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Disambiguation of "Brooks, Robert D."

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The use of domestic and world market indexes in the estimation of time-varying betas

, , and . Journal of Multinational Financial Management, 10 (1): 91--106 (January 2000)

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Stephen Brooks

Robert D Haak

Robert D Rowe

Christopher Brooks

Lane Brooks

 

Other publications of authors with the same name

The use of domestic and world market indexes in the estimation of time-varying betas, , and . Journal of Multinational Financial Management, 10 (1): 91--106 (January 2000)Correlations, business cycles and integration, , and . Journal of International Financial Markets, Institutions and Money, 9 (1): 75--95 (January 1999)The robustness of point optimal testing for rosenberg random regression coefficients. Econometric Reviews, 14 (1): 35--53 (1995)GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume, , and . Journal of International Financial Markets, Institutions and Money, 11 (2): 215--222 (June 2001)Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data, and . Journal of Multinational Financial Management, 17 (3): 214--230 (July 2007)The impact of exchange rate volatility on German-US trade flows, and . Journal of International Financial Markets, Institutions and Money, 7 (1): 73--87 (April 1997)An examination of the effects of major political change on stock market volatility: the South African experience, , and . Journal of International Financial Markets, Institutions and Money, 7 (3): 255--275 (October 1997)Alternative point-optimal tests for regression coefficient stability. Journal of Econometrics, 57 (1-3): 365--376 (00 1993)Realized dual-betas for leading Australian stocks: An evaluation of the estimation methods and the effect of the sampling interval., , and . Math. Comput. Simul., (2012)A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions, , and . Journal of Banking & Finance, 21 (2): 197--219 (February 1997)