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 47 0 2 6 117
A Capital Adequacy Buffer Model 0 0 0 51 1 3 6 85
A Capital Adequacy Buffer Model 0 0 0 10 0 2 4 104
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 0 38 4 6 10 129
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 1 30 2 3 6 178
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 30 3 10 13 125
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 14 4 5 6 48
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 21 0 1 2 51
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 22 2 4 8 73
European Market Portfolio Diversifcation Strategies across the GFC 0 0 0 21 2 2 3 104
European Market Portfolio Diversification Strategies across the GFC 0 0 0 12 1 2 3 73
European Market Portfolio Diversification Strategies across the GFC 0 0 0 11 2 3 5 68
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 67 0 1 4 115
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 23 3 4 5 112
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 12 1 2 6 79
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 4 1 3 6 80
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 16 0 1 3 78
Multivariate Volatility Impulse Response Analysis of GFC News Events 1 1 1 6 3 3 4 58
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 4 2 4 6 85
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 7 2 2 4 86
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 11 3 4 8 114
Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression 0 1 1 63 2 5 6 192
Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective 0 0 1 43 1 4 6 128
The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions 0 0 0 79 1 2 3 118
The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions 0 0 0 48 1 3 6 167
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 29 3 3 14 82
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 32 0 2 3 56
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 12 0 2 5 51
Volatility Spillovers from Australia's Major Trading Partners across the GFC 0 0 0 9 1 3 4 81
Volatility Spillovers from Australia's major trading partners across the GFC 0 1 1 30 0 3 4 137
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 44 2 4 5 95
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 12 1 2 4 72
Volatility spillovers from the US to Australia and China across the GFC 0 0 0 33 0 2 4 119
Total Working Papers 1 3 5 891 48 102 182 3,260

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 2 5 24
A Comprehensive Stability Indicator for Banks 0 0 1 9 0 0 4 53
A Gourmet's delight: CAViaR and the Australian stock market 0 0 0 21 0 0 1 87
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 1 22 3 3 8 127
A capital adequacy buffer model 0 0 0 7 2 3 4 61
An Analysis of Whether Privately Owned Financial Planning Practices Are Transitioning to Fully Independent Advice Providers 0 0 0 2 4 4 5 15
Analysing the return distributions of Australian stocks: the CAPM, factor models and quantile regressions 0 0 0 40 0 0 3 123
Beyond reasonable doubt: multiple tail risk measures applied to European industries 0 0 0 4 0 1 2 72
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 2 42
Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis 0 0 0 15 2 3 4 98
EVT and tail-risk modelling: Evidence from market indices and volatility series 0 0 2 34 1 3 11 149
Economic cycles and downside commodities risk 0 0 0 7 0 1 1 46
Extreme market risk and extreme value theory 0 0 1 41 0 2 11 147
Factors affecting the growth of small privately‐owned financial planning businesses 0 0 0 5 2 2 5 19
Financial dependence analysis: applications of vine copulas 0 0 0 11 2 2 5 71
Forecasting corporate financial distress in the Southeast Asian countries: A market-based approach 1 2 9 42 5 10 28 137
Industry return predictability using health policy uncertainty 1 1 1 1 3 5 15 15
Modelling tail credit risk using transition matrices 0 0 2 18 0 0 6 90
NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS 0 0 1 7 1 3 6 87
New perspectives on bank risk in Malaysia 0 0 0 3 0 0 1 17
Nuclear Brinkmanship, Limited War, and Military Power 1 2 6 39 2 5 12 128
QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS 0 0 3 12 1 1 9 36
Research Bets and Behavioral IR 0 1 4 20 1 2 8 49
Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures 0 0 1 12 1 1 3 40
THE CONTRIBUTION OF FOREIGN INVESTORS TO PRICE DISCOVERY IN THE INDONESIAN STOCK EXCHANGE 0 0 0 3 2 3 5 25
Tail dependence analysis of stock markets using extreme value theory 0 0 0 11 2 3 5 45
Tail risk network analysis of Asian banks 0 0 1 3 0 2 6 8
Take it to the limit: Innovative CVaR applications to extreme credit risk measurement 0 0 2 19 1 2 7 101
The Determinants of Capital Structure: Empirical evidence from Thai Banks 0 0 0 0 1 4 7 45
The fluctuating default risk of Australian banks 0 1 1 18 3 6 10 140
The long and short of commodity tails and their relationship to Asian equity markets 0 0 1 7 0 0 8 92
The relationship between responsible financial behaviours and financial wellbeing: The case of buy‐now‐pay‐later 6 9 25 29 19 44 111 134
Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models 1 2 2 10 1 5 6 46
Transitional credit modelling and its relationship to market value at risk: an Australian sectoral perspective 0 0 0 37 3 5 7 148
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 0 16 1 4 7 83
Volatility spillover and multivariate volatility impulse response analysis of GFC news events 0 0 1 16 1 4 11 74
Total Journal Articles 10 18 66 546 65 136 349 2,686

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 3 4 8
Asset Pricing, the Fama—French Factor Model and the Implications of Quantile-Regression Analysis 0 0 0 0 0 1 2 15
Thoughts on Extreme Risk in Indonesia 0 0 0 0 1 1 7 12
Total Chapters 0 0 0 0 2 5 13 35

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Statistics updated 2025-12-06