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.
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Research area keywords
- Financial econometrics
- volatility modelling
- credit ratings
- asset pricing
Collaborations and top research areas from the last five years
Projects
- 7 Finished
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Catch me before I fail: An Early Intervention Framework to Improve At-Risk Students’ Academic Performance, Engagement and Unit Retention Rates.
Kaur, C. (Chief Investigator (CI)), Mitchell, J. (Associate Investigator (AI)), Tojib, D. (Associate Investigator (AI)), Cui, T. (Partner Investigator (PI)), Luu, J. (Partner Investigator (PI)), Li, J. (Associate Investigator (AI)), Goh, T. (Partner Investigator (PI)), Wei Leong, K. (Partner Investigator (PI)), Subban, P. (Partner Investigator (PI)) & Brooks, R. (Associate Investigator (AI))
Monash University – Internal University Contribution
3/01/22 → 31/07/24
Project: Research
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The development of yield curves, zero coupon yields, and par value yields for corporate bonds
Brooks, R. (Primary Chief Investigator (PCI))
1/07/13 → 18/10/13
Project: Research
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Review of Beta Estimation Reports
Brooks, R. (Primary Chief Investigator (PCI)) & Diamond, N. (Chief Investigator (CI))
1/01/13 → 9/08/13
Project: Research
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Estimation of Fair Value Curves
Brooks, R. (Primary Chief Investigator (PCI)), Diamond, N. (Chief Investigator (CI)) & Macquarie, L. (Chief Investigator (CI))
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. (Primary Chief Investigator (PCI)), Brooks, R. (Chief Investigator (CI)), Cooper, B. (Chief Investigator (CI)) & De Cieri, H. (Chief Investigator (CI))
ARC - Australian Research Council, Australian Senior Human Resources Roundtable, Monash University
4/10/10 → 5/05/13
Project: Research
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Bridging digital finance and ESG success: the role of financing constraints, innovation, and governance
Luo, Z., Yip, P. S. & Brooks, R., Jun 2025, In: International Journal of Financial Studies. 13, 2, 24 p., 109.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile1 Citation (Scopus) -
Common volatility in clean energy stocks
Pham, L., Pham, S., Do, H., Bissoondoyal-Bheenick, E. & Brooks, R., Aug 2025, In: Energy Economics. 148, 23 p., 108592.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile1 Citation (Scopus) -
Match scores and competitive balance in the Victorian Football Association (VFA): a tale of two divisions, 1961 to 1988
Brooks, R., May 2025, In: Sporting Traditions. 42, 1, p. 125-136 12 p.Research output: Contribution to journal › Article › Research › peer-review
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Resilience and performance of Islamic and conventional banks amid oil price uncertainty
Tanin, T. I., Shaiban, M. S. M., Hasanov, A. S. & Brooks, R., Aug 2025, In: Energy Economics. 148, 13 p., 108637.Research output: Contribution to journal › Article › Research › peer-review
Open Access -
Competitive balance in the Victorian Football Association (VFA), 1897–1999
Brooks, R. & Booth, R., May 2024, In: Sporting Traditions. 41, 1, p. 21-34 14 p.Research output: Contribution to journal › Article › Research › peer-review
1 Citation (Scopus)
Activities
- 1 Contribution to conference
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The 25th Malaysian Finance Association International Conference 2023 (MFAIC2023)
Shaiban, M. (Speaker), Tanin, T. I. (Speaker), Hasanov, A. (Speaker) & Brooks, R. (Speaker)
2023Activity: Participating in or organising an event types › Contribution to conference