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Modelling the Implied Volatility of Options on Long Gilt Futures
Brooks, Chris; Oozeer, M.Currim - In: Journal of business finance & accounting : JBFA 29 (2002) 1-2, pp. 111-138
Persistent link: https://www.econbiz.de/10006975224
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Benchmarks and the accuracy of GARCH model estimation
Brooks, Chris; Burke, Simon P.; Persand, Gita - In: International journal of forecasting 17 (2001) 1, pp. 45-56
Persistent link: https://www.econbiz.de/10006980406
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A trading strategy based on the lead-lag relationship between the spot index and futures contract for the FTSE 100
Brooks, Chris; Rew, Alistair G.; Ritson, Stuart - In: International journal of forecasting 17 (2001) 1, pp. 31-44
Persistent link: https://www.econbiz.de/10006980407
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The trading profitability of forecasts of the gilt-equity yield ratio
Brooks, Chris; Persand, Gita - In: International journal of forecasting 17 (2001) 1, pp. 11-30
Persistent link: https://www.econbiz.de/10006980408
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The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis
Oikonomou, Ioannis; Brooks, Chris; Pavelin, Stephen - In: Financial management 41 (2012) 2, pp. 483-516
Persistent link: https://www.econbiz.de/10009980210
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The underpricing of IPOs on the Stock Exchange of Mauritius
Agathee, Ushad Subadar; Sannassee, Raja Vinesh; Brooks, … - In: Research in international business and finance 26 (2012) 2, pp. 281-304
Persistent link: https://www.econbiz.de/10009840740
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Commodity futures prices: More evidence on forecast power, risk premia and the theory of storage
Brooks, Chris; Prokopczuk, Marcel; Wu, Yingying - In: The quarterly review of economics and finance : journal … 53 (2013) 1, pp. 73-85
Persistent link: https://www.econbiz.de/10010088011
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The gross truth about hedge fund performance and risk : the impact of incentive fees
Brooks, Chris; Clare, Andrew; Motson, Nick - In: Journal / The Capco Institute : journal of financial … 24 (2008), pp. 33-42
Persistent link: https://www.econbiz.de/10009895884
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Optimal hedging with higher moments
Brooks, Chris; Černý, Alešs; Miffre, Joëlle - In: The journal of futures markets 32 (2012) 10, pp. 909-945
Persistent link: https://www.econbiz.de/10009999413
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Hot and cold IPO markets: The case of the Stock Exchange of Mauritius
Subadar Agathee, Ushad; Brooks, Chris; Sannassee, Raja … - In: Journal of multinational financial management 22 (2012) 4, pp. 168-193
Persistent link: https://www.econbiz.de/10010000120