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 0 4 8 89
A Capital Adequacy Buffer Model 0 1 1 48 4 9 15 126
A Capital Adequacy Buffer Model 0 0 0 10 0 4 7 108
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 0 38 4 11 21 140
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 1 30 0 6 12 184
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 30 0 10 22 135
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 22 0 3 10 76
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 21 1 7 9 58
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 14 0 1 7 49
European Market Portfolio Diversifcation Strategies across the GFC 0 0 0 21 0 5 8 109
European Market Portfolio Diversification Strategies across the GFC 0 1 1 13 1 6 9 79
European Market Portfolio Diversification Strategies across the GFC 0 0 0 11 1 4 9 72
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 12 0 4 8 83
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 67 1 4 8 119
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 23 1 9 14 121
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 1 6 0 0 4 58
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 16 2 8 10 86
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 4 0 5 10 85
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 7 2 6 10 92
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 4 2 8 13 93
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 11 0 5 12 119
Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression 0 0 1 63 3 4 10 196
Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective 0 0 1 43 0 5 11 133
The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions 0 0 0 79 1 4 7 122
The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions 0 0 0 48 2 7 12 174
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 12 1 6 11 57
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 32 0 2 5 58
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 29 1 1 13 83
Volatility Spillovers from Australia's Major Trading Partners across the GFC 0 0 0 9 0 7 11 88
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 1 30 0 11 15 148
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 44 0 2 7 97
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 12 1 5 8 77
Volatility spillovers from the US to Australia and China across the GFC 0 0 0 33 0 3 7 122
Total Working Papers 0 2 7 893 28 176 343 3,436

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 4 8 28
A Comprehensive Stability Indicator for Banks 0 0 1 9 2 7 11 60
A Gourmet's delight: CAViaR and the Australian stock market 0 0 0 21 1 8 9 95
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 1 22 1 6 13 133
A capital adequacy buffer model 0 0 0 7 0 6 10 67
An Analysis of Whether Privately Owned Financial Planning Practices Are Transitioning to Fully Independent Advice Providers 0 0 0 2 1 5 10 20
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 4 8 10 80
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 2 3 44
Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis 0 0 0 15 1 4 8 102
EVT and tail-risk modelling: Evidence from market indices and volatility series 1 5 7 39 4 18 28 167
Economic cycles and downside commodities risk 0 0 0 7 1 4 5 50
Extreme market risk and extreme value theory 0 0 1 41 1 9 18 156
Factors affecting the growth of small privately‐owned financial planning businesses 0 0 0 5 0 6 11 25
Financial dependence analysis: applications of vine copulas 0 0 0 11 2 12 15 83
Forecasting corporate financial distress in the Southeast Asian countries: A market-based approach 0 1 8 43 0 8 33 145
Industry return predictability using health policy uncertainty 1 1 2 2 1 8 13 23
Modelling tail credit risk using transition matrices 0 0 2 18 0 5 11 95
NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS 0 0 1 7 4 7 13 94
New perspectives on bank risk in Malaysia 0 0 0 3 0 4 4 21
Nuclear Brinkmanship, Limited War, and Military Power 2 2 7 41 2 8 19 136
QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS 0 0 2 12 1 4 9 40
Research Bets and Behavioral IR 0 0 2 20 2 4 9 53
Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures 1 1 2 13 1 5 8 45
THE CONTRIBUTION OF FOREIGN INVESTORS TO PRICE DISCOVERY IN THE INDONESIAN STOCK EXCHANGE 0 0 0 3 0 7 12 32
Tail dependence analysis of stock markets using extreme value theory 0 0 0 11 3 5 10 50
Tail risk network analysis of Asian banks 0 0 0 3 0 7 11 15
Take it to the limit: Innovative CVaR applications to extreme credit risk measurement 0 0 1 19 1 3 7 104
The Determinants of Capital Structure: Empirical evidence from Thai Banks 0 0 0 0 2 9 15 54
The fluctuating default risk of Australian banks 0 1 2 19 1 6 14 146
The long and short of commodity tails and their relationship to Asian equity markets 0 0 1 7 2 4 10 96
The relationship between responsible financial behaviours and financial wellbeing: The case of buy‐now‐pay‐later 3 4 23 33 8 29 120 163
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 3 15 21 61
Transitional credit modelling and its relationship to market value at risk: an Australian sectoral perspective 0 0 0 37 0 8 15 156
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 0 16 2 8 13 91
Volatility spillover and multivariate volatility impulse response analysis of GFC news events 0 0 0 16 1 9 18 83
Total Journal Articles 8 15 65 561 52 262 547 2,948

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 6 10 14
Asset Pricing, the Fama—French Factor Model and the Implications of Quantile-Regression Analysis 0 0 0 0 1 5 7 20
Thoughts on Extreme Risk in Indonesia 0 0 0 0 0 2 6 14
Total Chapters 0 0 0 0 1 13 23 48

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Statistics updated 2026-03-04