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Pension plan solvency and extreme market movements : a regime switching approach

Abourashchi, Niloufar; Clacher, Iain; Freeman, Mark C.; … - In: The European journal of finance 22 (2016) 13/15, pp. 1292-1319

Persistent link: https://www.econbiz.de/10011715427

Research design issues in time-series modelling of financial market volatility

McKenzie, Michael D.; Brooks, Robert - 1999

Persistent link: https://www.econbiz.de/10001372125

Evaluating the performance of stock portfolios with index futures contracts

Brooks, Robert - In: The journal of futures markets 8 (1988) 1, pp. 33-46

Persistent link: https://www.econbiz.de/10001134573

Portfolio insurance : does it pay?

Brooks, Robert - In: Advances in futures and options research : a research annual 6 (1993), pp. 329-353

Persistent link: https://www.econbiz.de/10001145829

Options on stocks versus index options : the portfolio effect

Brooks, Robert - In: Advances in futures and options research : a research annual 4 (1990), pp. 111-124

Persistent link: https://www.econbiz.de/10001101739

Average inter-security correlation coefficients : implications for the timing of hedging decisions

Brooks, Robert - In: Advances in futures and options research : a research annual 9 (1997), pp. 129-155

Persistent link: https://www.econbiz.de/10001226763

A further examination of the effect of diversification on the stability of portfolio betas

Brooks, Robert (contributor) - In: Applied financial economics 7 (1997) 1, pp. 9-14

Persistent link: https://www.econbiz.de/10001219247

Realized spill-over effects between stock and foreign exchange market : evidence from regional analysis

Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna - In: Global finance journal 28 (2015), pp. 24-37

Persistent link: https://www.econbiz.de/10011478085

Investor attention and stock market activities : new evidence from panel data

Chaiyuth Padungsaksawasdi; Sirimon Treepongkaruna; … - In: International Journal of Financial Studies : open … 7 (2019) 2/30, pp. 1-19

Using the panel vector autoregression (VAR) method, this paper documents relationships between investor attention and stock market activities; i.e., return, volatility, and trading volume, respectively. In sum, bidirectional dynamic interdependence of the SVI–stock market activities...

Persistent link: https://www.econbiz.de/10012038696

Stock and currency market linkages : new evidence from realized spillovers in higher moments

Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of economics & finance : IREF 42 (2016), pp. 167-185

Persistent link: https://www.econbiz.de/10011625106