john cotter
Names
Identifer
Contact
| homepage: |
https://johncotter.org/ |
|
| phone: |
0035317168900 |
| postal address: |
School of Business
University College Dublin
Carysfort Avenue
Blackrock
Co Dublin |
Affiliations
-
University of California-Los Angeles (UCLA)
/ Anderson Graduate School of Management
-
University College Dublin
/ Geary Institute
-
University College Dublin
/ School of Business
/ Centre for Financial Markets (CFM)
Research profile
author of:
- An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition (RePEc:arx:papers:1103.4943)
by Thomas Conlon & John Cotter - Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements (RePEc:arx:papers:1103.5408)
by John Cotter & Kevin Dowd - Exponential Spectral Risk Measures (RePEc:arx:papers:1103.5409)
by Kevin Dowd & John Cotter - Hedging Effectiveness under Conditions of Asymmetry (RePEc:arx:papers:1103.5411)
by John Cotter & Jim Hanly - Margin setting with high-frequency data1 (RePEc:arx:papers:1103.5412)
by John Cotter & Franc{c}ois Longin - Modeling Long Memory in REITs (RePEc:arx:papers:1103.5414)
by John Cotter & Simon Stevenson - Minimum Capital Requirement Calculations for UK Futures (RePEc:arx:papers:1103.5416)
by John Cotter - Uncovering Volatility Dynamics in Daily REIT Returns (RePEc:arx:papers:1103.5417)
by John Cotter & Simon Stevenson - Tail Behaviour of the Euro (RePEc:arx:papers:1103.5418)
by John Cotter - Varying the VaR for Unconditional and Conditional Environments (RePEc:arx:papers:1103.5649)
by John Cotter - Uncovering Long Memory in High Frequency UK Futures (RePEc:arx:papers:1103.5651)
by John Cotter - Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements (RePEc:arx:papers:1103.5653)
by John Cotter & Kevin Dowd - Implied correlation from VaR (RePEc:arx:papers:1103.5655)
by John Cotter & Franc{c}ois Longin - Modelling catastrophic risk in international equity markets: An extreme value approach (RePEc:arx:papers:1103.5656)
by john cotter - U.S. Core Inflation: A Wavelet Analysis (RePEc:arx:papers:1103.5659)
by kevin dowd & john cotter - Multivariate Modeling of Daily REIT Volatility (RePEc:arx:papers:1103.5660)
by John Cotter & Simon Stevenson - The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders (RePEc:arx:papers:1103.5661)
by john cotter & kevin dowd - Intra-Day Seasonality in Foreign Exchange Market Transactions (RePEc:arx:papers:1103.5664)
by john cotter & kevin dowd - Evaluating the Precision of Estimators of Quantile-Based Risk Measures (RePEc:arx:papers:1103.5665)
by Kevin Dowd & John Cotter - Estimating financial risk measures for futures positions: a non-parametric approach (RePEc:arx:papers:1103.5666)
by john cotter & kevin dowd - Spectral Risk Measures and the Choice of Risk Aversion Function (RePEc:arx:papers:1103.5668)
by kevin dowd & john cotter - How Unlucky is 25-Sigma? (RePEc:arx:papers:1103.5672)
by Kevin Dowd & John Cotter & Chris Humphrey & Margaret Woods - Spectral Risk Measures: Properties and Limitations (RePEc:arx:papers:1103.5674)
by Kevin Dowd & John Cotter & Ghulam Sorwar - Extreme Measures of Agricultural Financial Risk (RePEc:arx:papers:1103.5962)
by John Cotter & Kevin Dowd & Wyn Morgan - Scaling conditional tail probability and quantile estimators (RePEc:arx:papers:1103.5965)
by John Cotter - Hedging: Scaling and the Investor Horizon (RePEc:arx:papers:1103.5966)
by John Cotter & Jim Hanly - Time Varying Risk Aversion: An Application to Energy Hedging (RePEc:arx:papers:1103.5968)
by John Cotter & Jim Hanly - Housing risk and return: Evidence from a housing asset-pricing model (RePEc:arx:papers:1103.5971)
by Karl Case & John Cotter & Stuart Gabriel - A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics (RePEc:arx:papers:1103.5972)
by John Cotter & Richard Roll - A Utility Based Approach to Energy Hedging (RePEc:arx:papers:1103.5973)
by John Cotter & Jim Hanly - Absolute Return Volatility (RePEc:arx:papers:1103.5976)
by John Cotter - Financial Risks and the Pension Protection Fund: Can it Survive Them? (RePEc:arx:papers:1103.5978)
by David Blake & John Cotter & Kevin Dowd - Integration and Contagion in US Housing Markets (RePEc:arx:papers:1110.4119)
by John Cotter & Stuart Gabriel & Richard Roll - Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from the Recent Boom and Bust (RePEc:arx:papers:1208.0371)
by John Cotter & Stuart Gabriel & Richard Roll - Anatomy of a Bail-In (RePEc:arx:papers:1403.7628)
by Thomas Conlon & John Cotter - The non-linear trade-off between return and risk: a regime-switching multi-factor framework (RePEc:arx:papers:1410.6005)
by John Cotter & Enrique Salvador - Machine Learning and Factor-Based Portfolio Optimization (RePEc:arx:papers:2107.13866)
by Thomas Conlon & John Cotter & Iason Kynigakis - Volatility And Irish Exports (RePEc:bla:ecinqu:v:46:y:2008:i:4:p:540-560)
by Don Bredin & John Cotter - Extreme Measures of Agricultural Financial Risk (RePEc:bla:jageco:v:63:y:2012:i:1:p:65-82)
by Wyn Morgan & John Cotter & Kevin Dowd - The Distributional Characteristics of a Selection of Contracts Traded on the London International Financial Futures Exchange (RePEc:bla:jbfnac:v:27:y:2000:i:3-4:p:487-510)
by John Cotter & Donal G. McKillop - Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks (RePEc:bla:jcmkts:v:57:y:2019:i:4:p:857-876)
by Thomas Conlon & John Cotter - Modeling Long Memory in REITs (RePEc:bla:reesec:v:36:y:2008:i:3:p:533-554)
by John Cotter & Simon Stevenson - A Comparative Anatomy of Residential REITs and Private Real Estate Markets: Returns, Risks and Distributional Characteristics (RePEc:bla:reesec:v:43:y:2015:i:1:p:209-240)
by John Cotter & Richard Roll - U.S. Core Inflation: A Wavelet Analysis (RePEc:cup:macdyn:v:15:y:2011:i:04:p:513-536_00)
by Dowd, Kevin & Cotter, John & Loh, Lixia - Asset allocation with correlation: A composite trade-off (RePEc:eee:ejores:v:262:y:2017:i:3:p:1164-1180)
by Carroll, Rachael & Conlon, Thomas & Cotter, John & Salvador, Enrique - Long-run wavelet-based correlation for financial time series (RePEc:eee:ejores:v:271:y:2018:i:2:p:676-696)
by Conlon, Thomas & Cotter, John & Gençay, Ramazan - The non-linear trade-off between return and risk and its determinants (RePEc:eee:empfin:v:67:y:2022:i:c:p:100-132)
by Cotter, John & Salvador, Enrique - A financial modeling approach to industry exchange-traded funds selection (RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001081)
by Conlon, Thomas & Cotter, John & Kovalenko, Illia & Post, Thierry - Time-varying risk aversion: An application to energy hedging (RePEc:eee:eneeco:v:32:y:2010:i:2:p:432-441)
by Cotter, John & Hanly, Jim - A utility based approach to energy hedging (RePEc:eee:eneeco:v:34:y:2012:i:3:p:817-827)
by Cotter, John & Hanly, Jim - Downside risk and the energy hedger's horizon (RePEc:eee:eneeco:v:36:y:2013:i:c:p:371-379)
by Conlon, Thomas & Cotter, John - Performance of utility based hedges (RePEc:eee:eneeco:v:49:y:2015:i:c:p:718-726)
by Cotter, John & Hanly, Jim - International equity market integration in a small open economy: Ireland January 1990-December 2000 (RePEc:eee:finana:v:13:y:2004:i:5:p:669-685)
by Cotter, John - The conditional pricing of systematic and idiosyncratic risk in the UK equity market (RePEc:eee:finana:v:37:y:2015:i:c:p:184-193)
by Cotter, John & Sullivan, Niall O' & Rossi, Francesco - Predictability and diversification benefits of investing in commodity and currency futures (RePEc:eee:finana:v:50:y:2017:i:c:p:52-66)
by Cotter, John & Eyiah-Donkor, Emmanuel & Potì, Valerio - The tail risks of FX return distributions: A comparison of the returns associated with limit orders and market orders (RePEc:eee:finlet:v:4:y:2007:i:3:p:146-154)
by Cotter, John & Dowd, Kevin - Anatomy of a bail-in (RePEc:eee:finsta:v:15:y:2014:i:c:p:257-263)
by Conlon, Thomas & Cotter, John - Beyond common equity: The influence of secondary capital on bank insolvency risk (RePEc:eee:finsta:v:47:y:2020:i:c:s1572308920300103)
by Conlon, Thomas & Cotter, John & Molyneux, Philip - Sovereign and bank CDS spreads: Two sides of the same coin? (RePEc:eee:intfin:v:32:y:2014:i:c:p:72-85)
by Avino, Davide & Cotter, John - Diversification with globally integrated US stocks (RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001579)
by Conlon, Thomas & Cotter, John & Ropotos, Ioannis - The illusion of oil return predictability: The choice of data matters! (RePEc:eee:jbfina:v:134:y:2022:i:c:s037842662100282x)
by Conlon, Thomas & Cotter, John & Eyiah-Donkor, Emmanuel - Margin exceedences for European stock index futures using extreme value theory (RePEc:eee:jbfina:v:25:y:2001:i:8:p:1475-1502)
by Cotter, John - Extreme spectral risk measures: An application to futures clearinghouse margin requirements (RePEc:eee:jbfina:v:30:y:2006:i:12:p:3469-3485)
by Cotter, John & Dowd, Kevin - Macro-financial spillovers (RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000256)
by Cotter, John & Hallam, Mark & Yilmaz, Kamil - Varying the VaR for unconditional and conditional environments (RePEc:eee:jimfin:v:26:y:2007:i:8:p:1338-1354)
by Cotter, John - Credit default swaps as indicators of bank financial distress (RePEc:eee:jimfin:v:94:y:2019:i:c:p:132-139)
by Avino, Davide E. & Conlon, Thomas & Cotter, John - Commodity futures return predictability and intertemporal asset pricing (RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000460)
by Cotter, John & Eyiah-Donkor, Emmanuel & Potì, Valerio - Forecasting the price of oil: A cautionary note (RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000685)
by Conlon, Thomas & Cotter, John & Eyiah-Donkor, Emmanuel - Intra-day seasonality in foreign exchange market transactions (RePEc:eee:reveco:v:19:y:2010:i:2:p:287-294)
by Cotter, John & Dowd, Kevin - Re-Evaluating Hedging Performance for Asymmetry: The Case of Crude Oil (RePEc:eme:csefzz:s1569-3759(2012)0000094013)
by John Cotter & Jim Hanly - Event Studies of Irish Equities: Earnings Announcements, Seasonality and Size (RePEc:fth:uccoec:94-4)
by Cotter, J. & Gallagher, L. - The illusion of oil return predictability: The choice of data matters! (RePEc:hal:journl:hal-03519860)
by Thomas Conlon & John Cotter & Emmanuel Eyiah-Donkor - Commodity futures return predictability and intertemporal asset pricing (RePEc:hal:journl:hal-04192933)
by John Cotter & Emmanuel Eyiah-Donkor & Valerio Potì - Exponential Spectral Risk Measures (RePEc:icf:icfjfe:v:05:y:2007:i:4:p:57-66)
by Kevin Dowd & John Cotter - Spectral Risk Measures: Properties and Limitations (RePEc:kap:jfsres:v:34:y:2008:i:1:p:61-75)
by Kevin Dowd & John Cotter & Ghulam Sorwar - Multivariate Modeling of Daily REIT Volatility (RePEc:kap:jrefec:v:32:y:2006:i:3:p:305-325)
by John Cotter & Simon Stevenson - Mixed-Frequency Macro-Financial Spillovers (RePEc:koc:wpaper:1704)
by John Cotter & Mark Hallam & Kamil Yilmaz - Realized volatility and minimum capital requirements (RePEc:mmf:mmfc03:20)
by John Cotter - Co-Skewness across Return Horizons (RePEc:oup:jfinec:v:21:y:2023:i:5:p:1483-1518.)
by Chenglu Jin & Thomas Conlon & John Cotter - Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust (RePEc:oup:rfinst:v:28:y:2015:i:3:p:913-936.)
by John Cotter & Stuart Gabriel & Richard Roll - Integration and contagion in US housing markets (RePEc:pra:mprapa:34591)
by Cotter, John & Gabriel, Stuart & Roll, Richard - Varying the VaR for Unconditional and Conditional Environments (RePEc:pra:mprapa:3483)
by Cotter, John - The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders (RePEc:pra:mprapa:3493)
by Cotter, John & Dowd, Kevin - Real & Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing (RePEc:pra:mprapa:3494)
by Cotter, John - Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements (RePEc:pra:mprapa:3495)
by Cotter, John & Dowd, Kevin - Financial Risks and the Pension Protection Fund: Can it Survive Them? (RePEc:pra:mprapa:3498)
by Cotter, John & Blake, David & Dowd, Kevin - Exponential Spectral Risk Measures (RePEc:pra:mprapa:3499)
by Cotter, John & Dowd, Kevin - Modeling Long Memory in REITs (RePEc:pra:mprapa:3500)
by Cotter, John & Stevenson, Simon - Hedging Effectiveness under Conditions of Asymmetry (RePEc:pra:mprapa:3501)
by Cotter, John & Hanly, James - Intra-Day Seasonality in Foreign Exchange Market Transactions (RePEc:pra:mprapa:3502)
by Cotter, John & Dowd, Kevin - Estimating financial risk measures for futures positions: a non-parametric approach (RePEc:pra:mprapa:3503)
by Cotter, John & Dowd, Kevin - Evaluating the Precision of Estimators of Quantile-Based Risk Measures (RePEc:pra:mprapa:3504)
by Cotter, John & Dowd, Kevin - Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements (RePEc:pra:mprapa:3505)
by Cotter, JOhn & Dowd, Kevin - Implied correlation from VaR (RePEc:pra:mprapa:3506)
by Cotter, John & Longin, Francois - Modelling catastrophic risk in international equity markets: An extreme value approach (RePEc:pra:mprapa:3507)
by Cotter, John - U.S. Core Inflation: A Wavelet Analysis (RePEc:pra:mprapa:3520)
by Cotter, John & Dowd, Kevin - Volatility and Irish Exports (RePEc:pra:mprapa:3522)
by Cotter, John & Bredin, Don - Re-evaluating Hedging Performance (RePEc:pra:mprapa:3523)
by Cotter, John & Hanly, James - Multivariate Modeling of Daily REIT Volatility (RePEc:pra:mprapa:3524)
by Cotter, John & Stevenson, Simon - Uncovering Long Memory in High Frequency UK Futures (RePEc:pra:mprapa:3525)
by Cotter, John - Minimum Capital Requirement Calculations for UK Futures (RePEc:pra:mprapa:3527)
by Cotter, John - Margin setting with high-frequency data (RePEc:pra:mprapa:3528)
by Cotter, John & Longin, Francois - Absolute Return Volatility (RePEc:pra:mprapa:3529)
by Cotter, John - Absolute Return Volatility (RePEc:pra:mprapa:3530)
by Cotter, John - Tail Behaviour of the Euro (RePEc:pra:mprapa:3531)
by Cotter, John - Modelling extreme financial returns of global equity markets (RePEc:pra:mprapa:3532)
by Cotter, John - Uncovering Volatility Dynamics in Daily REIT Returns (RePEc:pra:mprapa:3533)
by Cotter, John & Stevenson, Simon - Margin Exceedences for European Stock Index Futures using Extreme Value Theory (RePEc:pra:mprapa:3534)
by Cotter, John - Volatility and the Euro: an Irish perspective (RePEc:pra:mprapa:3535)
by Cotter, John - Extreme risk in Asian equity markets (RePEc:pra:mprapa:3536)
by Cotter, John - Downside Risk for European Equity Markets (RePEc:pra:mprapa:3537)
by Cotter, John - International Equity Market Integration in a Small Open Economy: Ireland January 1990 – December 2000 (RePEc:pra:mprapa:3538)
by Cotter, John - Sovereign and bank CDS spreads: two sides of the same coin? (RePEc:pra:mprapa:55208)
by Avino, Davide & Cotter, John - Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability? (RePEc:pra:mprapa:56782)
by Avino, Davide & Cotter, John - Extreme risk in futures contracts (RePEc:taf:apeclt:v:12:y:2005:i:8:p:489-492)
by John Cotter - Unknown item RePEc:taf:apfelt:v:2:y:2006:i:1:p:13-17 (article)
- Unknown item RePEc:taf:apfiec:v:14:y:2004:i:10:p:707-716 (article)
- Tail behaviour of the euro (RePEc:taf:applec:v:37:y:2005:i:7:p:827-840)
by John Cotter - Uncovering long memory in high frequency UK futures (RePEc:taf:eurjfi:v:11:y:2005:i:4:p:325-337)
by John Cotter - Extreme Value Estimation of Boom and Crash Statistics (RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:553-566)
by John Cotter - Hedging effectiveness under conditions of asymmetry (RePEc:taf:eurjfi:v:18:y:2012:i:2:p:135-147)
by John Cotter & Jim Hanly - Commodity futures hedging, risk aversion and the hedging horizon (RePEc:taf:eurjfi:v:22:y:2016:i:15:p:1534-1560)
by Thomas Conlon & John Cotter & Ramazan Gençay - Spillovers in risk of financial institutions (RePEc:taf:eurjfi:v:25:y:2019:i:17:p:1765-1792)
by John Cotter & Anita Suurlaht - Uncovering Volatility Dynamics in Daily REIT Returns (RePEc:taf:repmxx:v:13:y:2007:i:2:p:119-128)
by John Cotter & Simon Stevenson - Volatility and Irish Exports (RePEc:ucd:wpaper:2004/16)
by Don Bredin & John Cotter - Uncovering Long Memory in High Frequency UK Futures (RePEc:ucd:wpaper:200414)
by John Cotter - Absolute Return Volatility (RePEc:ucd:wpaper:200415)
by John Cotter - Tail Behaviour of the Euro (RePEc:ucd:wpaper:200417)
by John Cotter - Minimum Capital Requirement Calculations for UK Futures (RePEc:ucd:wpaper:200418)
by John Cotter - Varying the VaR for Unconditional and Conditional Environments (RePEc:ucd:wpaper:200419)
by John Cotter - Modelling Catastrophic Risk in International Equity Markets: An Extreme Value Approach (RePEc:ucd:wpaper:2005/15)
by John Cotter - Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements (RePEc:ucd:wpaper:2005/16)
by John Cotter & Kevin Dowd - Multivariate Modelling of Daily REIT Volatility (RePEc:ucd:wpaper:2005/17)
by John Cotter & Simon Stevenson - Re-evaluating Hedging Performance (RePEc:ucd:wpaper:2005/18)
by John Cotter & Jim Hanly - Margin Requirements with Intraday Dynamics (RePEc:ucd:wpaper:2005/19)
by John Cotter & Francois Longin - Estimating Financial Risk Measures for Futures Positions:A Non-Parametric Approach (RePEc:ucd:wpaper:2006/13)
by John Cotter & Kevin Dowd - Modelling Long Memory in REITs (RePEc:ucd:wpaper:2006/14)
by John Cotter - Financial Risks and the Pension Protection Fund:Can It Survive Them? (RePEc:ucd:wpaper:2006/15)
by David Blake & John Cotter & Kevin Dowd - Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements (RePEc:ucd:wpaper:2006/16)
by John Cotter & Kevin Dowd - U.S. Core Inflation: A Wavelet Analysis (RePEc:ucd:wpaper:2006/17)
by Kevin Dowd & John Cotter - Implied Correlation from VaR (RePEc:ucd:wpaper:200618)
by John Cotter & Francois Longin - Real and Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing (RePEc:ucd:wpaper:200619)
by John Cotter & Don Bredin - Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements (RePEc:ucd:wpaper:2007/42)
by Kevin Dowd & John Cotter - Evaluating the Precision of Estimators of Quantile-Based Risk Measures (RePEc:ucd:wpaper:2007/43)
by John Cotter & Kevin Dowd - Intra-Day Seasonality in Foreign Market Transactions (RePEc:ucd:wpaper:2007/44)
by John Cotter & Kevin Dowd - Intra-Day Seasonality in Foreign Market Transactions (RePEc:ucd:wpaper:2007/45)
by John Cotter & Kevin Dowd - Intra-Day Seasonality in Foreign Market Transactions (RePEc:ucd:wpaper:2007/46)
by Kevin Dowd & John Cotter - How Unlucky is 25-Sigma? (RePEc:ucd:wpaper:200838)
by Kevin Dowd & Margaret Woods & John Cotter & Chris Humphrey - Spectral Risk Measures: Properties and Limitations (RePEc:ucd:wpaper:200839)
by Kevin Dowd & John Cotter & Ghulam Sorwar - Hedging Effectiveness under Conditions of Asymmetry (RePEc:ucd:wpaper:200843)
by John Cotter & Jim Hanly - Hedging: Scaling and the Investor Horizon (RePEc:ucd:wpaper:201002)
by John Cotter & Jim Hanly - Housing Risk and Return: Evidence From a Housing Asset-Pricing Model (RePEc:ucd:wpaper:201005)
by Karl Case & John Cotter & Stuart Gabriel - Scaling conditional tail probability and quantile estimators (RePEc:ucd:wpaper:201006)
by John Cotter - Time Varying Risk Aversion: An Application to Energy Hedging (RePEc:ucd:wpaper:201007)
by John Cotter & Jim Hanly - A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics (RePEc:ucd:wpaper:201008)
by John Cotter & Richard Roll - An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition (RePEc:ucd:wpaper:201104)
by Thomas Conlon & John Cotter - A Utility Based Approach to Energy Hedging (RePEc:ucd:wpaper:201106)
by John Cotter & Jim Hanly - Integration and Contagion in US Housing Markets (RePEc:ucd:wpaper:201131)
by John Cotter & Stuart Gabriel & Richard Roll - What Should Be Done About The Underfunding of Defined Benefit Pension Schemes? (RePEc:ucd:wpaper:201202)
by John Cotter & David Blake & Kevin Dowd - Can metropolitan housing risk be diversified? A cautionary tale from the recent boom and bust (RePEc:ucd:wpaper:201217)
by John Cotter & Stuart Gabriel & Richard Roll - Commodity futures hedging, risk aversion and the hedging horizon (RePEc:ucd:wpaper:201218)
by Thomas Conlon & John Cotter & Ramazan Gencay - Downside risk and the energy hedger's horizon (RePEc:ucd:wpaper:201219)
by Thomas Conlon & John Cotter - Sovereign and bank CDS spreads: two sides of the same coin? (RePEc:ucd:wpaper:201402)
by John Cotter & Davide Avino - The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market (RePEc:ucd:wpaper:201403)
by John Cotter & Niall O'Sullivan & Francesco Rossi - Performance of Utility Based Hedges (RePEc:ucd:wpaper:201404)
by John Cotter & Jim Hanly - Anatomy of a Bail-In (RePEc:ucd:wpaper:201405)
by Thomas Conlon & John Cotter - Can housing risk be diversified? A cautionary tale from the housing boom and bust (RePEc:ucd:wpaper:201412)
by John Cotter & Stuart Gabriel & Richard Roll - The non-linear trade-off between return and risk: a regime-switching multi-factor framework (RePEc:ucd:wpaper:201414)
by John Cotter & Enrique Salvador - Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks (RePEc:ucd:wpaper:201501)
by Thomas Conlon & John Cotter - Long-run international diversification (RePEc:ucd:wpaper:201502)
by Thomas Conlon & John Cotter & Ramazan Gençay - Credit Default Swaps as Indicators of Bank financial Distress (RePEc:ucd:wpaper:201601)
by Davide Avino & Thomas Conlon & John Cotter - The Intervaling Effect on Higher-Order Co-Moments (RePEc:ucd:wpaper:201602)
by Thomas Conlon & John Cotter & Chenglu Jin - Nowhere to run, nowhere to hide: asset diversification in a flat world (RePEc:ucd:wpaper:201612)
by John Cotter & Stuart Gabriel & Richard Roll - Mixed-frequency macro-financial spillovers (RePEc:ucd:wpaper:201704)
by John Cotter & Mark Hallam & Kamil Yilmaz - Are equity market anomalies disappearing? Evidence from the U.K (RePEc:ucd:wpaper:201804)
by John Cotter & Niall McGeever - Spillovers in Risk of Financial Institutions (RePEc:ucd:wpaper:201805)
by John Cotter & Anita Suurlaht - Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk (RePEc:ucd:wpaper:201806)
by Thomas Conlon & John Cotter & Philip Molyneux - Nowhere to Run, Nowhere to Hide - Asset Diversification in a Flat World (RePEc:ucd:wpaper:201909)
by John Cotter & Stuart Gabriel & Richard Roll - Co-skewness across Return Horizons (RePEc:ucd:wpaper:201910)
by Thomas Conlon & John Cotter & Chenglu Jin - Integration Among US Banks (RePEc:ucd:wpaper:201913)
by Abhinav Anand & John Cotter - Macro-Financial Spillovers (RePEc:ucd:wpaper:202005)
by John Cotter & Mark Hallam & Kamil Yilmaz - Commodity Futures Return Predictability and Intertemporal Asset Pricing (RePEc:ucd:wpaper:202011)
by John Cotter & Emmanuel Eyiah-Donkor & Valerio Potì - Machine Learning and Factor-Based Portfolio Optimization (RePEc:ucd:wpaper:202111)
by Thomas Conlon & John Cotter & Iason Kynigakis - The non-linear trade-off between return and risk and its determinants (RePEc:ucd:wpaper:202203)
by John Cotter & Enrique Salvador - Co-skewness across Return Horizons (RePEc:ucd:wpaper:202210)
by Chenglu Jin & Thomas Conlon & John Cotter - Minimum capital requirement calculations for UK futures (RePEc:wly:jfutmk:v:24:y:2004:i:2:p:193-220)
by John Cotter - Reevaluating hedging performance (RePEc:wly:jfutmk:v:26:y:2006:i:7:p:677-702)
by John Cotter & Jim Hanly - Estimating financial risk measures for futures positions: A nonparametric approach (RePEc:wly:jfutmk:v:30:y:2010:i:7:p:689-703)
by John Cotter & Kevin Dowd - An empirical analysis of dynamic multiscale hedging using wavelet decomposition (RePEc:wly:jfutmk:v:32:y:2012:i:3:p:272-299)
by Thomas Conlon & John Cotter