Access Statistics for Robert John Powell

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Capital Adequacy Buffer Model 0 0 0 51 1 2 5 82
A Capital Adequacy Buffer Model 0 0 0 10 1 1 2 102
A Capital Adequacy Buffer Model 0 0 0 47 2 2 3 113
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 0 38 2 2 4 121
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 29 1 1 1 173
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 30 1 2 3 114
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 21 1 1 2 50
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 22 2 2 4 68
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 14 1 1 2 43
European Market Portfolio Diversifcation Strategies across the GFC 0 0 0 21 1 1 3 102
European Market Portfolio Diversification Strategies across the GFC 0 0 0 11 1 1 2 64
European Market Portfolio Diversification Strategies across the GFC 0 0 0 12 1 1 1 71
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 23 1 1 1 108
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 67 1 1 1 112
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 12 1 3 3 76
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 4 1 2 2 76
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 16 1 1 4 77
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 5 1 1 3 55
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 7 1 1 1 83
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 4 1 2 2 81
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 11 1 2 3 108
Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression 0 0 0 62 1 1 1 187
Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective 0 0 1 42 1 1 3 123
The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions 0 0 0 79 1 1 1 116
The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions 0 0 0 48 1 1 4 163
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 12 1 1 1 47
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 29 1 3 3 71
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 1 32 1 1 3 54
Volatility Spillovers from Australia's Major Trading Partners across the GFC 0 0 0 9 1 1 1 78
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 0 29 1 1 2 134
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 44 1 1 2 91
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 12 1 2 2 70
Volatility spillovers from the US to Australia and China across the GFC 0 0 0 33 2 2 2 117
Total Working Papers 0 0 2 886 37 47 77 3,130

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A CLOSER LOOK AT THE CHARACTERISTICS OF STOCK HOLDINGS OF FOREIGN AND LOCAL INVESTORS IN THE INDONESIAN STOCK EXCHANGE (IDX) 0 0 1 1 1 1 3 21
A Comprehensive Stability Indicator for Banks 0 0 1 8 1 1 2 50
A Gourmet's delight: CAViaR and the Australian stock market 0 0 1 21 1 1 3 87
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 2 21 2 3 9 122
A capital adequacy buffer model 0 0 1 7 1 1 2 58
An Analysis of Whether Privately Owned Financial Planning Practices Are Transitioning to Fully Independent Advice Providers 0 0 0 2 0 0 0 10
Analysing the return distributions of Australian stocks: the CAPM, factor models and quantile regressions 0 0 0 40 1 1 1 121
Beyond reasonable doubt: multiple tail risk measures applied to European industries 0 0 0 4 1 1 1 71
Cattle as a consistently resilient agricultural commodity 0 0 0 3 0 0 0 12
Do Nonparametric Measures of Extreme Equity Risk Change the Parametric Ordinal Ranking? Evidence from Asia 0 0 0 1 0 1 1 41
Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis 0 0 0 15 1 1 1 95
EVT and tail-risk modelling: Evidence from market indices and volatility series 0 0 1 32 1 2 10 140
Economic cycles and downside commodities risk 0 0 0 7 0 0 2 45
Extreme market risk and extreme value theory 0 0 2 40 2 4 12 140
Factors affecting the growth of small privately‐owned financial planning businesses 0 0 1 5 1 1 6 15
Financial dependence analysis: applications of vine copulas 0 0 0 11 1 2 3 69
Forecasting corporate financial distress in the Southeast Asian countries: A market-based approach 2 3 13 37 2 4 26 114
Modelling tail credit risk using transition matrices 1 1 2 17 2 2 3 86
NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS 0 0 0 6 2 2 3 83
New perspectives on bank risk in Malaysia 0 0 0 3 0 1 1 17
Nuclear Brinkmanship, Limited War, and Military Power 0 1 1 34 1 2 7 118
QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS 0 1 3 10 1 3 8 32
Research Bets and Behavioral IR 0 2 3 18 0 2 4 44
Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures 1 1 1 12 1 1 7 38
THE CONTRIBUTION OF FOREIGN INVESTORS TO PRICE DISCOVERY IN THE INDONESIAN STOCK EXCHANGE 0 0 1 3 1 1 3 21
Tail dependence analysis of stock markets using extreme value theory 0 0 0 11 1 1 2 41
Tail risk network analysis of Asian banks 0 0 3 3 0 1 4 4
Take it to the limit: Innovative CVaR applications to extreme credit risk measurement 1 1 3 19 2 3 9 99
The Determinants of Capital Structure: Empirical evidence from Thai Banks 0 0 0 0 1 1 3 40
The fluctuating default risk of Australian banks 0 0 1 17 1 3 5 133
The long and short of commodity tails and their relationship to Asian equity markets 0 0 0 6 0 0 2 86
The relationship between responsible financial behaviours and financial wellbeing: The case of buy‐now‐pay‐later 2 5 11 12 9 20 47 52
Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models 0 0 1 8 0 0 3 40
Transitional credit modelling and its relationship to market value at risk: an Australian sectoral perspective 0 0 0 37 1 1 3 142
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 0 16 1 2 3 79
Volatility spillover and multivariate volatility impulse response analysis of GFC news events 0 1 3 16 1 3 8 66
Total Journal Articles 7 16 56 503 41 73 207 2,432

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aspects of Volatility and Correlations in European Emerging Economies 0 0 0 0 1 1 1 5
Asset Pricing, the Fama—French Factor Model and the Implications of Quantile-Regression Analysis 0 0 0 0 1 1 1 14
Thoughts on Extreme Risk in Indonesia 0 0 0 0 1 4 7 9
Total Chapters 0 0 0 0 3 6 9 28

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Statistics updated 2025-04-04