R. Brooks

The National Market Impact of Sovereign Rating Changes

Robert Brooks, David Hillier, Robert W. Faff, 2001 .

WHY DO EMERGING STOCK MARKETS EXPERIENCE MORE PERSISTENT PRICE DEVIATIONS FROM A RANDOM WALK OVER TIME? A COUNTRY-LEVEL ANALYSIS

K. Lim, R. Brooks, R. Brooks, 2008, Macroeconomic Dynamics.

Generalized Impulse Response Analysis in a Fractionally Integrated Vector Autoregressive Model

Sirimon Treepongkaruna, Hung Xuan Do, Sirimon Treepongkaruna, 2013 .