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 1 16 131
A Capital Adequacy Buffer Model 0 0 0 10 0 0 8 110
A Capital Adequacy Buffer Model 0 0 0 51 0 0 11 93
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 0 38 1 1 19 142
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 30 1 1 27 142
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 30 1 1 18 193
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 21 2 2 11 61
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 14 0 0 13 56
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 22 1 1 8 77
European Market Portfolio Diversifcation Strategies across the GFC 0 0 0 21 2 2 11 113
European Market Portfolio Diversification Strategies across the GFC 0 0 0 11 1 2 10 75
European Market Portfolio Diversification Strategies across the GFC 0 0 1 13 1 1 11 82
Financial Dependence Analysis: Applications of Vine Copulae 0 0 1 13 0 1 13 90
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 23 0 1 18 126
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 67 0 0 7 121
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 1 6 0 0 8 63
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 16 1 1 12 89
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 4 0 1 10 87
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 11 1 1 11 121
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 4 0 0 14 95
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 7 0 0 10 94
Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression 0 0 1 63 1 1 17 204
Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective 0 0 1 44 1 1 16 140
The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions 0 0 0 79 1 1 9 125
The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions 0 0 0 48 0 0 16 180
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 12 1 1 14 63
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 29 0 0 6 85
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 32 1 1 8 62
Volatility Spillovers from Australia's Major Trading Partners across the GFC 0 0 0 9 1 1 16 94
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 1 30 0 0 16 150
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 12 0 0 8 78
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 44 2 2 11 102
Volatility spillovers from the US to Australia and China across the GFC 0 0 0 33 0 0 5 122
Total Working Papers 0 0 7 895 20 25 408 3,566

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 20 42
A Comprehensive Stability Indicator for Banks 0 0 1 10 0 3 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 1 1 16 140
A capital adequacy buffer model 0 0 0 7 0 0 15 73
An Analysis of Whether Privately Owned Financial Planning Practices Are Transitioning to Fully Independent Advice Providers 0 0 0 2 0 4 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 12 83
Cattle as a consistently resilient agricultural commodity 0 0 0 3 1 2 3 15
Do Nonparametric Measures of Extreme Equity Risk Change the Parametric Ordinal Ranking? Evidence from Asia 0 0 0 1 0 2 8 49
Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis 0 0 0 15 0 1 14 109
EVT and tail-risk modelling: Evidence from market indices and volatility series 1 1 8 42 1 2 37 183
Economic cycles and downside commodities risk 0 0 0 7 0 2 8 53
Extreme market risk and extreme value theory 0 0 0 41 0 4 19 164
Factors affecting the growth of small privately‐owned financial planning businesses 0 0 0 5 2 4 16 33
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 1 2 27 154
Industry return predictability using health policy uncertainty 0 1 3 3 2 4 23 33
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 18 102
New perspectives on bank risk in Malaysia 0 0 0 3 0 0 7 24
Nuclear Brinkmanship, Limited War, and Military Power 1 1 5 42 1 1 21 144
QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS 0 1 1 13 1 3 18 53
Research Bets and Behavioral IR 0 0 1 20 0 1 8 55
Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures 0 0 1 13 0 1 14 53
THE CONTRIBUTION OF FOREIGN INVESTORS TO PRICE DISCOVERY IN THE INDONESIAN STOCK EXCHANGE 0 0 0 3 1 4 15 37
Tail dependence analysis of stock markets using extreme value theory 0 0 0 11 0 1 14 56
Tail risk network analysis of Asian banks 0 0 0 3 1 2 16 22
Take it to the limit: Innovative CVaR applications to extreme credit risk measurement 0 0 0 19 0 1 12 111
The Determinants of Capital Structure: Empirical evidence from Thai Banks 0 0 0 0 0 1 16 57
The fluctuating default risk of Australian banks 0 0 2 19 2 2 19 153
The long and short of commodity tails and their relationship to Asian equity markets 0 0 0 7 1 1 7 99
The relationship between responsible financial behaviours and financial wellbeing: The case of buy‐now‐pay‐later 0 5 26 46 9 21 140 230
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 0 0 28 69
Transitional credit modelling and its relationship to market value at risk: an Australian sectoral perspective 0 0 0 37 1 1 15 158
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 0 16 0 0 18 97
Volatility spillover and multivariate volatility impulse response analysis of GFC news events 0 0 0 16 2 2 21 91
Total Journal Articles 2 9 56 584 28 76 698 3,248

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 1 10 15
Asset Pricing, the Fama—French Factor Model and the Implications of Quantile-Regression Analysis 0 0 0 0 0 0 12 26
Thoughts on Extreme Risk in Indonesia 0 0 0 0 0 0 4 15
Total Chapters 0 0 0 0 1 1 26 56

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Statistics updated 2026-09-10