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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

Do Sovereign Re-Ratings Destabilize Equity Markets During Financial Crises? : New Evidence From Higher Return Moments

Brooks, Robert - 2015

We investigate the effects of S&P's sovereign re-ratings on the higher moments of equity market returns over recent financial crises. Using a set of intraday stock market index prices and sovereign credit ratings for a sample of 36 countries which experienced sovereign rating changes over the...

Persistent link: https://www.econbiz.de/10013036190

Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis

Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Hum, … - In: Applied financial economics 21 (2011) 13/15, pp. 997-1003

Persistent link: https://www.econbiz.de/10009317447

Asset market linkages : evidence from financial, commodity and real estate assets

Kam Fong Chan; Sirimon Treepongkaruna; Brooks, Robert; … - In: Journal of banking & finance 35 (2011) 6, pp. 1415-1426

Persistent link: https://www.econbiz.de/10009244977

The roles of news and volatility in stock market correlations during the global financial crisis

Mun, Melissa; Brooks, Robert - In: Emerging markets review 13 (2012) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10010219475

Financial crisis and stock market efficiency : empirical evidence form Asian countries

Lim, Kian-Ping; Brooks, Robert; Kim, Jae H. - In: International review of financial analysis 17 (2008) 3, pp. 571-591

Persistent link: https://www.econbiz.de/10003764487

Banking crises : identifying dates and determinants

Jutasompakorn, Pearpilai; Brooks, Robert; Brown, Christine - In: Journal of international financial markets, … 32 (2014), pp. 150-166

Persistent link: https://www.econbiz.de/10011299799

Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries

Silvapulle, Paramsothy; Fenech, Jean Pierre; Thomasa, Alice - In: Economic modelling 58 (2016), pp. 83-92

Persistent link: https://www.econbiz.de/10011647047

Does oil impact gold during COVID-19 and three other recent crises?

Tanin, Tauhidul Islam; Sarker, Ashutosh; Brooks, Robert; … - In: Energy economics 108 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013203269

Market discipline and bank risk taking

Hoang, Khoa T. A.; Faff, Robert W.; Haq, Mamiza - In: Australian journal of management 39 (2014) 3, pp. 327-350

Persistent link: https://www.econbiz.de/10010422040