Publication Search Results
Exact matches for:
- Author = Powell RJ
1.
Allen DE, McAleer M, Powell RJ, Singh AK
David E Allen, Michael McAleer, Robert J Powell and Abhay K Singh:
Non-Parametric Multiple Change Point Analysis of the Global Financial Crisis,
Annals of Financial Economics,
13
(2018),
no. 2,
23 Pages.
2.
Singh AK, Allen DE, Powell RJ
Abhay K Singh, David E Allen and Robert J Powell:
Tail dependence analysis of stock markets using extreme value theory,
Applied Economics,
Online
(2017),
no. February,
1–12.
3.
Allen DE, McAleer M, Powell RJ, Singh AK
David E Allen, Michael McAleer, Robert J Powell, Abhay K Singh:
Volatility Spillovers from Australia's major trading partners across the GFC,
International Review of Economics and Finance,
47
(2017),
159–175.
4.
Allen DE, McAleer M, Powell RJ, Singh AK
David E Allen, Michael McAleer, Robert Powell and Abhay K Singh:
Volatility spillover and multivariate volatility impulse response analysis of GFC news events,
Applied Economics,
December 2016
(2016),
18 pages.
5.
Allen DE, McAleer M, Powell RJ, Singh AK
David E Allen, Michael McAleer, Robert J Powell and Abhay K Singh:
Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis,
Journal of Risk and Financial Management,
9
(2016),
no. 6,
1–18.
6.
Allen DE, Powell RJ, Singh AK
D E Allen, R J Powell, A K Singh:
Take it to the limit: innovative CVaR applications to extreme credit risk measurement,
European Journal of Operational Research,
249
(2016),
no. 2,
465–475.
MR3426988
7.
Allen DE, Powell RJ, Singh AK
D E Allen, R J Powell and A K Singh:
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,
Australia,
(2015),
1015–1021.
8.
Allen DE, McAleer M, Powell RJ, Singh AK
D E Allen, M J McAleer, R Powell and A K Singh:
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,
Online,
Australia,
(2015),
1008–1014.
9.
Allen DE, Powell RJ, Singh AK
D E Allen, R J Powell, A K Singh:
Take it to the limit: innovative CVaR applications to extreme credit risk measurement,
European Journal of Operational Research,
249
(2015),
465–475.
10.
Allen DE, McAleer M, Powell RJ, Singh AK
D E Allen, M McAleer, R J Powell & A K Singh:
A capital adequacy buffer model,
Applied Economics Letters,
Online
(2015),
5 pages.
11.
Allen DE, Powell RJ, Singh AK
David E. Allen, Robert J. Powell, and Abhay K. Singh:
Risk Management and Regulation,
Investment Risk Management,
Oxford University Press,
London,
(2015),
324–.
ISBN ISBN: 9780199331963.
12.
Golab A, Allen DE, Powell RJ
A Golab, D E Allen and R Powell:
Aspects of volatility and correlations in European emerging economies,
Emerging Markets and Sovereign Risk,
UK,
Palgrave MacMillan,
UK,
(2014),
320.
ISBN 9781137450654.
13.
Golab A, Allen DE, Powell RJ, Yap G
A.Golab, D.E.Allen, R.Powell, G.Yap:
Volatility and Spillover Effects of Central and Eastern Europe: Impact of EU Enlargement,
Emerging Markets and the Global Economy,
ELSEVIER - Academic Press,
Oxford, OX5 1GB, UK,
(2014),
449–482.
ISBN 978-0-12-411459-1.
14.
Sudiman J, Allen DE, Powell RJ
Josephine Sudiman, David Edmund Allen, Robert John Powell:
The contribution of foreign investors to price discovery in the Indonesian stock exchange,
Annals of Financial Economics,
8
(2013),
no. 2,
1350008.
15.
Allen DE, McAleer M, Powell RJ, Singh AK
David E Allen, Michael McAleer, Robert Powell and Abhay K Singh:
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500,
Journal of Risk and Financial Management,
6
(2013),
no. Open Access,
6–30.
16.
Sudiman J, Allen DE, Powell RJ
Josephine Sudiman, David Edmund Allen and Robert John Powell:
The contribution of foreign invesotrs to price discovery in the Indonesian stock exchange,
Annals of Financial Mathematics,
8
(2013),
no. 2,
1350008(1)–1350008(24).
| Number of matches: 16 |