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Robert John Powell

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This is information that was supplied by Robert Powell in registering through RePEc. If you are Robert John Powell , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Robert
Middle Name: John
Last Name: Powell
Suffix:

RePEc Short-ID: ppo461

Email: [This author has chosen not to make the email address public]
Homepage: http://www.ecu.edu.au/schools/business/staff/profiles/associate-professors/dr-robert-john-powell
Postal Address:
Phone:

Affiliation

School of Business
Edith Cowan University
Location: Perth, Australia
Homepage: http://www.ecu.edu.au/schools/business/overview
Email:
Phone:
Fax:
Postal: 270 Joondalup Drive, Joondalup, Western Australia, 6027
Handle: RePEc:edi:sfcowau (more details at EDIRC)

Works

as in new window

Working papers

  1. David E Allen & Michael McAleer & Robert J Powell & Abhay K Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," KIER Working Papers 866, Kyoto University, Institute of Economic Research.
  2. David E. Allen & Michael McAleer & R.J. Powell & A.K. Singh, 2013. "Volatility Spillovers from the US to Australia and China across the GFC," Tinbergen Institute Discussion Papers 13-009/III, Tinbergen Institute, revised 01 Feb 2013.
  3. David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "A Capital Adequacy Buffer Model," Documentos del Instituto Complutense de Análisis Económico 2013-33, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  4. David E Allen & Mohammad A. Ashraf & Michael McAleer & Robert Powell & Abhay Kumar Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," Working papers 2013-03, Edith Cowan University, School of Business.
  5. David E. Allen & Abhay K. Singh & Robert J. Powell & Michael McAleer & James Taylor & Lyn Thomas, 2013. "Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression," Tinbergen Institute Discussion Papers 13-020/III, Tinbergen Institute.
  6. David E Allen & Abhay Kumar Singh & Robert Powell & Michael McAleer & James Taylor & Lyn Thomas, 2012. "The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions," Working papers 2012-01, Edith Cowan University, School of Business.
  7. D.E. Allen & A. Kramadibrata & M. McAleer & R. Powell & A. K. Singh, 2012. "A non-parametric and entropy based analysis of the relationship between the VIX and S&P500," KIER Working Papers 827, Kyoto University, Institute of Economic Research.
  8. David E Allen & Akhmad R. Kramadibrata & R. J. Powell & Abhay Kumar Singh, 2011. "Optimising a Mining Portfolio Using CVaR," Working papers 2011-06, Edith Cowan University, School of Business.
  9. David E Allen & R.R Boffey & R. J. Powell, 2011. "Survival of the fittest: contagion as a determinant of Canadian and Australian bank risk," Working papers 2011-03, Edith Cowan University, School of Business.
  10. David E Allen & R.R Boffey & R. J. Powell, 2011. "A Quantile Monte Carlo approach to measuring extreme credit risk," Working papers 2011-02, Edith Cowan University, School of Business.
  11. David E Allen & Akhmad R. Kramadibrata & R. J. Powell & Abhay Kumar Singh, 2011. "Comparing Australian and US Corporate Default Risk using Quantile Regression," Working papers 2011-04, Edith Cowan University, School of Business.
  12. David E Allen & R.R Boffey & R. J. Powell, 2011. "Peas in a pod: Canadian and Australian banks before and during a Global Financial Crisis," Working papers 2011-01, Edith Cowan University, School of Business.
  13. David E Allen & Akhmad R. Kramadibrata & R. J. Powell & Abhay Kumar Singh, 2011. "A Quantile Analysis of Default Risk for Speculative and Emerging Companies," Working papers 2011-05, Edith Cowan University, School of Business.
  14. David E Allen & Akhmad R. Kramadibrata & R. J. Powell & Abhay Kumar Singh, 2011. "Tail Risk for Australian Emerging Market Entities," Working papers 2011-07, Edith Cowan University, School of Business.
  15. Allen, David E & Powell, Robert, 2008. "Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective," MPRA Paper 47206, University Library of Munich, Germany.

Articles

  1. Singh, Abhay K. & Allen, David E. & Robert, Powell J., 2013. "Extreme market risk and extreme value theory," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 310-328.
  2. David E. Allen & Abhay Kumar Singh & Robert Powell, 2013. "Analysing the return distributions of Australian stocks: the CAPM, factor models and quantile regressions," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 15(1), pages 88-109.
  3. Josephine Sudiman & David Edmund Allen & Robert John Powell, 2013. "The Contribution Of Foreign Investors To Price Discovery In The Indonesian Stock Exchange," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(02), pages 1350008-1-1.
  4. Allen, David E. & Singh, Abhay K. & Powell, Robert J., 2013. "EVT and tail-risk modelling: Evidence from market indices and volatility series," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 355-369.
  5. Josephine Sudiman & David Allen & Robert Powell, 2013. "A Closer Look At The Characteristics Of Stock Holdings Of Foreign And Local Investors In The Indonesian Stock Exchange (Idx)," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 1350002-1-1.
  6. David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2013. "A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 6(1), pages 6-30, October.
  7. Allen, D.E. & Kramadibrata, A.R. & Powell, R.J. & Singh, A.K., 2013. "Modelling tail credit risk using transition matrices," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 67-75.
  8. David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Financial dependence analysis: applications of vine copulas," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(4), pages 403-435, November.
  9. David Edmund Allen & Robert John Powell & Abhay Kumar Singh, 2012. "Beyond reasonable doubt: multiple tail risk measures applied to European industries," Applied Economics Letters, Taylor & Francis Journals, vol. 19(7), pages 671-676, May.
  10. D. E. Allen & A. K. Singh & R. Powell, 2012. "A Gourmet's delight: CAViaR and the Australian stock market," Applied Economics Letters, Taylor & Francis Journals, vol. 19(15), pages 1493-1498, October.
  11. David E Allen & Robert Powell, 2012. "The fluctuating default risk of Australian banks," Australian Journal of Management, Australian School of Business, vol. 37(2), pages 297-325, August.
  12. David E. Allen & Robert Powell, 2009. "Transitional credit modelling and its relationship to market value at risk: an Australian sectoral perspective," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 49(3), pages 425-444.

NEP Fields

24 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (4) 2012-02-01 2012-02-01 2013-12-15 2014-01-17
  2. NEP-CBA: Central Banking (1) 2014-01-17
  3. NEP-CFN: Corporate Finance (1) 2013-12-15
  4. NEP-CMP: Computational Economics (1) 2012-02-01
  5. NEP-ECM: Econometrics (2) 2012-11-03 2013-01-26
  6. NEP-FMK: Financial Markets (5) 2012-09-09 2012-11-03 2012-11-11 2013-01-19 2013-01-26. Author is listed
  7. NEP-RMG: Risk Management (12) 2012-02-01 2012-02-01 2012-02-01 2012-02-01 2012-02-01 2012-02-01 2012-11-03 2012-11-11 2013-01-26 2013-01-26 2013-12-15 2014-01-17. Author is listed
  8. NEP-SEA: South East Asia (1) 2013-01-26

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