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Correlations, business cycles and integration

Ragunathan, Vanitha; Faff, Robert W.; Brooks, Robert - In: Journal of international financial markets, … 9 (1999) 1, pp. 75-95

Persistent link: https://www.econbiz.de/10001402121

The impact of exchange rate volatility on German-US trade flows

McKenzie, Michael D. - In: Journal of international financial markets, … 7 (1997) 1, pp. 73-87

Persistent link: https://www.econbiz.de/10001230294

A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions

Brooks, Robert - In: Journal of banking & finance 21 (1997) 2, pp. 197-219

Persistent link: https://www.econbiz.de/10001213041

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

Board composition changes after an initial public offering

Dimovski, William (contributor); Brooks, Robert (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002035533

Australian industry beta risk, the choice of market index and business cycles

Ragunathan, Vanitha; Faff, Robert W.; Brooks, Robert - In: Applied financial economics 10 (2000) 1, pp. 49-58

Persistent link: https://www.econbiz.de/10001525800

Dynamic Spillover between Commodities and Commodity Currencies During United States Q.E

Yip, Pick Schen - 2017

This paper comprehensively discusses the dynamic relationship between commodities and commodity currencies, particularly during the U.S. quantitative easing (QEs), by integrating the generalized spillover index into a fractionally integrated VAR (FIVAR) model. Our empirical analyses reach the...

Persistent link: https://www.econbiz.de/10012951897

Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries

Pick Schen Yip; Wee, Yeap Lau; Brooks, Robert - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-28

Persistent link: https://www.econbiz.de/10015134969

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

Do realized betas exhibit up/down market tendencies?

Woodward, G. Thomas; Brooks, Robert - In: International review of economics & finance : IREF 18 (2009) 3, pp. 511-519

Persistent link: https://www.econbiz.de/10003881651