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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.


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

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Projects 2010 2013

Research Output 1997 2017

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 journalArticle

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 journalArticle

Concurrent momentum and contrarian strategies in the Australian stock market

Doan, M. P., Alexeev, V. & Brooks, R. D. 2016 In : Australian Journal of Management. 41, 1, p. 77 - 106 30 p.

Research output: Contribution to journalArticle

Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries

Silvapulle, P., Fenech, J. P., Thomas, A. & Brooks, R. 1 Nov 2016 In : Economic Modelling. 58, p. 83-92 10 p.

Research output: Contribution to journalArticle

Foreign investors and stock price efficiency: thresholds, underlying channels and investor heterogeneity

Lim, K-P., Hooy, C-W., Chang, K-B. & Brooks, R. 1 Apr 2016 In : North American Journal of Economics and Finance. 36, p. 1-28 28 p.

Research output: Contribution to journalArticle