Projects per year
Personal profile
Biography
Robert Brooks is a professor in the Department of Econometrics and Business Statistics and Deputy Dean, Education in the Faculty of Business and Economics.
Robert obtained his honours and PhD degrees from Monash University and has previously worked at RMIT University.
His primary area of research interest is in financial econometrics, with a particular focus on beta risk estimation, volatility modelling and the analysis of the impacts of sovereign credit rating changes on financial markets. His research in the financial econometrics area has produced a number of publications in top-tier journals, along with research funding from ARC Discovery and ARC Linkage and industry sources.
Given his education management role, Robert also works in areas of educational research relating to pedagogy of teaching business statistics and in particular applications of problem based learning in that setting.
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Research area keywords
- Financial econometrics
- volatility modelling
- credit ratings
- asset pricing
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Projects
- 7 Finished
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Catch me before I fail: An Early Intervention Framework to Improve At-Risk Students’ Academic Performance, Engagement and Unit Retention Rates.
Kaur, C., Mitchell, J., Tojib, D., Cui, T., Luu, J., Li, J., Goh, T., Wei Leong, K., Subban, P. & Brooks, R.
Monash University – Internal University Contribution
3/01/22 → 31/07/24
Project: Research
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The development of yield curves, zero coupon yields, and par value yields for corporate bonds
1/07/13 → 18/10/13
Project: Research
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Estimation of Fair Value Curves
Brooks, R., Diamond, N. & Macquarie, L.
1/07/12 → 1/10/13
Project: Research
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Organisational performance during environmental uncertainty: The impact of an influential human resource function and high involvement work practices.
Sheehan, C., Brooks, R., Cooper, B. & De Cieri, H.
Australian Research Council (ARC), Australian Senior Human Resources Roundtable, Monash University
4/10/10 → 5/05/13
Project: Research
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Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries
Yip, P. S., Lau, W-Y. & Brooks, R., Sept 2024, In: North American Journal of Economics and Finance. 74, 28 p., 102225.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile -
Structural breaks and GARCH models of exchange rate volatility: re-examination and extension
Hasanov, A. S., Brooks, R., Abrorov, S. & Burkhanov, A. U., 2024, (Accepted/In press) In: Journal of Applied Econometrics. 5 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access -
A new measure for idiosyncratic risk based on decomposition method
Lee, M-H., Hooy, C-W. & Brooks, R., Jan 2023, In: Journal of Risk and Financial Management. 16, 1, 8 p., 43.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile1 Citation (Scopus) -
Asset allocation of Australian superannuation funds: a Markov Regime switching approach
Bissoondoyal-Bheenick, E., Brooks, R. & Do, H., 2023, In: Annals of Operations Research. 330, p. 485-515 31 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile -
Do oil shocks affect financial stress? Evidence from oil-exporting and -importing countries
Sengupta, A., Maitra, D., Dash, S. R. & Brooks, R., Nov 2023, In: American Business Review. 26, 2, p. 399-430 32 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile