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
Projects
- 6 Finished
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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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Determining the value of imputation credits
Diamond, N. & Brooks, R.
2/08/10 → 16/08/10
Project: Research
Research output
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Dynamic volatility spillover effects between oil and agricultural products
Yip, P. S., Brooks, R., Do, H. X. & Nguyen, D. K., May 2020, In : International Review of Financial Analysis. 69, 9 p., 101465.Research output: Contribution to journal › Article › Research › peer-review
11 Citations (Scopus) -
Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets
Bissoondoyal-Bheenick, E., Brooks, R., Do, H. X. & Smyth, R., Feb 2020, In : Energy Economics. 86, 18 p., 104689.Research output: Contribution to journal › Article › Research › peer-review
2 Citations (Scopus) -
Investor-herding and risk-profiles: a State-Space model-based assessment
Nath, H. B. & Brooks, R. D., Sep 2020, In : Pacific Basin Finance Journal. 62, 22 p., 101383.Research output: Contribution to journal › Article › Research › peer-review
1 Citation (Scopus) -
Simulated business effectiveness: learning and performance outcomes
Stamatelatos, A. & Brooks, R., 2020, In : Education and Training. 62, 9, p. 1015-1036 22 p.Research output: Contribution to journal › Article › Research › peer-review
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Superstars and “The Voice”
Brooks, R., 2020, (Accepted/In press) In : Applied Economics Letters. 4 p.Research output: Contribution to journal › Article › Research › peer-review