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.
Research area keywords
- Financial econometrics
- volatility modelling
- credit ratings
- asset pricing
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Projects 2010 2013
- 6 Finished
The development of yield curves, zero coupon yields, and par value yields for corporate bonds
1/07/13 → 18/10/13
Project: Research
Estimation of Fair Value Curves
Brooks, R., Diamond, N. & Macquarie, L.
1/07/12 → 1/10/13
Project: Research
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
Determining the value of imputation credits
Diamond, N. & Brooks, R.
2/08/10 → 16/08/10
Project: Research
Research Output 1991 2019
1
Citation
(Scopus)
Asymmetric relationship between order imbalance and realized volatility: evidence from the Australian market
Bissoondoyal-Bheenick, E., Brooks, R. & Do, H. X., 1 Jul 2019, In : International Review of Economics and Finance. 62, p. 309-320 12 p.Research output: Contribution to journal › Article › Research › peer-review
Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets
Kang, S. H., Maitra, D., Dash, S. R. & Brooks, R., 1 Dec 2019, In : Pacific Basin Finance Journal. 58, 32 p., 101221.Research output: Contribution to journal › Article › Research › peer-review
1
Citation
(Scopus)
Investor attention and stock market activities: new evidence from panel data
Padungsaksawasdi, C., Treepongkaruna, S. & Brooks, R., Jun 2019, In : International Journal of Financial Studies. 7, 2, 19 p., 30.Research output: Contribution to journal › Article › Research › peer-review
Open Access
File
The economics of Australian Rules Football
Booth, R. & Brooks, R., 2019, The sage Handbook of Sports Economics. Downward, P., Frick, B., Humphreys, B. R., Pawlowski, T., Ruseski, J. E. & Soebbing, B. P. (eds.). 1st ed. London UK: SAGE Publications Ltd, p. 322-330 9 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Other › peer-review
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 journal › Article › Research › peer-review