8
H index
7
i10 index
184
Citations
Edith Cowan University | 8 H index 7 i10 index 184 Citations RESEARCH PRODUCTION: 34 Articles 33 Papers 3 Chapters RESEARCH ACTIVITY: 14 years (2008 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ppo461 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Robert John Powell. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Applied Economics Letters | 4 |
Annals of Financial Economics (AFE) | 4 |
JRFM | 3 |
Applied Economics | 3 |
International Organization | 2 |
The North American Journal of Economics and Finance | 2 |
Journal of Asian Economics | 2 |
Risks | 2 |
Mathematics and Computers in Simulation (MATCOM) | 2 |
Year | Title of citing document |
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2023 | Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis. (2023). , Mike. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:182:y:2023:i:c:s0167947323000130. Full description at Econpapers || Download paper |
2023 | Does information disclosure and transparency ranking system prevent the default risk of a firm?. (2023). Lee, Shih-Cheng ; Lu, Canyi ; Yen, Huang-Ping ; Ho, Kung-Cheng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1089-1105. Full description at Econpapers || Download paper |
2023 | Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831. Full description at Econpapers || Download paper |
2023 | Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic. (2023). Caporin, Massimiliano ; Khosravi, Reza ; Ghazani, Majid Mirzaee. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006006. Full description at Econpapers || Download paper |
2023 | Dependence structure among rare earth and financial markets: A multiscale-vine copula approach. (2023). Bouri, Elie ; Kamal, Elham. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003379. Full description at Econpapers || Download paper |
2023 | Sustainable Quality Management Based on Metrological Sampling Scheme Design: A Case Study of Food Processor. (2023). Chen, Zhisong ; Zhang, Bin ; Yang, Fengping ; Wang, Mingquan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:6:p:5283-:d:1099108. Full description at Econpapers || Download paper |
2023 | Dependence Analysis of the ISE100 Banking Sector Using Vine Copula. (2023). Evkaya, Ozan ; Gur, Ismail ; Poyraz, Gulden ; Kulekci, Bukre Yildirim. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:73:y:2023:i:1:p:55-81. Full description at Econpapers || Download paper |
2023 | The Necessity to Discuss ‘Deterrence Failure’ Regarding North Korea’s Nuclear Threat. (2023). Park, Hwee-Rhak. In: International Studies. RePEc:sae:intstu:v:60:y:2023:i:1:p:67-90. Full description at Econpapers || Download paper |
2023 | An Application of Extreme Value Theory for Measuring Financial Risk in BRICS Economies. (2023). Nnanatu, Chibuzor ; Ranganai, Edmore ; Utazi, Chigozie ; Afuecheta, Emmanuel. In: Annals of Data Science. RePEc:spr:aodasc:v:10:y:2023:i:2:d:10.1007_s40745-020-00294-w. Full description at Econpapers || Download paper |
2023 | Quantile Regression Based Enhanced Indexing with Portfolio Rebalancing. (2023). Mehra, Aparna ; Sehgal, Ruchika. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:3:d:10.1007_s40953-023-00355-w. Full description at Econpapers || Download paper |
2023 | Modeling Long Term Return Distribution and Nonparametric Market Risk Estimation. (2023). Powdel, Tushar Kanti ; Dutta, Santanu. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-023-00303-x. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2009 | Transitional credit modelling and its relationship to market value at risk: an Australian sectoral perspective In: Accounting and Finance. [Full Text][Citation analysis] | article | 12 |
2022 | Factors affecting the growth of small privately?owned financial planning businesses In: Australian Economic Papers. [Full Text][Citation analysis] | article | 0 |
2013 | Financial dependence analysis: applications of vine copulas In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 16 |
2013 | Financial Dependence Analysis: Applications of Vine Copulae.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2013 | Financial Dependence Analysis: Applications of Vine Copulae.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | ||
2013 | A Capital Adequacy Buffer Model In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2013 | A Capital Adequacy Buffer Model.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2016 | A capital adequacy buffer model.(2016) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
2014 | Volatility Spillovers from Australias major trading partners across the GFC In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 9 |
2017 | Volatility Spillovers from Australias major trading partners across the GFC.(2017) In: International Review of Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2014 | Volatility Spillovers from Australias Major Trading Partners across the GFC.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2014 | European Market Portfolio Diversifcation Strategies across the GFC In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
2014 | European Market Portfolio Diversification Strategies across the GFC.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | ||
2015 | Nuclear Brinkmanship, Limited War, and Military Power In: International Organization. [Full Text][Citation analysis] | article | 2 |
2017 | Research Bets and Behavioral IR In: International Organization. [Full Text][Citation analysis] | article | 0 |
2017 | The long and short of commodity tails and their relationship to Asian equity markets In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 3 |
2021 | Forecasting corporate financial distress in the Southeast Asian countries: A market-based approach In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 3 |
2013 | EVT and tail-risk modelling: Evidence from market indices and volatility series In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 18 |
2020 | Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
2016 | Take it to the limit: Innovative CVaR applications to extreme credit risk measurement In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 12 |
2013 | Modelling tail credit risk using transition matrices In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 5 |
2013 | Extreme market risk and extreme value theory In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 14 |
2021 | Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 3 |
2015 | Multivariate Volatility Impulse Response Analysis of GFC News Events In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Multivariate Volatility Impulse Response Analysis of GFC News Events.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | ||
2015 | Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
2016 | Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 8 |
2017 | Volatility spillover and multivariate volatility impulse response analysis of GFC news events.(2017) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2016 | Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | ||
2022 | An Analysis of Whether Privately Owned Financial Planning Practices Are Transitioning to Fully Independent Advice Providers In: JRFM. [Full Text][Citation analysis] | article | 0 |
2013 | A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 In: JRFM. [Full Text][Citation analysis] | article | 2 |
2012 | A non-parametric and entropy based analysis of the relationship between the VIX and S&P500.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2013 | A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | ||
2016 | Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis In: JRFM. [Full Text][Citation analysis] | article | 10 |
2018 | Do Nonparametric Measures of Extreme Equity Risk Change the Parametric Ordinal Ranking? Evidence from Asia In: Risks. [Full Text][Citation analysis] | article | 0 |
2020 | A Comprehensive Stability Indicator for Banks In: Risks. [Full Text][Citation analysis] | article | 1 |
2013 | Analysing the return distributions of Australian stocks: the CAPM, factor models and quantile regressions In: Global Business and Economics Review. [Full Text][Citation analysis] | article | 4 |
2012 | The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions In: KIER Working Papers. [Full Text][Citation analysis] | paper | 2 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | ||
2012 | Volatility spillovers from the US to Australia and China across the GFC In: KIER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | Volatility Spillovers from the US to Australia and China across the GFC.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | ||
2013 | Nonparametric Multiple Change Point Analysis of the Global Financial Crisis In: KIER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2013 | Nonparametric Multiple Change Point Analysis of the Global Financial Crisis.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | ||
2018 | NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS.(2018) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2011 | Asset Pricing, the Fama—French Factor Model and the Implications of Quantile-Regression Analysis In: Palgrave Macmillan Books. [Citation analysis] | chapter | 1 |
2015 | Aspects of Volatility and Correlations in European Emerging Economies In: Palgrave Macmillan Books. [Citation analysis] | chapter | 2 |
2008 | Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2013 | The Determinants of Capital Structure: Empirical evidence from Thai Banks In: Information Management and Business Review. [Full Text][Citation analysis] | article | 3 |
2012 | The fluctuating default risk of Australian banks In: Australian Journal of Management. [Full Text][Citation analysis] | article | 19 |
2015 | Thoughts on Extreme Risk in Indonesia In: Springer Proceedings in Business and Economics. [Citation analysis] | chapter | 0 |
2012 | A Gourmets delight: CAViaR and the Australian stock market In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
2012 | Beyond reasonable doubt: multiple tail risk measures applied to European industries In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
2018 | Economic cycles and downside commodities risk In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
2017 | Tail dependence analysis of stock markets using extreme value theory In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2019 | Cattle as a consistently resilient agricultural commodity In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2017 | New perspectives on bank risk in Malaysia In: Cogent Economics & Finance. [Full Text][Citation analysis] | article | 0 |
2013 | Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2011 | QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 5 |
2013 | A CLOSER LOOK AT THE CHARACTERISTICS OF STOCK HOLDINGS OF FOREIGN AND LOCAL INVESTORS IN THE INDONESIAN STOCK EXCHANGE (IDX) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
2013 | THE CONTRIBUTION OF FOREIGN INVESTORS TO PRICE DISCOVERY IN THE INDONESIAN STOCK EXCHANGE In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
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