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Does orthogonalisation really purge equity-based property valuations of their general stock market influences?

Brooks, Chris - 1998

Persistent link: https://www.econbiz.de/10000985420

Property returns and the macroeconomy

Brooks, Chris - 1998

Persistent link: https://www.econbiz.de/10000985422

Linkages between property asset returns and interest rates : evidence for the UK

Brooks, Chris; Tsolacos, Sotiris - In: Applied economics 33 (2001) 6, pp. 711-719

Persistent link: https://www.econbiz.de/10001575682

Commodity risks and the cross-section of equity returns

Brooks, Chris; Miffre, Joëlle; Nneji, Ogonna - In: The British accounting review : the journal of the … 48 (2016) 2, pp. 134-150

Persistent link: https://www.econbiz.de/10011520867

Commodity Risks and the Cross-Section of Equity Returns

Brooks, Chris - 2019

The article examines whether commodity risk is priced in the cross-section of global equity returns. We employ a long-only equally-weighted portfolio of commodity futures and a term structure portfolio that captures phases of backwardation and contango as mimicking portfolios for commodity risk....

Persistent link: https://www.econbiz.de/10012904741

Linear and non-linear transmission of equity ruturn volatility : evidence from the US, Japan and Australia

Brooks, Chris; Henry, Ólan Thomas John - In: Economic modelling 17 (2000) 4, pp. 497-513

Persistent link: https://www.econbiz.de/10001533881

The impact of news on measures of undiversifiable risk : evidence from the UK stock market

Brooks, Chris; Henry, Ólan Thomas John - 2000

Persistent link: https://www.econbiz.de/10001456109

The trading profitability of forecasts of the gilt-equity yield ratio

Brooks, Chris; Persand, Gita - In: International journal of forecasting 17 (2001) 1, pp. 11-29

Persistent link: https://www.econbiz.de/10001549772

The impact of news on measures of unidiversifiable risk : evidence from the UK stock market

Brooks, Chris; Henry, Ólan Thomas John - In: Oxford bulletin of economics and statistics 64 (2002) 5, pp. 487-507

Persistent link: https://www.econbiz.de/10001741987

What will be the risk-free rate and benchmark yield curve following European monetary union

Brooks, Chris; Skinner, Frank S. - In: Applied financial economics 10 (2000) 1, pp. 59-69

Persistent link: https://www.econbiz.de/10001525805