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 47 0 2 2 113
A Capital Adequacy Buffer Model 0 0 0 51 0 1 3 82
A Capital Adequacy Buffer Model 0 0 0 10 0 1 2 102
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 0 38 1 4 6 123
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 30 0 1 3 114
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 1 1 30 1 3 3 175
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 14 0 1 2 43
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 22 0 2 4 68
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 21 0 1 2 50
European Market Portfolio Diversifcation Strategies across the GFC 0 0 0 21 0 1 3 102
European Market Portfolio Diversification Strategies across the GFC 0 0 0 11 0 1 1 64
European Market Portfolio Diversification Strategies across the GFC 0 0 0 12 0 1 1 71
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 67 1 2 2 113
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 23 0 1 1 108
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 12 0 1 3 76
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 4 0 1 2 76
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 5 0 1 2 55
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 16 0 1 4 77
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 11 1 2 3 109
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 7 0 1 1 83
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 4 0 1 2 81
Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression 0 0 0 62 0 1 1 187
Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective 0 1 2 43 0 2 4 124
The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions 0 0 0 79 0 1 1 116
The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions 0 0 0 48 0 1 2 163
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 12 2 3 3 49
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 32 0 1 1 54
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 29 0 1 3 71
Volatility Spillovers from Australia's Major Trading Partners across the GFC 0 0 0 9 0 1 1 78
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 0 29 0 1 2 134
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 44 0 1 2 91
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 12 0 1 2 70
Volatility spillovers from the US to Australia and China across the GFC 0 0 0 33 0 2 2 117
Total Working Papers 0 2 3 888 6 46 76 3,139

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 0 1 2 21
A Comprehensive Stability Indicator for Banks 0 0 0 8 0 1 1 50
A Gourmet's delight: CAViaR and the Australian stock market 0 0 0 21 0 1 2 87
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 1 3 22 0 3 9 123
A capital adequacy buffer model 0 0 0 7 0 1 1 58
An Analysis of Whether Privately Owned Financial Planning Practices Are Transitioning to Fully Independent Advice Providers 0 0 0 2 1 1 1 11
Analysing the return distributions of Australian stocks: the CAPM, factor models and quantile regressions 0 0 0 40 0 1 1 121
Beyond reasonable doubt: multiple tail risk measures applied to European industries 0 0 0 4 0 1 1 71
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 0 1 1 95
EVT and tail-risk modelling: Evidence from market indices and volatility series 0 0 1 32 0 2 10 141
Economic cycles and downside commodities risk 0 0 0 7 0 0 2 45
Extreme market risk and extreme value theory 0 0 2 40 1 5 14 143
Factors affecting the growth of small privately‐owned financial planning businesses 0 0 1 5 1 2 4 16
Financial dependence analysis: applications of vine copulas 0 0 0 11 0 1 3 69
Forecasting corporate financial distress in the Southeast Asian countries: A market-based approach 1 4 11 39 1 5 21 117
Industry return predictability using health policy uncertainty 0 0 0 0 0 0 10 10
Modelling tail credit risk using transition matrices 1 2 2 18 1 3 3 87
NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS 0 0 0 6 0 2 3 83
New perspectives on bank risk in Malaysia 0 0 0 3 0 0 1 17
Nuclear Brinkmanship, Limited War, and Military Power 2 2 3 36 3 4 8 121
QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS 0 1 4 11 0 2 9 33
Research Bets and Behavioral IR 1 1 4 19 1 2 6 46
Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures 0 1 1 12 0 1 5 38
THE CONTRIBUTION OF FOREIGN INVESTORS TO PRICE DISCOVERY IN THE INDONESIAN STOCK EXCHANGE 0 0 1 3 0 1 3 21
Tail dependence analysis of stock markets using extreme value theory 0 0 0 11 0 1 2 41
Tail risk network analysis of Asian banks 0 0 3 3 0 0 4 4
Take it to the limit: Innovative CVaR applications to extreme credit risk measurement 0 1 2 19 0 2 7 99
The Determinants of Capital Structure: Empirical evidence from Thai Banks 0 0 0 0 0 1 3 40
The fluctuating default risk of Australian banks 0 0 1 17 0 1 4 133
The long and short of commodity tails and their relationship to Asian equity markets 0 1 1 7 1 2 4 88
The relationship between responsible financial behaviours and financial wellbeing: The case of buy‐now‐pay‐later 1 6 14 16 9 25 61 68
Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models 0 0 1 8 0 0 3 40
Transitional credit modelling and its relationship to market value at risk: an Australian sectoral perspective 0 0 0 37 0 1 3 142
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 0 16 0 1 3 79
Volatility spillover and multivariate volatility impulse response analysis of GFC news events 0 0 1 16 0 2 4 67
Total Journal Articles 6 20 57 516 19 77 220 2,478

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 1 1 5
Asset Pricing, the Fama—French Factor Model and the Implications of Quantile-Regression Analysis 0 0 0 0 0 1 1 14
Thoughts on Extreme Risk in Indonesia 0 0 0 0 0 1 7 9
Total Chapters 0 0 0 0 0 3 9 28

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Statistics updated 2025-06-06