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Aspects of volatility and correlations in European emerging economies
Golab, Anna; Allen, David E.; Powell, Robert - In: Emerging markets and sovereign risk, (pp. 59-80). 2015
Persistent link: https://www.econbiz.de/10010458449
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Tail dependence analysis of stock markets using extreme value theory
Singh, Abhay Kumar; Allen, David E.; Powell, Robert - In: Applied economics 49 (2017) 45, pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
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The long and short of commodity tails and their relationship to Asian equity markets
Powell, Robert; Duc Hong Vo; Thach Ngoc Pham; Singh, … - In: Journal of Asian economics 52 (2017), pp. 32-44
Persistent link: https://www.econbiz.de/10011928156
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Volatility and correlations for stock markets in the emerging economies
Allen, David E.; Golab, A.; Powell, Robert - 2010
Persistent link: https://www.econbiz.de/10008666976
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A closer look at the characteristics of stock holdings of foreign and local investors in the Indonesian stock exchange (IDX)
Sudiman, Josephine; Allen, David E.; Powell, Robert - In: Annals of financial economics 8 (2013) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10010192087
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EVT and tail-risk modelling : evidence from market indices and volatility series
Allen, David E.; Singh, Abhay Kumar; Powell, Robert - In: The North American journal of economics and finance : a … 26 (2013), pp. 355-369
Persistent link: https://www.econbiz.de/10010367580
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A gourmet's delight : CAViaR and the Australian stock market
Allen, David E.; Singh, Abhay Kumar; Powell, Robert - In: Applied economics letters 19 (2012) 13/15, pp. 1493-1498
Persistent link: https://www.econbiz.de/10009682474
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Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models
Do, A.; Powell, Robert; Yong, J.; Singh, A. - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012665495