Browsing byAuthorBrooks, R
Showing results 1 to 7 of 7
| Issue Date | Title | Author(s) |
| 2015-06 | Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments | Brooks, R; Faff, R; Treepongkaruna, S; Wu, E |
| 2017-08 | Dynamic spillover between commodities and commodity currencies during United States Q.E. | Do, HX; Yip, PS; Brooks, R |
| 2014-01-01 | The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union | Do, HX; Brooks, R; Treepongkaruna, S; Wu, E |
| 2014-10-01 | How does trading volume affect financial return distributions? | Do, HX; Brooks, R; Treepongkaruna, S; Wu, E |
| 2012-01 | Modelling sovereign ratings impacts on stock return distributions within a multivariate regime switching long memory framework | Do, H; Brooks, R; Treepongkaruna, S; Wu, E; al, FME |
| 2016-03-01 | Stock and currency market linkages: New evidence from realized spillovers in higher moments | Do, HX; Brooks, R; Treepongkaruna, S; Wu, E |
| 2018-05-01 | Volatility spillover between the US, Chinese and Australian stock markets | Bissoondoyal-Bheenick, E; Brooks, R; Chi, W; Do, HX |
