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Personal profile


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.

Research area keywords

  • Financial econometrics
  • volatility modelling
  • credit ratings
  • asset pricing

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Projects 2010 2013

Research Output 1991 2018

Decomposition of systematic and total risk variations in emerging markets

Lee, M-H., Hooy, C-W. & Brooks, R., 1 Jun 2018, In : International Finance. 21, 2, p. 158-174 17 p.

Research output: Contribution to journalArticleResearchpeer-review

How much project control is too much: the case for and against "interference"?

Algeo, C., Lamborn, J., Albrecht, D. W. & Brooks, R. D., 2018, Project Controls Conference Sydney 2017: 20-22 September, ICC Sydney. Chatswood NSW AU: Engineers Australia, 1 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperOther

Volatility spillover between the US, Chinese and Australian stock markets

Bissoondoyal-Bheenick, E., Brooks, R., Chi, W. & Do, H. X., 1 May 2018, In : Australian Journal of Management. 43, 2, p. 263-285 23 p.

Research output: Contribution to journalArticleResearchpeer-review

Dynamic spillover between commodities and commodity currencies during United States Q.E.

Yip, P. S., Brooks, R. & Do, H. X., 1 Aug 2017, In : Energy Economics. 66, p. 399-410 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Classifying Chinese bull and bear markets: Indices and individual stocks

Chi, W., Brooks, R. D., Bissoondoyal-Bheenick, B. & Tang, X., 2016, In : Studies in Economics and Finance. 33, 4, p. 509-531 23 p.

Research output: Contribution to journalArticleResearchpeer-review