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 4 11 93
A Capital Adequacy Buffer Model 0 0 0 10 0 2 8 110
A Capital Adequacy Buffer Model 0 0 1 48 1 4 17 130
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 0 38 0 1 18 141
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 30 1 6 27 141
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 30 3 8 17 192
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 22 0 0 8 76
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 21 0 1 9 59
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 14 3 7 13 56
European Market Portfolio Diversifcation Strategies across the GFC 0 0 0 21 0 2 9 111
European Market Portfolio Diversification Strategies across the GFC 0 0 0 11 0 1 9 73
European Market Portfolio Diversification Strategies across the GFC 0 0 1 13 1 2 10 81
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 23 1 4 17 125
Financial Dependence Analysis: Applications of Vine Copulae 0 1 1 13 1 6 13 89
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 67 0 2 8 121
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 16 0 2 11 88
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 1 6 0 5 8 63
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 4 0 1 10 86
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 7 0 2 11 94
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 11 0 1 11 120
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 4 0 2 14 95
Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression 0 0 1 63 1 7 16 203
Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective 1 1 1 44 1 6 15 139
The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions 0 0 0 79 1 2 8 124
The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions 0 0 0 48 1 6 17 180
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 12 1 5 13 62
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 32 0 3 7 61
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 29 1 2 14 85
Volatility Spillovers from Australia's Major Trading Partners across the GFC 0 0 0 9 0 5 15 93
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 1 30 1 2 16 150
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 12 1 1 8 78
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 44 0 3 9 100
Volatility spillovers from the US to Australia and China across the GFC 0 0 0 33 0 0 5 122
Total Working Papers 1 2 7 895 20 105 402 3,541

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 8 14 21 42
A Comprehensive Stability Indicator for Banks 1 1 2 10 2 6 16 66
A Gourmet's delight: CAViaR and the Australian stock market 0 0 0 21 0 2 10 97
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 0 22 3 6 16 139
A capital adequacy buffer model 0 0 0 7 0 6 15 73
An Analysis of Whether Privately Owned Financial Planning Practices Are Transitioning to Fully Independent Advice Providers 0 0 0 2 1 7 16 27
Analysing the return distributions of Australian stocks: the CAPM, factor models and quantile regressions 0 0 0 40 1 4 6 127
Beyond reasonable doubt: multiple tail risk measures applied to European industries 0 0 0 4 0 3 12 83
Cattle as a consistently resilient agricultural commodity 0 0 0 3 0 1 1 13
Do Nonparametric Measures of Extreme Equity Risk Change the Parametric Ordinal Ranking? Evidence from Asia 0 0 0 1 2 3 6 47
Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis 0 0 0 15 0 6 13 108
EVT and tail-risk modelling: Evidence from market indices and volatility series 1 2 9 41 2 14 40 181
Economic cycles and downside commodities risk 0 0 0 7 0 1 6 51
Extreme market risk and extreme value theory 0 0 1 41 0 4 17 160
Factors affecting the growth of small privately‐owned financial planning businesses 0 0 0 5 0 4 13 29
Financial dependence analysis: applications of vine copulas 0 0 0 11 0 1 15 84
Forecasting corporate financial distress in the Southeast Asian countries: A market-based approach 1 3 7 46 1 7 35 152
Industry return predictability using health policy uncertainty 0 0 2 2 0 6 19 29
Modelling tail credit risk using transition matrices 0 0 0 18 0 2 10 97
NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS 0 0 1 7 2 6 17 100
New perspectives on bank risk in Malaysia 0 0 0 3 0 3 7 24
Nuclear Brinkmanship, Limited War, and Military Power 0 0 5 41 0 7 22 143
QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS 0 0 1 12 3 10 17 50
Research Bets and Behavioral IR 0 0 1 20 0 1 8 54
Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures 0 0 1 13 3 7 14 52
THE CONTRIBUTION OF FOREIGN INVESTORS TO PRICE DISCOVERY IN THE INDONESIAN STOCK EXCHANGE 0 0 0 3 0 1 12 33
Tail dependence analysis of stock markets using extreme value theory 0 0 0 11 1 5 14 55
Tail risk network analysis of Asian banks 0 0 0 3 1 5 16 20
Take it to the limit: Innovative CVaR applications to extreme credit risk measurement 0 0 0 19 2 6 11 110
The Determinants of Capital Structure: Empirical evidence from Thai Banks 0 0 0 0 0 2 16 56
The fluctuating default risk of Australian banks 0 0 2 19 1 5 18 151
The long and short of commodity tails and their relationship to Asian equity markets 0 0 0 7 1 2 10 98
The relationship between responsible financial behaviours and financial wellbeing: The case of buy‐now‐pay‐later 4 8 25 41 20 46 141 209
Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models 0 0 2 10 2 8 29 69
Transitional credit modelling and its relationship to market value at risk: an Australian sectoral perspective 0 0 0 37 0 1 15 157
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 0 16 0 6 18 97
Volatility spillover and multivariate volatility impulse response analysis of GFC news events 0 0 0 16 0 6 22 89
Total Journal Articles 7 14 59 575 56 224 694 3,172

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 9 14
Asset Pricing, the Fama—French Factor Model and the Implications of Quantile-Regression Analysis 0 0 0 0 0 6 12 26
Thoughts on Extreme Risk in Indonesia 0 0 0 0 0 1 6 15
Total Chapters 0 0 0 0 0 7 27 55

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Statistics updated 2026-06-04