| Stock and currency market linkages: New evidence from realized spillovers in higher moments HX Do, R Brooks, S Treepongkaruna, E Wu International Review of Economics & Finance 42, 167-185, 2016 | 25 | 2016 |
| How does trading volume affect financial return distributions? HX Do, R Brooks, S Treepongkaruna, E Wu International Review of Financial Analysis 35, 190-206, 2014 | 22 | 2014 |
| Fossil fuel price uncertainty and feedstock edible oil prices: Evidence from MGARCH-M and VIRF analysis AS Hasanov, HX Do, MS Shaiban Energy Economics 57, 16-27, 2016 | 17 | 2016 |
| Dynamic spillover between commodities and commodity currencies during United States QE PS Yip, R Brooks, HX Do Energy Economics 66, 399-410, 2017 | 12 | 2017 |
| Dynamic volatility spillover effects between oil and agricultural products PS Yip, R Brooks, HX Do, DK Nguyen International Review of Financial Analysis 69, 101465, 2020 | 11 | 2020 |
| Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis HX Do, R Brooks, S Treepongkaruna Global Finance Journal 28, 24-37, 2015 | 10 | 2015 |
| The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union HX Do, R Brooks, S Treepongkaruna, E Wu International Review of Financial Analysis 34, 5-20, 2014 | 10 | 2014 |
| Predicting loss severities for residential mortgage loans: A three-step selection approach HX Do, D Rösch, H Scheule European Journal of Operational Research 270 (1), 246-259, 2018 | 9 | 2018 |
| Generalized impulse response analysis in a fractionally integrated vector autoregressive model HX Do, RD Brooks, S Treepongkaruna Economics Letters 118 (3), 462-465, 2013 | 9 | 2013 |
| Volatility spillover between the US, Chinese and Australian stock markets E Bissoondoyal-Bheenick, R Brooks, W Chi, HX Do Australian Journal of Management 43 (2), 263-285, 2018 | 6 | 2018 |
| Asymmetric relationship between order imbalance and realized volatility: Evidence from the Australian market E Bissoondoyal-Bheenick, R Brooks, HX Do International Review of Economics & Finance 62, 309-320, 2019 | 3 | 2019 |
| Liquidity constraints, home equity and residential mortgage losses HX Do, D Rösch, H Scheule The Journal of Real Estate Finance and Economics 61 (2), 208-246, 2020 | 2 | 2020 |
| Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets E Bissoondoyal-Bheenick, R Brooks, HX Do, R Smyth Energy Economics 86, 104689, 2020 | 2 | 2020 |
| Interconnectedness in the Australian National Electricity Market: A Higher‐Moment Analysis H Do, R Nepal, R Smyth Economic Record, https://doi.org/10.1111/1475-4932.12563, 2020 | 1 | 2020 |
| Asymmetric Trading Responses to Credit Rating Announcements from Issuer-versus Investor-Paid Rating Agencies PMQ Nguyen, HX Do, A Molchanov, L Nguyen, NNH Nguyen Asymmetric Trading Responses to Credit Rating Announcements from Issuer …, 2020 | | 2020 |
| Risk Analysis of Pension Fund Investment Choices E Bissoondoyal-Bheenick, RD Brooks, HX Do 31st Australasian Finance and Banking Conference, 2018 | | 2018 |
| Modelling sovereign ratings impacts on stock return distributions within a multivariate regime switching long memory framework H Do, R Brooks, S Treepongkaruna, E Wu 25th Australasian Finance and Banking Conference 2012, 2012 | | 2012 |
| Sovereign Rating Drifts and Economic Cycles: A multivariate regime switching long memory approach E Bissoondoyal-Bheenick, R Brooks, HX Do | | |
Robert BrooksDepartment of Econometrics and Business Statistics, Monash Business School, Monash UniversityBestätigte E-Mail-Adresse bei monash.edu
