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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

An examination of the effects of major political change on stock market volatility : the South African experience

Brooks, Robert - In: Journal of international financial markets, … 7 (1997) 3, pp. 255-275

Persistent link: https://www.econbiz.de/10001238418

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

McKenzie, Michael D.; Brooks, Robert - 1999

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

Time-varying beta risk of Australian industry portfolios : a comparison of modelling techniques

Brooks, Robert - In: Australian journal of management 23 (1998) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10001256324

Implied volatilities, stochastic interest rates, and currency futures, options valuation : an empirical investigation

Bhargava, Vivek; Brooks, Robert; Malhotra, Davinder Kumar - In: The European journal of finance 7 (2001) 3, pp. 231-246

Persistent link: https://www.econbiz.de/10001603503

Returns and volatility on the Chinese stock markets

Brooks, Robert; Ragunathan, Vanitha - In: Applied financial economics 13 (2003) 10, pp. 747-752

Persistent link: https://www.econbiz.de/10001777217

Samuelson Hypothesis of the Maturity Effect and Carry Arbitrage : U. S. and China

Brooks, Robert - 2018

A comparative study is conducted between U. S. and Chinese futures markets with a particular focus on the Samuelson hypothesis of the maturity effect. We examine 44 futures markets in the U.S. and 43 futures markets in China between April 1, 1987 and June 1, 2018. Here we examine 16 matched...

Persistent link: https://www.econbiz.de/10012907324

Structural breaks and GARCH models of exchange rate volatility : re-examination and extension

Hasanov, Akram Shavkatovich; Brooks, Robert; Abrorov, … - In: Journal of applied econometrics 39 (2024) 7, pp. 1403-1407

Persistent link: https://www.econbiz.de/10015156866

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

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