Browsing by Author Brooks, R

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Showing results 1 to 7 of 7

Issue Date	Title	Author(s)
Jun-2015	Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments	Brooks, R; Faff, R; Treepongkaruna, S; Wu, E
Aug-2017	Dynamic spillover between commodities and commodity currencies during United States Q.E.	Do, HX; Yip, PS; Brooks, R
1-Jan-2014	The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union	Do, HX; Brooks, R; Treepongkaruna, S; Wu, E
1-Oct-2014	How does trading volume affect financial return distributions?	Do, HX; Brooks, R; Treepongkaruna, S; Wu, E
Jan-2012	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
1-Mar-2016	Stock and currency market linkages: New evidence from realized spillovers in higher moments	Do, HX; Brooks, R; Treepongkaruna, S; Wu, E
1-May-2018	Volatility spillover between the US, Chinese and Australian stock markets	Bissoondoyal-Bheenick, E; Brooks, R; Chi, W; Do, HX

Showing results 1 to 7 of 7