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 10 0 1 1 101
A Capital Adequacy Buffer Model 0 0 0 47 0 0 1 111
A Capital Adequacy Buffer Model 0 0 0 51 1 2 4 81
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 0 38 0 0 2 119
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 30 0 1 2 113
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 29 0 0 0 172
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 22 0 1 2 66
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 14 0 0 1 42
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 21 0 0 1 49
European Market Portfolio Diversifcation Strategies across the GFC 0 0 0 21 0 0 2 101
European Market Portfolio Diversification Strategies across the GFC 0 0 0 12 0 0 0 70
European Market Portfolio Diversification Strategies across the GFC 0 0 0 11 0 0 1 63
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 23 0 0 0 107
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 12 2 2 2 75
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 67 0 0 0 111
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 16 0 1 3 76
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 5 0 0 2 54
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 4 1 1 1 75
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 11 0 1 2 107
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 4 0 1 1 80
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 7 0 0 0 82
Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression 0 0 0 62 0 0 0 186
Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective 0 0 1 42 0 0 2 122
The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions 0 0 0 79 0 0 0 115
The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions 0 0 0 48 0 1 3 162
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 1 32 0 0 2 53
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 12 0 0 0 46
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 29 1 2 2 70
Volatility Spillovers from Australia's Major Trading Partners across the GFC 0 0 0 9 0 0 0 77
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 0 29 0 0 1 133
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 44 0 0 1 90
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 12 1 1 3 69
Volatility spillovers from the US to Australia and China across the GFC 0 0 0 33 0 0 0 115
Total Working Papers 0 0 2 886 6 15 42 3,093

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 1 1 1 0 1 2 20
A Comprehensive Stability Indicator for Banks 0 0 1 8 0 0 1 49
A Gourmet's delight: CAViaR and the Australian stock market 0 0 1 21 0 0 2 86
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 2 21 0 1 7 120
A capital adequacy buffer model 0 0 2 7 0 0 2 57
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 0 0 0 120
Beyond reasonable doubt: multiple tail risk measures applied to European industries 0 0 0 4 0 0 0 70
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 1 1 1 41
Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis 0 0 0 15 0 0 0 94
EVT and tail-risk modelling: Evidence from market indices and volatility series 0 0 2 32 0 1 10 139
Economic cycles and downside commodities risk 0 0 0 7 0 0 2 45
Extreme market risk and extreme value theory 0 0 3 40 1 2 11 138
Factors affecting the growth of small privately‐owned financial planning businesses 0 0 1 5 0 0 5 14
Financial dependence analysis: applications of vine copulas 0 0 0 11 1 2 2 68
Forecasting corporate financial distress in the Southeast Asian countries: A market-based approach 0 2 12 35 1 3 26 112
Modelling tail credit risk using transition matrices 0 0 1 16 0 0 1 84
NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS 0 0 0 6 0 0 2 81
New perspectives on bank risk in Malaysia 0 0 0 3 1 1 1 17
Nuclear Brinkmanship, Limited War, and Military Power 1 1 1 34 1 1 7 117
QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS 1 1 3 10 1 4 7 31
Research Bets and Behavioral IR 2 2 3 18 2 3 4 44
Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures 0 0 1 11 0 0 8 37
THE CONTRIBUTION OF FOREIGN INVESTORS TO PRICE DISCOVERY IN THE INDONESIAN STOCK EXCHANGE 0 0 1 3 0 0 2 20
Tail dependence analysis of stock markets using extreme value theory 0 0 0 11 0 0 1 40
Tail risk network analysis of Asian banks 0 1 3 3 1 2 4 4
Take it to the limit: Innovative CVaR applications to extreme credit risk measurement 0 1 2 18 0 3 7 97
The Determinants of Capital Structure: Empirical evidence from Thai Banks 0 0 0 0 0 1 2 39
The fluctuating default risk of Australian banks 0 0 1 17 1 2 4 132
The long and short of commodity tails and their relationship to Asian equity markets 0 0 0 6 0 2 2 86
The relationship between responsible financial behaviours and financial wellbeing: The case of buy‐now‐pay‐later 3 6 10 10 7 20 41 43
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 0 0 2 141
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 0 16 1 2 3 78
Volatility spillover and multivariate volatility impulse response analysis of GFC news events 0 1 3 16 0 2 7 65
Total Journal Articles 7 16 55 496 19 54 179 2,391

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 0 0 0 4
Asset Pricing, the Fama—French Factor Model and the Implications of Quantile-Regression Analysis 0 0 0 0 0 0 0 13
Thoughts on Extreme Risk in Indonesia 0 0 0 0 3 3 6 8
Total Chapters 0 0 0 0 3 3 6 25

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Statistics updated 2025-03-03