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.
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 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 journal › Article › Research › peer-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 proceeding › Conference Paper › Other
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 journal › Article › Research › peer-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 journal › Article › Research › peer-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 journal › Article › Research › peer-review