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/territory level. Dive into details by clicking on the dots or
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
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Asymmetric effect of FEARS Sentiment on stock returns: short-sale constraints, limits to arbitrage, and behavioural biases
Goel, G., Dash, S. R., Brooks, R. & Subramaniam, S., 2022, (Accepted/In press) In: Emerging Markets Finance and Trade. 17 p.Research output: Contribution to journal › Article › Research › peer-review
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Does oil impact gold during COVID-19 and three other recent crises?
Tanin, T. I., Sarker, A., Brooks, R. & Do, H. X., Apr 2022, In: Energy Economics. 108, 14 p., 105938.Research output: Contribution to journal › Article › Research › peer-review
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Jump connectedness in the European foreign exchange market
Bissoondoyal-Bheenick, E., Brooks, R. & Do, H. X., 2022, Advance in Econometrics, Operational Research, Data Science and Actuarial Studies: Techniques and Theories. Terzioğlu, M. K. (ed.). 1st ed. Cham Switzerland: Springer, p. 31-47 17 p. (Contributions to Economics).Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Research › peer-review
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Do currency exchange rates impact gold prices? New evidence from the ongoing COVID-19 period
Tanin, T. I., Sarker, A. & Brooks, R., Oct 2021, In: International Review of Financial Analysis. 77, 10 p., 101868.Research output: Contribution to journal › Article › Research › peer-review
4 Citations (Scopus) -
Superstars and “The Voice”
Brooks, R., 2021, In: Applied Economics Letters. 28, p. 1797-1800 4 p.Research output: Contribution to journal › Article › Research › peer-review