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Volatility spillovers from Australia's major trading partners across the GFC

Allen, David E.; McAleer, Michael; Powell, Robert; … - In: International review of economics & finance : IREF 47 (2017), pp. 159-175

Persistent link: https://www.econbiz.de/10011740133

Volatility spillovers from Australia's major trading partners across the GFC

Allen, David E.; McAleer, Michael; Powell, Robert; … - 2014

This paper features an analysis of volatility spillover effects from Australia's major trading partners, namely, China, Japan, Korea and the United States, for a period running from 12th September 2002 to 9th September 2012. This captures the impact of the Global Financial Crisis (GFC). These...

Persistent link: https://www.econbiz.de/10010391535

Structural credit modeling and its relationship to market value at risk : an Australian sectoral perspective

Allen, David E.; Powell, Robert - In: The VaR implementation handbook, (pp. 403-414). 2009

Persistent link: https://www.econbiz.de/10003827094

Transitional credit modelling and its relationship to market value at risk : an Australian sectoral perspective

Allen, David E.; Powell, Robert - In: Accounting and finance : journal of the Accounting … 49 (2009) 3, pp. 425-444

Persistent link: https://www.econbiz.de/10003889276

The fluctuating default risk of Australian banks

Allen, David E.; Powell, Robert - In: Australian journal of management 37 (2012) 2, pp. 297-325

Persistent link: https://www.econbiz.de/10009630156

Analysing the return distribution of Australian stocks : the CAPM, factor models and quantile regressions

Allen, David E.; Singh, Abhay Kumar; Powell, Robert - In: Global business & economics review 15 (2013) 1, pp. 88-109

Persistent link: https://www.econbiz.de/10009708736

Volatility spillovers from Australia's major trading partners across the GFC

Allen, David E.; McAleer, Michael; Powell, Robert; … - 2014

Persistent link: https://www.econbiz.de/10010410189

The fluctuating default risk of Australian banks

Allen, David E.; Powell, Robert - 2010

Persistent link: https://www.econbiz.de/10008760323

Customers and markets : both are essential to credit-risk measurement in Australian banks

Allen, David E.; Powell, Robert - In: Australasian accounting business and finance journal : AABF 5 (2011) 1, pp. 57-75

Persistent link: https://www.econbiz.de/10009295410

Tail risk for Australian emerging market entities

Allen, David E.; Kramadibrata, Akhmad R.; Powell, Robert; … - 2011

Persistent link: https://www.econbiz.de/10009410470

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