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 1 1 4 83
A Capital Adequacy Buffer Model 0 0 0 10 1 1 3 103
A Capital Adequacy Buffer Model 0 0 0 47 1 3 5 116
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 0 38 0 0 5 123
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 1 30 1 1 4 176
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 30 2 3 6 117
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 22 1 2 5 70
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 14 1 1 2 44
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 21 0 0 1 50
European Market Portfolio Diversifcation Strategies across the GFC 0 0 0 21 0 0 1 102
European Market Portfolio Diversification Strategies across the GFC 0 0 0 11 1 2 3 66
European Market Portfolio Diversification Strategies across the GFC 0 0 0 12 1 1 2 72
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 67 0 1 3 114
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 12 1 2 5 78
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 23 0 0 1 108
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 4 1 2 4 78
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 5 0 0 2 55
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 16 1 1 3 78
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 7 0 1 2 84
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 11 0 1 4 110
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 4 1 1 3 82
Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression 0 0 0 62 1 1 2 188
Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective 0 0 1 43 2 2 4 126
The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions 0 0 0 79 1 1 2 117
The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions 0 0 0 48 1 2 4 165
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 29 0 6 11 79
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 12 1 1 4 50
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 32 2 2 3 56
Volatility Spillovers from Australia's Major Trading Partners across the GFC 0 0 0 9 1 1 2 79
Volatility Spillovers from Australia's major trading partners across the GFC 1 1 1 30 3 3 4 137
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 44 0 0 1 91
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 12 1 1 3 71
Volatility spillovers from the US to Australia and China across the GFC 0 0 0 33 1 1 3 118
Total Working Papers 1 1 3 889 28 45 111 3,186

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 1 2 4 23
A Comprehensive Stability Indicator for Banks 0 0 1 9 0 0 4 53
A Gourmet's delight: CAViaR and the Australian stock market 0 0 0 21 0 0 1 87
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 1 22 0 1 6 124
A capital adequacy buffer model 0 0 0 7 1 1 2 59
An Analysis of Whether Privately Owned Financial Planning Practices Are Transitioning to Fully Independent Advice Providers 0 0 0 2 0 0 1 11
Analysing the return distributions of Australian stocks: the CAPM, factor models and quantile regressions 0 0 0 40 0 1 3 123
Beyond reasonable doubt: multiple tail risk measures applied to European industries 0 0 0 4 1 1 2 72
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 1 1 2 96
EVT and tail-risk modelling: Evidence from market indices and volatility series 0 0 2 34 2 4 15 148
Economic cycles and downside commodities risk 0 0 0 7 0 0 0 45
Extreme market risk and extreme value theory 0 1 2 41 1 2 12 146
Factors affecting the growth of small privately‐owned financial planning businesses 0 0 0 5 0 0 3 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 0 0 11 40 2 8 26 129
Industry return predictability using health policy uncertainty 0 0 0 0 2 2 12 12
Modelling tail credit risk using transition matrices 0 0 2 18 0 2 6 90
NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS 0 0 1 7 2 2 6 86
New perspectives on bank risk in Malaysia 0 0 0 3 0 0 1 17
Nuclear Brinkmanship, Limited War, and Military Power 1 1 5 38 1 2 10 124
QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS 0 1 5 12 0 2 11 35
Research Bets and Behavioral IR 0 0 3 19 0 0 6 47
Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures 0 0 1 12 0 1 4 39
THE CONTRIBUTION OF FOREIGN INVESTORS TO PRICE DISCOVERY IN THE INDONESIAN STOCK EXCHANGE 0 0 0 3 1 1 3 23
Tail dependence analysis of stock markets using extreme value theory 0 0 0 11 0 1 2 42
Tail risk network analysis of Asian banks 0 0 3 3 2 3 8 8
Take it to the limit: Innovative CVaR applications to extreme credit risk measurement 0 0 2 19 1 1 8 100
The Determinants of Capital Structure: Empirical evidence from Thai Banks 0 0 0 0 1 2 5 42
The fluctuating default risk of Australian banks 0 0 0 17 2 3 6 136
The long and short of commodity tails and their relationship to Asian equity markets 0 0 1 7 0 4 8 92
The relationship between responsible financial behaviours and financial wellbeing: The case of buy‐now‐pay‐later 0 3 16 20 11 24 86 101
Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models 1 1 2 9 4 5 7 45
Transitional credit modelling and its relationship to market value at risk: an Australian sectoral perspective 0 0 0 37 1 2 5 144
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 0 16 1 1 4 80
Volatility spillover and multivariate volatility impulse response analysis of GFC news events 0 0 1 16 2 5 9 72
Total Journal Articles 2 7 60 530 40 84 292 2,590

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 2 6
Asset Pricing, the Fama—French Factor Model and the Implications of Quantile-Regression Analysis 0 0 0 0 1 1 2 15
Thoughts on Extreme Risk in Indonesia 0 0 0 0 0 2 6 11
Total Chapters 0 0 0 0 2 4 10 32

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Statistics updated 2025-10-06