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 3 3 10 92
A Capital Adequacy Buffer Model 0 0 1 48 3 7 16 129
A Capital Adequacy Buffer Model 0 0 0 10 2 2 8 110
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 0 38 1 5 19 141
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 30 5 5 15 189
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 30 4 5 26 140
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 1 2 9 59
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 14 4 4 10 53
European Market Portfolio Diversifcation Strategies across the GFC 0 0 0 21 2 2 9 111
European Market Portfolio Diversification Strategies across the GFC 0 0 0 11 1 2 9 73
European Market Portfolio Diversification Strategies across the GFC 0 0 1 13 1 2 9 80
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 67 0 3 9 121
Financial Dependence Analysis: Applications of Vine Copulae 1 1 1 13 5 5 12 88
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 23 2 4 16 124
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 4 1 1 10 86
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 1 6 3 5 8 63
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 16 2 4 11 88
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 11 1 1 12 120
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 4 1 4 14 95
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 7 1 4 11 94
Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression 0 0 1 63 6 9 15 202
Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective 0 0 0 43 3 5 14 138
The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions 0 0 0 79 0 2 7 123
The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions 0 0 0 48 5 7 16 179
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 29 1 2 13 84
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 32 3 3 7 61
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 12 3 5 14 61
Volatility Spillovers from Australia's Major Trading Partners across the GFC 0 0 0 9 2 5 15 93
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 1 30 1 1 15 149
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 44 2 3 9 100
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 12 0 1 7 77
Volatility spillovers from the US to Australia and China across the GFC 0 0 0 33 0 0 5 122
Total Working Papers 1 1 6 894 69 113 388 3,521

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 5 6 13 34
A Comprehensive Stability Indicator for Banks 0 0 1 9 3 6 14 64
A Gourmet's delight: CAViaR and the Australian stock market 0 0 0 21 1 3 10 97
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 0 22 3 4 13 136
A capital adequacy buffer model 0 0 0 7 5 6 15 73
An Analysis of Whether Privately Owned Financial Planning Practices Are Transitioning to Fully Independent Advice Providers 0 0 0 2 3 7 16 26
Analysing the return distributions of Australian stocks: the CAPM, factor models and quantile regressions 0 0 0 40 3 3 5 126
Beyond reasonable doubt: multiple tail risk measures applied to European industries 0 0 0 4 2 7 12 83
Cattle as a consistently resilient agricultural commodity 0 0 0 3 1 1 1 13
Do Nonparametric Measures of Extreme Equity Risk Change the Parametric Ordinal Ranking? Evidence from Asia 0 0 0 1 1 1 4 45
Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis 0 0 0 15 4 7 13 108
EVT and tail-risk modelling: Evidence from market indices and volatility series 1 2 8 40 8 16 38 179
Economic cycles and downside commodities risk 0 0 0 7 1 2 6 51
Extreme market risk and extreme value theory 0 0 1 41 2 5 18 160
Factors affecting the growth of small privately‐owned financial planning businesses 0 0 0 5 2 4 14 29
Financial dependence analysis: applications of vine copulas 0 0 0 11 1 3 15 84
Forecasting corporate financial distress in the Southeast Asian countries: A market-based approach 0 2 7 45 3 6 35 151
Industry return predictability using health policy uncertainty 0 1 2 2 4 7 19 29
Modelling tail credit risk using transition matrices 0 0 1 18 1 2 11 97
NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS 0 0 1 7 2 8 15 98
New perspectives on bank risk in Malaysia 0 0 0 3 3 3 7 24
Nuclear Brinkmanship, Limited War, and Military Power 0 2 7 41 4 9 25 143
QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS 0 0 1 12 3 8 14 47
Research Bets and Behavioral IR 0 0 2 20 0 3 9 54
Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures 0 1 1 13 4 5 11 49
THE CONTRIBUTION OF FOREIGN INVESTORS TO PRICE DISCOVERY IN THE INDONESIAN STOCK EXCHANGE 0 0 0 3 1 1 12 33
Tail dependence analysis of stock markets using extreme value theory 0 0 0 11 1 7 13 54
Tail risk network analysis of Asian banks 0 0 0 3 3 4 15 19
Take it to the limit: Innovative CVaR applications to extreme credit risk measurement 0 0 0 19 2 5 9 108
The Determinants of Capital Structure: Empirical evidence from Thai Banks 0 0 0 0 1 4 16 56
The fluctuating default risk of Australian banks 0 0 2 19 2 5 17 150
The long and short of commodity tails and their relationship to Asian equity markets 0 0 0 7 0 3 10 97
The relationship between responsible financial behaviours and financial wellbeing: The case of buy‐now‐pay‐later 2 7 22 37 14 34 130 189
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 4 9 27 67
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 6 8 18 97
Volatility spillover and multivariate volatility impulse response analysis of GFC news events 0 0 0 16 6 7 22 89
Total Journal Articles 3 15 58 568 109 220 657 3,116

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 5 7 12 26
Thoughts on Extreme Risk in Indonesia 0 0 0 0 1 1 6 15
Total Chapters 0 0 0 0 6 8 27 55

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Statistics updated 2026-05-06