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 0 0 97
A Capital Adequacy Buffer Model 0 0 0 47 0 0 1 108
A Capital Adequacy Buffer Model 0 0 0 51 1 1 2 75
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 1 38 0 0 2 115
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 29 0 0 0 172
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 30 0 0 1 109
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 14 0 0 0 40
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 22 0 1 1 64
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 1 1 21 0 1 1 48
European Market Portfolio Diversifcation Strategies across the GFC 0 0 1 21 0 1 2 99
European Market Portfolio Diversification Strategies across the GFC 0 0 1 11 0 0 4 69
European Market Portfolio Diversification Strategies across the GFC 0 0 2 11 0 0 2 62
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 12 0 0 0 72
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 23 0 0 3 107
Financial Dependence Analysis: Applications of Vine Copulae 0 0 2 67 0 0 4 111
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 4 0 0 1 73
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 16 0 0 4 69
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 5 0 0 1 50
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 4 0 0 0 79
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 7 0 0 5 82
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 11 0 0 0 103
Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression 0 0 2 62 1 1 5 183
Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective 0 1 1 41 0 1 2 118
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 1 48 0 0 4 159
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 29 1 2 3 68
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 12 0 0 1 45
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 31 0 0 0 51
Volatility Spillovers from Australia's Major Trading Partners across the GFC 0 0 1 9 0 0 3 77
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 0 29 1 1 1 129
Volatility Spillovers from the US to Australia and China across the GFC 0 0 1 44 0 0 1 88
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 12 0 0 0 65
Volatility spillovers from the US to Australia and China across the GFC 0 1 1 33 0 1 2 115
Total Working Papers 0 3 15 883 4 10 56 3,017

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 0 0 0 0 18
A Comprehensive Stability Indicator for Banks 0 0 0 6 0 0 2 46
A Gourmet's delight: CAViaR and the Australian stock market 1 1 1 20 1 1 1 84
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 1 19 0 0 1 111
A capital adequacy buffer model 0 0 0 5 0 0 0 54
An Analysis of Whether Privately Owned Financial Planning Practices Are Transitioning to Fully Independent Advice Providers 0 0 0 0 0 0 8 8
Analysing the return distributions of Australian stocks: the CAPM, factor models and quantile regressions 0 0 0 40 0 0 0 119
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 2 2 0 0 2 10
Do Nonparametric Measures of Extreme Equity Risk Change the Parametric Ordinal Ranking? Evidence from Asia 0 0 0 1 0 0 0 40
Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis 0 0 0 14 0 0 1 92
EVT and tail-risk modelling: Evidence from market indices and volatility series 0 2 2 28 1 4 6 125
Economic cycles and downside commodities risk 0 0 0 7 0 0 1 42
Extreme market risk and extreme value theory 0 1 5 36 1 2 10 122
Financial dependence analysis: applications of vine copulas 0 1 1 10 1 3 4 63
Forecasting corporate financial distress in the Southeast Asian countries: A market-based approach 0 3 6 15 2 7 25 67
Modelling tail credit risk using transition matrices 0 0 0 15 0 0 1 77
NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS 0 0 0 5 0 1 3 76
New perspectives on bank risk in Malaysia 0 0 1 3 0 0 1 16
Nuclear Brinkmanship, Limited War, and Military Power 0 0 5 29 2 4 21 100
QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS 0 0 0 6 0 0 4 21
Research Bets and Behavioral IR 0 0 0 15 0 0 0 40
Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures 0 1 4 8 0 3 12 22
THE CONTRIBUTION OF FOREIGN INVESTORS TO PRICE DISCOVERY IN THE INDONESIAN STOCK EXCHANGE 0 0 0 2 0 0 0 15
Tail dependence analysis of stock markets using extreme value theory 0 0 0 7 0 0 1 35
Take it to the limit: Innovative CVaR applications to extreme credit risk measurement 0 0 0 15 1 1 1 88
The Determinants of Capital Structure: Empirical evidence from Thai Banks 0 0 0 0 1 7 17 30
The fluctuating default risk of Australian banks 0 0 1 16 1 2 9 122
The long and short of commodity tails and their relationship to Asian equity markets 1 1 2 6 1 1 6 81
Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models 0 1 3 7 0 3 8 34
Transitional credit modelling and its relationship to market value at risk: an Australian sectoral perspective 0 0 1 36 0 0 1 136
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 1 15 0 0 1 73
Volatility spillover and multivariate volatility impulse response analysis of GFC news events 0 0 0 13 1 2 7 56
Total Journal Articles 2 11 36 405 13 41 154 2,093

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 3
Asset Pricing, the Fama—French Factor Model and the Implications of Quantile-Regression Analysis 0 0 0 0 0 2 5 11
Thoughts on Extreme Risk in Indonesia 0 0 0 0 0 0 0 1
Total Chapters 0 0 0 0 0 2 5 15

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Statistics updated 2023-06-05