
Davidson, Sinclair
4
Fausten, Dietrich K.
4
Fry, Tim R. L.
4
Booth, Ross
3
Chi, Wei
3
Diggle, Jenny
3
Harris, Edwyna
3
McKenzie, Michael D.
3
Alexeev, Vitali
2
Doan, Minh-Phuong
2
Joymungul, Yovina
2
Malhotra, Davinder Kumar
2
Nguyen, Hoa
2
Russell, Roslyn
2
Schnytzer, Adi
2
Silvapulle, Paramsothy
2
Trung Minh Dang
2
Berman, Gabrielle
1
Bhargava, Vivek
1
Cooper, Brian
1
De Cieri, Helen
1
Diamond, Neil
1
Dimovski, Bill
1
Fan, Tan Pooi
1
Fredline, Liz
1
Gangemi, Michael A. M.
1
Jackson, Margaret
1
Josev, Thomas
1
Jugurnath, Bhavish
1
Lie, Frida
1
Maharaj, Elizabeth Ann
1
Maldonado, Diana
1
Marisetty, V.
1
Martin, R.
1
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Published in...
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Applied financial economics
8
Economic papers : a journal of applied economics and policy
6
Australian economic papers
5
Applied economics
4
Australian journal of management
3
Journal of international financial markets, institutions & money
3
Review of quantitative finance and accounting
3
Advances in investment analysis and portfolio management : a research annual
2
Applied financial economics letters
2
Department of Economics seminar paper / Monash University
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
Pacific-Basin finance journal
2
Review of Pacific Basin financial markets and policies
2
Working paper
2
Abacus : a journal of accounting, finance and business studies
1
Department of Economics discussion papers / Monash University
1
Discussion paper / Monash University, Department of Economics
1
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
1
Human resource management journal
1
International Review of Economics & Finance
1
International journal of bonds and derivatives
1
International review of economics & finance : IREF
1
International review of finance
1
Journal of economic behavior & organization : JEBO
1
Journal of economics & business
1
Journal of multinational financial management
1
McGraw-Hill series in advanced finance
1
Papers in efficiency, effectiveness and international competitiveness
1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
Research in international business and finance
1
School working papers / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
1
The Asia Pacific journal of economics and business : APJEB
1
The economic and labour relations review : ELRR
1
The economic record : er
1
The journal of real estate finance and economics
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
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ECONIS (ZBW)
72
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1
Volatility spillovers across the swap markets : evidence from US, Australian, and Japanese swap markets
Bhargava, Vivek
;
Malhotra, Davinder Kumar
;
Tsetsekos, …
- In:
International journal of bonds and derivatives
2
(
2016
)
1
,
pp. 59-86
Persistent link: https://www.econbiz.de/10011585700
Saved in:
2
An empirical analysis of Australian superannuation fund expenses
Malhotra, Davinder Kumar
;
Martin, R.
;
Marisetty, V.
- In:
Review of Pacific Basin financial markets and policies
7
(
2004
)
4
,
pp. 451-469
Persistent link: https://www.econbiz.de/10002436241
Saved in:
3
Causality in international capital movements : the income mobility of Australian investment abroad
Brooks, Robert
;
Fausten, Dietrich K.
;
Silvapulle, Paramsothy
-
2000
Persistent link: https://www.econbiz.de/10001512258
Saved in:
4
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
Saved in:
5
Announcements and revisions of Australian macraoeconomic data and their news content for Australian financial markets
Brooks, Robert
(
contributor
)
- In:
Journal of international financial markets, …
9
(
1999
)
2
,
pp. 195-215
Persistent link: https://www.econbiz.de/10001402176
Saved in:
6
The use of domestic and world market indexes in the estimation of time-varying betas
McKenzie, Michael D.
;
Brooks, Robert
;
Faff, Robert W.
- In:
Journal of multinational financial management
10
(
2000
)
1
,
pp. 91-106
Persistent link: https://www.econbiz.de/10001481105
Saved in:
7
Modeling Australia's country risk : a country beta approach
Gangemi, Michael A. M.
;
Brooks, Robert
;
Faff, Robert W.
- In:
Journal of economics & business
52
(
2000
)
3
,
pp. 259-276
Persistent link: https://www.econbiz.de/10001496466
Saved in:
8
A social loss approach to testing the efficiency of Australian financial futures
Brooks, Robert
-
1990
Persistent link: https://www.econbiz.de/10000806489
Saved in:
9
The balancing item in Australia's balance of payments accounts : an impressionistic view
Fausten, Dietrich K.
;
Brooks, Robert
-
1994
Persistent link: https://www.econbiz.de/10000908106
Saved in:
10
Beta stability and portfolio formation
Brooks, Robert
;
Faff, Robert W.
;
Lee, John H. H.
-
1993
Persistent link: https://www.econbiz.de/10000869915
Saved in:
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