Robert John Powell
Names
| first: |
Robert |
| middle: |
John |
| last: |
Powell |
Identifer
Contact
Affiliations
-
Edith Cowan University
/ School of Business
Research profile
author of:
- Transitional credit modelling and its relationship to market value at risk: an Australian sectoral perspective (RePEc:bla:acctfi:v:49:y:2009:i:3:p:425-444)
by David E. Allen & Robert Powell - The relationship between responsible financial behaviours and financial wellbeing: The case of buy‐now‐pay‐later (RePEc:bla:acctfi:v:63:y:2023:i:4:p:4431-4451)
by Robert Powell & Anh Do & Denise Gengatharen & Jaime Yong & Rasiah Gengatharen - Factors affecting the growth of small privately‐owned financial planning businesses (RePEc:bla:ausecp:v:61:y:2022:i:4:p:717-737)
by Darren A. Pawski & Robert J. Powell & Anna Golab - Financial dependence analysis: applications of vine copulas (RePEc:bla:stanee:v:67:y:2013:i:4:p:403-435)
by David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh - A Capital Adequacy Buffer Model (RePEc:cbt:econwp:13/35)
by David Allen & Michael McAleer & Robert Powell & Abhay Singh - Volatility Spillovers from Australia's major trading partners across the GFC (RePEc:cbt:econwp:14/23)
by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh - European Market Portfolio Diversifcation Strategies across the GFC (RePEc:cbt:econwp:14/25)
by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh - Nuclear Brinkmanship, Limited War, and Military Power (RePEc:cup:intorg:v:69:y:2015:i:03:p:589-626_00)
by Powell, Robert - Research Bets and Behavioral IR (RePEc:cup:intorg:v:71:y:2017:i:s1:p:s265-s277_00)
by Powell, Robert - The long and short of commodity tails and their relationship to Asian equity markets (RePEc:eee:asieco:v:52:y:2017:i:c:p:32-44)
by Powell, Robert J. & Vo, Duc H. & Pham, Thach N. & Singh, Abhay K. - Forecasting corporate financial distress in the Southeast Asian countries: A market-based approach (RePEc:eee:asieco:v:74:y:2021:i:c:s1049007821000221)
by Dinh, Dung V. & Powell, Robert J. & Vo, Duc H. - EVT and tail-risk modelling: Evidence from market indices and volatility series (RePEc:eee:ecofin:v:26:y:2013:i:c:p:355-369)
by Allen, David E. & Singh, Abhay K. & Powell, Robert J. - Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models (RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819301342)
by Do, A. & Powell, R. & Yong, J. & Singh, A. - Take it to the limit: Innovative CVaR applications to extreme credit risk measurement (RePEc:eee:ejores:v:249:y:2016:i:2:p:465-475)
by Allen, D.E. & Powell, R.J. & Singh, A.K. - Tail risk network analysis of Asian banks (RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899)
by Pham, Thach N. & Powell, Robert & Bannigidadmath, Deepa - Modelling tail credit risk using transition matrices (RePEc:eee:matcom:v:93:y:2013:i:c:p:67-75)
by Allen, D.E. & Kramadibrata, A.R. & Powell, R.J. & Singh, A.K. - Extreme market risk and extreme value theory (RePEc:eee:matcom:v:94:y:2013:i:c:p:310-328)
by Singh, Abhay K. & Allen, David E. & Robert, Powell J. - Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures (RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001773)
by Pham, Thach N. & Powell, Robert & Bannigidadmath, Deepa - Volatility Spillovers from Australia's major trading partners across the GFC (RePEc:eee:reveco:v:47:y:2017:i:c:p:159-175)
by Allen, David E. & McAleer, Michael & Powell, Robert J. & Singh, Abhay K. - A Capital Adequacy Buffer Model (RePEc:ems:eureir:50131)
by Allen, D.E. & Powell, R.J. & Singh, A.K. - Multivariate Volatility Impulse Response Analysis of GFC News Events (RePEc:ems:eureir:78711)
by Allen, D.E. & McAleer, M.J. & Powell, R.J. & Singh, A.K. - Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC (RePEc:ems:eureir:79216)
by Allen, D.E. & McAleer, M.J. & Powell, R.J. & Singh, A.K. - Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events (RePEc:ems:eureir:98037)
by Allen, D.E. & McAleer, M.J. & Powell, R.J. & Singh, A.K. - An Analysis of Whether Privately Owned Financial Planning Practices Are Transitioning to Fully Independent Advice Providers (RePEc:gam:jjrfmx:v:15:y:2022:i:8:p:356-:d:883450)
by Darren Pawski & Robert Powell & Anna Golab - A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 (RePEc:gam:jjrfmx:v:6:y:2013:i:1:p:6-30:d:29740)
by David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh - Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis (RePEc:gam:jjrfmx:v:9:y:2016:i:2:p:6-:d:72448)
by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh - Do Nonparametric Measures of Extreme Equity Risk Change the Parametric Ordinal Ranking? Evidence from Asia (RePEc:gam:jrisks:v:6:y:2018:i:4:p:121-:d:175543)
by Robert J. Powell & Duc H. Vo & Thach N. Pham - A Comprehensive Stability Indicator for Banks (RePEc:gam:jrisks:v:8:y:2020:i:1:p:13-:d:315737)
by Robert J. Powell & Duc H. Vo - Analysing the return distributions of Australian stocks: the CAPM, factor models and quantile regressions (RePEc:ids:gbusec:v:15:y:2013:i:1:p:88-109)
by David E. Allen & Abhay Kumar Singh & Robert Powell - A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 (RePEc:kyo:wpaper:827)
by D.E. Allen & A. Kramadibrata & M. McAleer & R. Powell & A. K. Singh - The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions (RePEc:kyo:wpaper:831)
by David E Allen & Abhay K Singh & Robert J Powell & Michael McAleer & James Taylor & Lyn Thomas - Volatility spillovers from the US to Australia and China across the GFC (RePEc:kyo:wpaper:838)
by David E Allen & Michael McAleer & Robert J Powell & Abhay Kumar Singh - Financial Dependence Analysis: Applications of Vine Copulae (RePEc:kyo:wpaper:843)
by David E Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J Powell & Abhay K Singh - Nonparametric Multiple Change Point Analysis of the Global Financial Crisis (RePEc:kyo:wpaper:866)
by David E Allen & Michael McAleer & Robert J Powell & Abhay K Singh - Asset Pricing, the Fama—French Factor Model and the Implications of Quantile-Regression Analysis (RePEc:pal:palchp:978-0-230-29810-1_7)
by David E. Allen & Singh Robert Powell - Aspects of Volatility and Correlations in European Emerging Economies (RePEc:pal:palchp:978-1-137-45066-1_4)
by Anna Golab & David E. Allen & Robert Powell - Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective (RePEc:pra:mprapa:47206)
by Allen, David E & Powell, Robert - The Determinants of Capital Structure: Empirical evidence from Thai Banks (RePEc:rnd:arimbr:v:5:y:2013:i:8:p:401-410)
by David E Allen & Robert John Powell - The fluctuating default risk of Australian banks (RePEc:sae:ausman:v:37:y:2012:i:2:p:297-325)
by David E Allen & Robert Powell - Thoughts on Extreme Risk in Indonesia (RePEc:spr:prbchp:978-981-287-499-3_11)
by Roberto Akyuwen & Raymond Boffey & Robert Powell & Krisna Wijaya - A Gourmet's delight: CAViaR and the Australian stock market (RePEc:taf:apeclt:v:19:y:2012:i:15:p:1493-1498)
by D. E. Allen & A. K. Singh & R. Powell - Beyond reasonable doubt: multiple tail risk measures applied to European industries (RePEc:taf:apeclt:v:19:y:2012:i:7:p:671-676)
by David Edmund Allen & Robert John Powell & Abhay Kumar Singh - A capital adequacy buffer model (RePEc:taf:apeclt:v:23:y:2016:i:3:p:175-179)
by D. E. Allen & M. McAleer & R. J. Powell & A. K. Singh - Economic cycles and downside commodities risk (RePEc:taf:apeclt:v:25:y:2018:i:4:p:258-263)
by Robert J. Powell & Duc H. Vo & Thach N. Pham - Volatility spillover and multivariate volatility impulse response analysis of GFC news events (RePEc:taf:applec:v:49:y:2017:i:33:p:3246-3262)
by David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh - Tail dependence analysis of stock markets using extreme value theory (RePEc:taf:applec:v:49:y:2017:i:45:p:4588-4599)
by Abhay K. Singh & David E. Allen & Robert J. Powell - Cattle as a consistently resilient agricultural commodity (RePEc:taf:applec:v:51:y:2019:i:55:p:5911-5922)
by Robert Powell & Duc H. Vo & Thach N. Pham - New perspectives on bank risk in Malaysia (RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1326217)
by R.J. Powell - Volatility Spillovers from the US to Australia and China across the GFC (RePEc:tin:wpaper:20130009)
by David E. Allen & Michael McAleer & R.J. Powell & A.K. Singh - A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 (RePEc:tin:wpaper:20130018)
by David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh - Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression (RePEc:tin:wpaper:20130020)
by David E. Allen & Abhay K. Singh & Robert J. Powell & Michael McAleer & James Taylor & Lyn Thomas - Financial Dependence Analysis: Applications of Vine Copulae (RePEc:tin:wpaper:20130022)
by David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh - Nonparametric Multiple Change Point Analysis of the Global Financial Crisis (RePEc:tin:wpaper:20130072)
by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh - Volatility Spillovers from Australia's Major Trading Partners across the GFC (RePEc:tin:wpaper:20140106)
by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh - European Market Portfolio Diversification Strategies across the GFC (RePEc:tin:wpaper:20140134)
by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh - Multivariate Volatility Impulse Response Analysis of GFC News Events (RePEc:tin:wpaper:20150089)
by David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh - Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC (RePEc:tin:wpaper:20150122)
by David E. Allen & Michael McAleer & Robert J. Powell & Abbay K. Singh - Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events (RePEc:tin:wpaper:20160084)
by David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh - A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 (RePEc:ucm:doicae:1219)
by D.E. Allen & A. Kramadibrata & Michael McAleer & R. Powell & A. K. Singh - The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions (RePEc:ucm:doicae:1224)
by D.E. Allen & Abhay K Singh & R. Powell & Michael McAleer & James Taylor & Lyn Thomas - Volatility Spillovers from the US to Australia and China across the GFC (RePEc:ucm:doicae:1230)
by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh - Financial Dependence Analysis: Applications of Vine Copulae (RePEc:ucm:doicae:1305)
by David Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh - Nonparametric Multiple Change Point Analysis of the Global Financial Crisis (RePEc:ucm:doicae:1317)
by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh - A Capital Adequacy Buffer Model (RePEc:ucm:doicae:1333)
by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh - European Market Portfolio Diversification Strategies across the GFC (RePEc:ucm:doicae:1427)
by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh - Multivariate Volatility Impulse Response Analysis of GFC News Events (RePEc:ucm:doicae:1510)
by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh - Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC (RePEc:ucm:doicae:1519)
by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh - Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events (RePEc:ucm:doicae:1616)
by David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh - Quantile Regression As A Tool For Portfolio Investment Decisions During Times Of Financial Distress (RePEc:wsi:afexxx:v:06:y:2011:i:01:n:s2010495211500035)
by D. E. Allen & R. J. Powell & A. K. Singh - A Closer Look At The Characteristics Of Stock Holdings Of Foreign And Local Investors In The Indonesian Stock Exchange (Idx) (RePEc:wsi:afexxx:v:08:y:2013:i:01:n:s2010495213500024)
by Josephine Sudiman & David Allen & Robert Powell - The Contribution Of Foreign Investors To Price Discovery In The Indonesian Stock Exchange (RePEc:wsi:afexxx:v:08:y:2013:i:02:n:s2010495213500085)
by Josephine Sudiman & David Edmund Allen & Robert John Powell - Non-Parametric Multiple Change Point Analysis Of The Global Financial Crisis (RePEc:wsi:afexxx:v:13:y:2018:i:02:n:s2010495218500082)
by DAVID E. ALLEN & MICHAEL McALEER & ROBERT J. POWELL & ABHAY K. SINGH