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 0 2 113
A Capital Adequacy Buffer Model 0 0 0 10 0 0 2 102
A Capital Adequacy Buffer Model 0 0 0 51 0 0 3 82
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 0 38 0 2 6 123
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 1 1 30 0 2 3 175
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 30 0 0 3 114
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 21 0 0 2 50
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 14 0 0 2 43
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 22 0 0 4 68
European Market Portfolio Diversifcation Strategies across the GFC 0 0 0 21 0 0 3 102
European Market Portfolio Diversification Strategies across the GFC 0 0 0 11 0 0 1 64
European Market Portfolio Diversification Strategies across the GFC 0 0 0 12 0 0 1 71
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 23 0 0 1 108
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 67 0 1 2 113
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 12 0 0 3 76
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 4 0 0 2 76
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 16 0 0 4 77
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 5 0 0 2 55
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 7 0 0 1 83
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 11 0 1 3 109
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 4 0 0 2 81
Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression 0 0 0 62 0 0 1 187
Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective 0 1 1 43 0 1 2 124
The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions 0 0 0 79 0 0 1 116
The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions 0 0 0 48 0 0 2 163
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 12 0 2 3 49
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 32 0 0 1 54
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 29 2 2 5 73
Volatility Spillovers from Australia's Major Trading Partners across the GFC 0 0 0 9 0 0 1 78
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 0 29 0 0 2 134
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 12 0 0 2 70
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 44 0 0 2 91
Volatility spillovers from the US to Australia and China across the GFC 0 0 0 33 0 0 2 117
Total Working Papers 0 2 2 888 2 11 76 3,141

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 0 0 2 21
A Comprehensive Stability Indicator for Banks 1 1 1 9 3 3 4 53
A Gourmet's delight: CAViaR and the Australian stock market 0 0 0 21 0 0 2 87
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 1 2 22 0 1 8 123
A capital adequacy buffer model 0 0 0 7 0 0 1 58
An Analysis of Whether Privately Owned Financial Planning Practices Are Transitioning to Fully Independent Advice Providers 0 0 0 2 0 1 1 11
Analysing the return distributions of Australian stocks: the CAPM, factor models and quantile regressions 0 0 0 40 1 1 2 122
Beyond reasonable doubt: multiple tail risk measures applied to European industries 0 0 0 4 0 0 1 71
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 0 1 41
Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis 0 0 0 15 0 0 1 95
EVT and tail-risk modelling: Evidence from market indices and volatility series 2 2 3 34 3 4 12 144
Economic cycles and downside commodities risk 0 0 0 7 0 0 1 45
Extreme market risk and extreme value theory 0 0 1 40 1 4 13 144
Factors affecting the growth of small privately‐owned financial planning businesses 0 0 0 5 1 2 4 17
Financial dependence analysis: applications of vine copulas 0 0 0 11 0 0 3 69
Forecasting corporate financial distress in the Southeast Asian countries: A market-based approach 1 3 12 40 4 7 22 121
Industry return predictability using health policy uncertainty 0 0 0 0 0 0 10 10
Modelling tail credit risk using transition matrices 0 1 2 18 1 2 4 88
NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS 1 1 1 7 1 1 4 84
New perspectives on bank risk in Malaysia 0 0 0 3 0 0 1 17
Nuclear Brinkmanship, Limited War, and Military Power 1 3 4 37 1 4 9 122
QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS 0 1 4 11 0 1 9 33
Research Bets and Behavioral IR 0 1 3 19 1 3 6 47
Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures 0 0 1 12 0 0 5 38
THE CONTRIBUTION OF FOREIGN INVESTORS TO PRICE DISCOVERY IN THE INDONESIAN STOCK EXCHANGE 0 0 0 3 1 1 3 22
Tail dependence analysis of stock markets using extreme value theory 0 0 0 11 0 0 2 41
Tail risk network analysis of Asian banks 0 0 3 3 1 1 5 5
Take it to the limit: Innovative CVaR applications to extreme credit risk measurement 0 0 2 19 0 0 7 99
The Determinants of Capital Structure: Empirical evidence from Thai Banks 0 0 0 0 0 0 3 40
The fluctuating default risk of Australian banks 0 0 1 17 0 0 4 133
The long and short of commodity tails and their relationship to Asian equity markets 0 1 1 7 0 2 4 88
The relationship between responsible financial behaviours and financial wellbeing: The case of buy‐now‐pay‐later 1 5 13 17 9 25 66 77
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 3 142
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 0 16 0 0 3 79
Volatility spillover and multivariate volatility impulse response analysis of GFC news events 0 0 1 16 0 1 4 67
Total Journal Articles 7 20 57 523 28 64 233 2,506

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 1 5
Asset Pricing, the Fama—French Factor Model and the Implications of Quantile-Regression Analysis 0 0 0 0 0 0 1 14
Thoughts on Extreme Risk in Indonesia 0 0 0 0 0 0 7 9
Total Chapters 0 0 0 0 0 0 9 28

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-07-04