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 5 9 89
A Capital Adequacy Buffer Model 0 0 0 10 2 4 7 108
A Capital Adequacy Buffer Model 1 1 1 48 5 5 11 122
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 0 38 3 11 17 136
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 30 5 13 22 135
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 1 30 3 8 12 184
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 22 2 5 10 76
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 21 6 6 8 57
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 14 1 5 7 49
European Market Portfolio Diversifcation Strategies across the GFC 0 0 0 21 5 7 8 109
European Market Portfolio Diversification Strategies across the GFC 0 0 0 11 2 5 8 71
European Market Portfolio Diversification Strategies across the GFC 0 1 1 13 3 6 8 78
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 23 4 11 13 120
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 67 2 3 7 118
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 12 2 5 10 83
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 16 4 6 8 84
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 4 3 6 11 85
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 1 1 6 0 3 4 58
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 11 4 8 12 119
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 7 3 6 8 90
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 4 2 8 11 91
Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression 0 0 1 63 1 3 7 193
Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective 0 0 1 43 3 6 11 133
The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions 0 0 0 79 1 4 6 121
The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions 0 0 0 48 5 6 10 172
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 32 1 2 5 58
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 29 0 3 13 82
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 12 5 5 10 56
Volatility Spillovers from Australia's Major Trading Partners across the GFC 0 0 0 9 5 8 11 88
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 1 30 9 11 15 148
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 44 2 4 7 97
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 12 3 5 8 76
Volatility spillovers from the US to Australia and China across the GFC 0 0 0 33 2 3 7 122
Total Working Papers 1 3 7 893 101 196 321 3,408

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 4 5 8 28
A Comprehensive Stability Indicator for Banks 0 0 1 9 5 5 9 58
A Gourmet's delight: CAViaR and the Australian stock market 0 0 0 21 5 7 8 94
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 1 22 3 8 12 132
A capital adequacy buffer model 0 0 0 7 4 8 10 67
An Analysis of Whether Privately Owned Financial Planning Practices Are Transitioning to Fully Independent Advice Providers 0 0 0 2 3 8 9 19
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 2 4 6 76
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 1 2 4 44
Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis 0 0 0 15 3 5 7 101
EVT and tail-risk modelling: Evidence from market indices and volatility series 3 4 6 38 10 15 24 163
Economic cycles and downside commodities risk 0 0 0 7 1 3 4 49
Extreme market risk and extreme value theory 0 0 1 41 6 8 18 155
Factors affecting the growth of small privately‐owned financial planning businesses 0 0 0 5 5 8 11 25
Financial dependence analysis: applications of vine copulas 0 0 0 11 8 12 14 81
Forecasting corporate financial distress in the Southeast Asian countries: A market-based approach 1 2 8 43 6 13 34 145
Industry return predictability using health policy uncertainty 0 1 1 1 3 10 22 22
Modelling tail credit risk using transition matrices 0 0 2 18 2 5 11 95
NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS 0 0 1 7 3 4 9 90
New perspectives on bank risk in Malaysia 0 0 0 3 2 4 5 21
Nuclear Brinkmanship, Limited War, and Military Power 0 1 6 39 2 8 18 134
QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS 0 0 3 12 3 4 9 39
Research Bets and Behavioral IR 0 0 4 20 2 3 9 51
Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures 0 0 1 12 3 5 7 44
THE CONTRIBUTION OF FOREIGN INVESTORS TO PRICE DISCOVERY IN THE INDONESIAN STOCK EXCHANGE 0 0 0 3 4 9 12 32
Tail dependence analysis of stock markets using extreme value theory 0 0 0 11 1 4 7 47
Tail risk network analysis of Asian banks 0 0 0 3 5 7 12 15
Take it to the limit: Innovative CVaR applications to extreme credit risk measurement 0 0 1 19 0 3 6 103
The Determinants of Capital Structure: Empirical evidence from Thai Banks 0 0 0 0 1 8 13 52
The fluctuating default risk of Australian banks 1 1 2 19 4 8 14 145
The long and short of commodity tails and their relationship to Asian equity markets 0 0 1 7 2 2 8 94
The relationship between responsible financial behaviours and financial wellbeing: The case of buy‐now‐pay‐later 0 7 23 30 9 40 119 155
Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models 0 1 2 10 9 13 18 58
Transitional credit modelling and its relationship to market value at risk: an Australian sectoral perspective 0 0 0 37 3 11 15 156
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 0 16 6 7 12 89
Volatility spillover and multivariate volatility impulse response analysis of GFC news events 0 0 0 16 5 9 17 82
Total Journal Articles 5 17 64 553 135 275 524 2,896

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 5 7 10 14
Asset Pricing, the Fama—French Factor Model and the Implications of Quantile-Regression Analysis 0 0 0 0 3 4 6 19
Thoughts on Extreme Risk in Indonesia 0 0 0 0 1 3 9 14
Total Chapters 0 0 0 0 9 14 25 47

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Statistics updated 2026-02-12