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Predicting stock index volatility : can market volume help?

Brooks, Chris - In: Journal of forecasting 17 (1998) 1, pp. 59-80

Persistent link: https://www.econbiz.de/10001245342

A double-threshold GARCH model for the French franc - Deutschmark exchange rate

Brooks, Chris - In: Journal of forecasting 20 (2001) 2, pp. 135-143

Persistent link: https://www.econbiz.de/10001570437

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

Forecasting exchange rate volatility using conditional variance models selected by information criteria

Brooks, Chris - 1998

Persistent link: https://www.econbiz.de/10000982695

Linear and nonlinear (non-)forecastability of high frequency exchange rates

Brooks, Chris - 1996

Persistent link: https://www.econbiz.de/10000944084

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

Brooks, Chris; Henry, Ólan T. - 1999

Persistent link: https://www.econbiz.de/10001364282

Forecasting exchange rate volatility using conditional variance models selected by information criteria

Brooks, Chris - In: Economics letters 61 (1998) 3, pp. 273-278

Persistent link: https://www.econbiz.de/10001252467

Volatility forecasting for risk management

Brooks, Chris; Persand, Gita - In: Journal of forecasting 22 (2003) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10001736943

When It Comes to the Crunch : Retail Investor Decision-Making During Periods of Market Volatility

Brooks, Chris; Williams, Louis - 2021

Attitude to risk questionnaires are widely used by financial advisors to recommend investments of appropriate risk levels to their clients. Yet the usefulness of this instrument to gauge how investors will react when faced with extreme volatility in the values of their assets remains untested....

Persistent link: https://www.econbiz.de/10013227172