## Browsing by Author Powell, Robert John

Showing results 1 to 16 of 16

Issue Date | Title | Author(s) | Citation |
---|---|---|---|

2015 | Aspects of Volatility and Correlations in European Emerging Economies | Allen, David; Golab, Anna; Powell, Robert John; Mathematics & Statistics | Aspects of Volatility and Correlations in European Emerging Economies in Emerging Markets and Sovereign Risk, Palgrave Macmillan, 2015, pp. 59-80 |

2016 | A capital adequacy buffer model | Allen, David; McAleer, M.; Powell, Robert John; Singh, Abhay; Mathematics & Statistics | A capital adequacy buffer model, Applied Economics Letters, vol.23, 3, 2016,pp 175-179 |

2013 | The contribution of foreign investors to price discovery in the Indonesian stock exchange | Allen, David; Powell, Robert John; Sudiman, Josephine; Mathematics & Statistics | The contribution of foreign investors to price discovery in the Indonesian stock exchange, Annals of Financial Economics, vol.8, 2, 2013,pp 1-24 |

2016 | Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis | Allen, David; McAleer, M J; Powell, Robert John; Singh, Abhay; Mathematics & Statistics | Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis, Journal of Risk and Financial Management, vol.9, 2, 2016,pp 1-18 |

2015 | Quantile regression, VaR and CVAR. An empirical beta comparison of the techniques in relation to credit risk | Allen, David; Powell, Robert John; Singh, A K; Mathematics & Statistics | Quantile regression, VaR and CVAR. An empirical beta comparison of the techniques in relation to credit risk, Proceedings of the 21st International Congress on Modelling and Simulation (MODSIM2015), vol.N/A, 2015, pp. 1015-1021 |

2015 | Risk Management and Regulation | Allen, David; Powell, Robert John; Singh, Abhay; Mathematics & Statistics | Risk Management and Regulation in Investment Risk Management, Oxford University Press, 2015, pp. 324-345 |

2017 | Tail dependence analysis of stock markets using extreme value theory | Allen, David; Powell, Robert John; Singh, Abhay; Mathematics & Statistics | Tail dependence analysis of stock markets using extreme value theory, Applied Economics, vol.49, 45, 2017,pp 4588-4599 |

2016 | Take it to the limit: innovative CVaR applications to extreme credit risk measurement | Allen, David; Powell, Robert John; Singh, Abhay; Mathematics & Statistics | Take it to the limit: innovative CVaR applications to extreme credit risk measurement, European Journal of Operational Research, vol.249, 2, 2016,pp 465-475 |

2014 | Volatility and Spillover Effects of Central and Eastern Europe: Impact of EU Enlargement | Allen, David; Golab, Anna; Powell, Robert John; Yap, G; Mathematics & Statistics | Volatility and Spillover Effects of Central and Eastern Europe: Impact of EU Enlargement in Emerging Markets and the Global Economy, Academic Press Elsevier, 2014, pp. 449-482 |

2014 | Volatility and Spillover Effects of Central and Eastern Europe: Impact of EU Enlargement | Allen, David; Golab, Anna; Powell, Robert John; Yap, G; Mathematics & Statistics | Volatility and Spillover Effects of Central and Eastern Europe: Impact of EU Enlargement in Emerging Markets and the Global Economy, Academic Press Elsevier, 2014, pp. 449-482 |

2014 | Volatility and Spillover Effects of Central and Eastern Europe: Impact of EU Enlargement | Allen, David; Golab, Anna; Powell, Robert John; Yap, G; Mathematics & Statistics | Volatility and Spillover Effects of Central and Eastern Europe: Impact of EU Enlargement in Emerging Markets and the Global Economy: A Handbook, Academic Press, 2014, pp. 449-482 |

2014 | Volatility and Spillover Effects of Central and Eastern Europe: Impact of EU Enlargement | Allen, David; Golab, Anna; Powell, Robert John; Yap, G; Mathematics & Statistics | Volatility and Spillover Effects of Central and Eastern Europe: Impact of EU Enlargement in Emerging Markets and the Global Economy: A Handbook, Academic Press, 2014, pp. 449-482 |

2014 | Volatility and Spillover Effects of Central and Eastern Europe: Impact of EU Enlargement | Allen, David; Golab, Anna; Powell, Robert John; Yap, G; Mathematics & Statistics | Volatility and Spillover Effects of Central and Eastern Europe: Impact of EU Enlargement in Emerging Markets and the Global Economy: A Handbook, Academic Press, 2014, pp. 449-482 |

2015 | A volatility impulse response analysis applying multivariate GARCH models and news events around the GFC | Allen, David; McAleer, M J; Powell, Robert John; Singh, A K; Mathematics & Statistics | A volatility impulse response analysis applying multivariate GARCH models and news events around the GFC, Proceedings of the 21st International Congress on Modelling and Simulation (MODSIM2015), vol.N/A, 2015, pp. 1008-1014 |

2017 | Volatility spillover and multivariate volatility impulse response analysis of GFC news events | Allen, David; McAleer, M J; Powell, Robert John; Singh, Abhay; Mathematics & Statistics | Volatility spillover and multivariate volatility impulse response analysis of GFC news events, Applied Economics, vol.49, 33, 2017,pp 3246-3262 |

2017 | Volatility Spillovers from Australia's major trading partners across the GFC | Allen, David; McAleer, M J; Powell, Robert John; Singh, Abhay; Mathematics & Statistics | Volatility Spillovers from Australia's major trading partners across the GFC, International Review of Economics and Finance, vol.47, N/A, 2017,pp 159-175 |