Research Services Division

Deakin Research

Research Output for Rob Brown

Note: The 2012, 2013, 2014 publications have not been audited.

Jump to: Publications | Grants and Consultancies | HDR completions

Rob Brown may be from another institution or only recently joined Deakin University.

Publications

2005 External

Brown, Rob* and Fang, Victor* (2005) Can the choice of interpolation method explain the difference between swap prices and futures prices?, Accounting and finance, vol. 45, no. 2, pp. 199-216, Wiley - Blackwell Publishing Asia, Richmond, Vic. [C1.1]
ERA journal ID: 19059 – Scopus EID: 2-s2.0-27944502150
DRO entry for this publication

2004 External

Brown, Rob* and Fang, Victor* (2004) Using forward rate agreements to price and hedge interest rate swaps, Accounting research journal, vol. 17, no. 1, pp. 71-76, Emerald Group Publishing, London, England [C1.1]
ERA journal ID: 19067 – Scopus EID: Not tagged
DRO entry for this publication

In, Francis*, Fang, Victor* and Brown, Rob* (2004) Australian and US interest rate swap markets : comparison and linkages, Accounting and finance, vol. 44, no. 1, pp. 45-56, Wiley - Blackwell Publishing Asia, Richmond, Vic. [C1.1]
ERA journal ID: 19059 – Scopus EID: 2-s2.0-10144257856
Citation counts: Scopus - 7
DRO entry for this publication

2003 External

In, Francis*, Brown, Rob* and Fang, Victor* (2003) Links among interest rate swap markets : U.S., U.K. and Japan, Journal of fixed income, vol. 13, no. 3, pp. 84-95, Euromoney Institutional Investor, London, England [C1.1]
ERA journal ID: 124124 – Scopus EID: Not tagged
DRO entry for this publication

In, Francis*, Brown, Rob* and Fang, Victor* (2003) Modeling volatility and changes in the swap spread, International review of financial analysis, vol. 12, no. 5, pp. 545-561, Elsevier Science, Amsterdam, The Netherlands [C1.1]
ERA journal ID: 19556 – Scopus EID: 2-s2.0-0042865944
Citation counts: Scopus - 7
DRO entry for this publication

2002 External

Brown, Rob*, In, Francis* and Fang, Victor* (2002) Modeling the determinants of swap spreads, Journal of fixed income, vol. 12, no. 1, pp. 29-40, Euromoney Institutional Investor, London, England [C1.1]
ERA journal ID: 124124 – Scopus EID: Not tagged
DRO entry for this publication

Grants and Consultancies

No grants and/or consultancies found or audited – the 2014 HERDC financial return has not been completed or loaded as yet.

Higher Degree by Research Completions supervised by Rob Brown

No completions found or audited.

Legend:
* Not a member of Deakin University at time of output.

DRO to publications collection last synchronised: Wednesday 23rd April 2014 10:04pm

Deakin University acknowledges the traditional land owners of present campus sites.

23rd July 2011