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An enterprise perspective of performance attribution : introducing the keel model
Brooks, Robert - In: Journal of risk 20 (2017/2018) 2, pp. 53-84
Persistent link: https://www.econbiz.de/10013262949
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London Inter-Bank Offer Rate (LIBOR) versus Treasury rate : evidence from the parsimonious term structure model
Brooks, Robert; Yan, David Yong - In: The journal of fixed income 9 (1999) 1, pp. 71-83
Persistent link: https://www.econbiz.de/10001432380
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An empirical analysis of term premiums using stochastic dominance
Levy, Haim - In: Journal of banking & finance 13 (1989) 2, pp. 245-260
Persistent link: https://www.econbiz.de/10001069317
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A note on the variance of spot interest rates
Brooks, Robert - In: Journal of banking & finance 14 (1990) 1, pp. 215-225
Persistent link: https://www.econbiz.de/10001088196
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Are term premiums risk premiums?
Brooks, Robert - In: Advances in quantitative analysis of finance and … 3 (1995), pp. 131-146
Persistent link: https://www.econbiz.de/10001201309
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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
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Information in the US treasury term structure of interest rates
Brooks, Robert; Cline, Brandon N.; Enders, Walter - In: The financial review : the official publication of the … 47 (2012) 2, pp. 247-272
Persistent link: https://www.econbiz.de/10009545426
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Spread options and risk management : lognormal versus normal distribution approach
Brooks, Robert; Cline, Brandon N. - In: Financial services review : the journal of individual … 24 (2015) 1, pp. 15-35
Persistent link: https://www.econbiz.de/10011312166
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A comparison of the information in the LIBOR and CMT term structures of interest rates
Brooks, Robert; Cline, Brandon N.; Enders, Walter - In: Journal of banking & finance 54 (2015), pp. 239-253
Persistent link: https://www.econbiz.de/10011377823
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Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries
Silvapulle, Paramsothy; Fenech, Jean Pierre; Thomasa, Alice - In: Economic modelling 58 (2016), pp. 83-92
Persistent link: https://www.econbiz.de/10011647047