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Browsing byAuthorBrooks, R

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