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A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of the S&P 500 Composite Index link rid="fn1">*
Brooks, Chris; Katsaris, Apostolos - In: The economic journal : the journal of the Royal … 115 (2005) 505, pp. 767
Persistent link: https://www.econbiz.de/10007780945
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Measuring the Response of Macroeconomic Uncertainty to Shocks
Shields, Kalvinder; Olekalns, Nilss; Henry, Ólan T.; … - In: The review of economics and statistics 87 (2005) 2, pp. 362-370
Persistent link: https://www.econbiz.de/10007782033
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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
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The impact of news on measures of unidiversifiable risk : evidence from the UK stock market
Brooks, Chris; Henry, Ólan Thomas John - In: Oxford bulletin of economics and statistics 64 (2002) 5, pp. 487-507
Persistent link: https://www.econbiz.de/10001741987
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Measuring the response of macroeconomic uncertainty to shocks
Shields, Kalvinder K.; Olekalns, Nilss; Henry, Ólan … - 2003
Persistent link: https://www.econbiz.de/10001750601
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Selecting from amongst non-nested conditional variance models : information criteria and portfolio determination
Brooks, Chris; Burke, Simon P. - In: The Manchester School 70 (2002) 6, pp. 747-767
Persistent link: https://www.econbiz.de/10001720409
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Testing for non-stationarity and cointegration allowing for the possibility of a struktural break : an application to EuroSterling interest rates
Brooks, Chris; Rew, Alistair G. - In: Economic modelling 19 (2002) 1, pp. 65-90
Persistent link: https://www.econbiz.de/10001638835
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Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?
Brooks, Chris; Garrett, Ian - In: Applied financial economics 12 (2002) 1, pp. 25-31
Persistent link: https://www.econbiz.de/10001646093
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A model for exchange rates with crawling bands : an application to the Colombian peso
Brooks, Chris; Revéiz, Alejandro H. - In: Journal of economics & business 54 (2002) 5, pp. 483-503
Persistent link: https://www.econbiz.de/10001725960
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A comparison of extreme value theory approaches for determining value at risk
Brooks, Chris; Clare, Andrew D.; Dalle Molle, John W.; … - In: Journal of empirical finance 12 (2005) 2, pp. 339-352
Persistent link: https://www.econbiz.de/10002685175