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 1 48 0 0 15 131
A Capital Adequacy Buffer Model 0 0 0 10 1 1 8 111
A Capital Adequacy Buffer Model 0 0 0 51 0 0 10 93
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 0 38 0 1 19 142
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 30 0 1 25 142
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 30 0 1 17 193
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 22 0 1 7 77
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 14 0 0 12 56
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 21 1 3 12 62
European Market Portfolio Diversifcation Strategies across the GFC 0 0 0 21 0 2 11 113
European Market Portfolio Diversification Strategies across the GFC 0 0 0 11 0 1 9 75
European Market Portfolio Diversification Strategies across the GFC 0 0 1 13 1 2 11 83
Financial Dependence Analysis: Applications of Vine Copulae 0 0 1 13 2 2 14 92
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 23 1 1 19 127
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 67 1 1 8 122
Multivariate Volatility Impulse Response Analysis of GFC News Events 1 1 2 7 1 1 9 64
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 16 0 1 11 89
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 4 0 1 9 87
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 11 0 1 11 121
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 4 0 0 13 95
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 7 1 1 11 95
Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression 0 0 1 63 0 1 16 204
Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective 0 0 1 44 1 2 15 141
The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions 0 0 0 79 1 2 9 126
The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions 0 0 0 48 0 0 15 180
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 32 0 1 6 62
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 12 1 2 14 64
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 29 0 0 6 85
Volatility Spillovers from Australia's Major Trading Partners across the GFC 0 0 0 9 0 1 15 94
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 0 30 2 2 15 152
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 12 0 0 7 78
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 44 0 2 11 102
Volatility spillovers from the US to Australia and China across the GFC 0 0 0 33 0 0 4 122
Total Working Papers 1 1 7 896 14 35 394 3,580

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 0 1 0 0 19 42
A Comprehensive Stability Indicator for Banks 0 0 1 10 0 1 16 69
A Gourmet's delight: CAViaR and the Australian stock market 0 0 0 21 0 0 10 97
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 0 22 0 1 16 140
A capital adequacy buffer model 0 0 0 7 0 0 14 73
An Analysis of Whether Privately Owned Financial Planning Practices Are Transitioning to Fully Independent Advice Providers 0 0 0 2 0 2 20 31
Analysing the return distributions of Australian stocks: the CAPM, factor models and quantile regressions 0 0 0 40 0 0 4 127
Beyond reasonable doubt: multiple tail risk measures applied to European industries 0 0 0 4 0 0 11 83
Cattle as a consistently resilient agricultural commodity 0 0 0 3 0 1 3 15
Do Nonparametric Measures of Extreme Equity Risk Change the Parametric Ordinal Ranking? Evidence from Asia 0 0 0 1 1 2 9 50
Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis 0 0 0 15 0 1 13 109
EVT and tail-risk modelling: Evidence from market indices and volatility series 0 1 8 42 0 1 35 183
Economic cycles and downside commodities risk 0 0 0 7 0 1 8 53
Extreme market risk and extreme value theory 0 0 0 41 1 4 19 165
Factors affecting the growth of small privately‐owned financial planning businesses 1 1 1 6 1 4 17 34
Financial dependence analysis: applications of vine copulas 0 0 0 11 0 1 16 85
Forecasting corporate financial distress in the Southeast Asian countries: A market-based approach 0 0 6 46 3 4 28 157
Industry return predictability using health policy uncertainty 0 0 3 3 1 3 22 34
Modelling tail credit risk using transition matrices 0 0 0 18 0 0 7 97
NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS 0 0 0 7 1 2 17 103
New perspectives on bank risk in Malaysia 0 0 0 3 0 0 7 24
Nuclear Brinkmanship, Limited War, and Military Power 1 2 5 43 1 2 21 145
QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS 0 0 1 13 0 1 18 53
Research Bets and Behavioral IR 0 0 1 20 3 4 11 58
Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures 0 0 1 13 1 1 15 54
THE CONTRIBUTION OF FOREIGN INVESTORS TO PRICE DISCOVERY IN THE INDONESIAN STOCK EXCHANGE 1 1 1 4 1 3 15 38
Tail dependence analysis of stock markets using extreme value theory 1 1 1 12 1 2 15 57
Tail risk network analysis of Asian banks 0 0 0 3 1 3 15 23
Take it to the limit: Innovative CVaR applications to extreme credit risk measurement 0 0 0 19 1 2 12 112
The Determinants of Capital Structure: Empirical evidence from Thai Banks 0 0 0 0 0 1 15 57
The fluctuating default risk of Australian banks 0 0 2 19 0 2 17 153
The long and short of commodity tails and their relationship to Asian equity markets 0 0 0 7 0 1 7 99
The relationship between responsible financial behaviours and financial wellbeing: The case of buy‐now‐pay‐later 2 5 28 48 18 33 147 248
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 10 0 0 24 69
Transitional credit modelling and its relationship to market value at risk: an Australian sectoral perspective 0 0 0 37 1 2 15 159
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 0 16 1 1 18 98
Volatility spillover and multivariate volatility impulse response analysis of GFC news events 0 0 0 16 0 2 19 91
Total Journal Articles 6 11 60 590 37 88 695 3,285

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 2 10 16
Asset Pricing, the Fama—French Factor Model and the Implications of Quantile-Regression Analysis 0 0 0 0 0 0 11 26
Thoughts on Extreme Risk in Indonesia 0 0 0 0 0 0 4 15
Total Chapters 0 0 0 0 1 2 25 57

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Statistics updated 2026-10-11