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Mean reversion and the forecasting of country betas : a note
Gangemi, Michael; Brooks, Robert; Faff, Robert W. - In: Global finance journal 10 (1999) 2, pp. 231-245
Persistent link: https://www.econbiz.de/10001493060
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Investment decision making with index futures and index futures options
Brooks, Robert - In: The journal of futures markets 9 (1989) 2, pp. 143-162
Persistent link: https://www.econbiz.de/10001066575
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Analyzing portfolios with derivative assets : a stochastic dominance approach using numerical integration
Brooks, Robert - In: The journal of futures markets 11 (1991) 4, pp. 411-440
Persistent link: https://www.econbiz.de/10001109936
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Evaluating the performance of stock portfolios with index futures contracts
Brooks, Robert - In: The journal of futures markets 8 (1988) 1, pp. 33-46
Persistent link: https://www.econbiz.de/10001134573
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Realized spill-over effects between stock and foreign exchange market : evidence from regional analysis
Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna - In: Global finance journal 28 (2015), pp. 24-37
Persistent link: https://www.econbiz.de/10011478085
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Determinants of sovereign ratings : a comparison of case-based reasoning and ordered probit apporaches
Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Yip, … - In: Global finance journal 17 (2006) 1, pp. 136-154
Persistent link: https://www.econbiz.de/10003381809
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The information in global interest rate futures contracts
Brooks, Robert; Cline, Brandon N.; Teterin, Pavel; You, Yu - In: The journal of futures markets 42 (2022) 6, pp. 1135-1166
Persistent link: https://www.econbiz.de/10013287935
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Do futures-based strategies enhance dynamic portfolio insurance?
Do, Binh; Faff, Robert W. - In: The journal of futures markets 24 (2004) 6, pp. 591-608
Persistent link: https://www.econbiz.de/10002059400
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A test of the stability of exchange rate risk evidence from Australian equities market
Di Iorio, Amalia; Faff, Robert W. - In: Global finance journal 12 (2001) 2, pp. 179-203
Persistent link: https://www.econbiz.de/10001708681
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New insights into the impact of the introduction of futures trading on stock price volatility
McKenzie, Michael D.; Brailsford, Timothy J.; Faff, … - In: The journal of futures markets 21 (2001) 3, pp. 237-255
Persistent link: https://www.econbiz.de/10001556709