Thomas Conlon
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Thomas |
| last: |
Conlon |
Identifer
Contact
Affiliations
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University College Dublin
/ School of Business
/ Michael Smurfit Graduate School of Business
Research profile
author of:
- Multiscaled Cross-Correlation Dynamics in Financial Time-Series (RePEc:arx:papers:1001.0497)
by Thomas Conlon & Heather J. Ruskin & Martin Crane - Cross-Correlation Dynamics in Financial Time Series (RePEc:arx:papers:1002.0321)
by Thomas Conlon & Heather J. Ruskin & Martin Crane - Random Matrix Theory and Fund of Funds Portfolio Optimisation (RePEc:arx:papers:1005.5021)
by Thomas Conlon & Heather J. Ruskin & Martin Crane - An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition (RePEc:arx:papers:1103.4943)
by Thomas Conlon & John Cotter - Anatomy of a Bail-In (RePEc:arx:papers:1403.7628)
by Thomas Conlon & John Cotter - Machine Learning and Factor-Based Portfolio Optimization (RePEc:arx:papers:2107.13866)
by Thomas Conlon & John Cotter & Iason Kynigakis - 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 - Mutual fund performance and changes in factor exposure (RePEc:bla:jfnres:v:45:y:2022:i:1:p:17-52)
by Wolfgang Bessler & Thomas Conlon & Diego Víctor de Mingo‐López & Juan Carlos Matallín‐Sáez - Operational Risk Capital (RePEc:chf:rpseri:rp2055)
by Thomas Conlon & Xing Huan & Steven Ongena - Operational Risk Capital (RePEc:cpr:ceprdp:15096)
by Ongena, Steven & Conlon, Thomas & Huan, Xing - Measuring excess-predictability of asset returns and market efficiency over time (RePEc:eee:ecolet:v:175:y:2019:i:c:p:92-96)
by Levich, Richard & Conlon, Thomas & Potì, Valerio - Scaling the twin peaks: Systemic risk and dual regulation (RePEc:eee:ecolet:v:178:y:2019:i:c:p:98-101)
by Conlon, Thomas & Huan, Xing - Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes? (RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519303659)
by Conlon, Thomas & McGee, Richard J. - Inflation and cryptocurrencies revisited: A time-scale analysis (RePEc:eee:ecolet:v:206:y:2021:i:c:s0165176521002731)
by Conlon, Thomas & Corbet, Shaen & McGee, Richard J. - 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 - Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition (RePEc:eee:empfin:v:65:y:2022:i:c:p:24-50)
by Adcock, Christopher & Bessler, Wolfgang & Conlon, Thomas - 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 - 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 - Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon (RePEc:eee:finana:v:41:y:2015:i:c:p:320-328)
by Bredin, Don & Conlon, Thomas & Potì, Valerio - The price of shelter - Downside risk reduction with precious metals (RePEc:eee:finana:v:49:y:2017:i:c:p:48-58)
by Bredin, Don & Conlon, Thomas & Potì, Valerio - Does corporate hedging enhance shareholder value? A meta-analysis (RePEc:eee:finana:v:61:y:2019:i:c:p:222-232)
by Bessler, Wolfgang & Conlon, Thomas & Huan, Xing - The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges (RePEc:eee:finana:v:91:y:2024:i:c:s105752192300529x)
by Conlon, Thomas & Corbet, Shaen & McGee, Richard J. - Seeking a shock haven: Hedging extreme upward oil price changes (RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001777)
by Conlon, Thomas & Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les - Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320304244)
by Conlon, Thomas & McGee, Richard - Understanding the FTX exchange collapse: A dynamic connectedness approach (RePEc:eee:finlet:v:53:y:2023:i:c:s154461232300017x)
by Akyildirim, Erdinc & Conlon, Thomas & Corbet, Shaen & Goodell, John W. - 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 - Does national culture influence malfeasance in banks around the world? (RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001567)
by Conlon, Thomas & Huan, Xing & Muckley, Cal B. - Diversification with globally integrated US stocks (RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001579)
by Conlon, Thomas & Cotter, John & Ropotos, Ioannis - Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX (RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000064)
by Conlon, Thomas & Corbet, Shaen & Hou, Yang (Greg) - 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 - Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages (RePEc:eee:jeborg:v:217:y:2024:i:c:p:32-62)
by Conlon, Thomas & Corbet, Shaen & Goodell, John W. & Hou, Yang (Greg) & Oxley, Les - Predictability and pricing efficiency in forward and spot, developed and emerging currency markets (RePEc:eee:jimfin:v:107:y:2020:i:c:s0261560620301790)
by Potì, Valerio & Levich, Richard & Conlon, Thomas - 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 - Composite jet fuel cross-hedging (RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000289)
by Cao, Min & Conlon, Thomas - 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 - Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets (RePEc:eee:jocoma:v:9:y:2018:i:c:p:1-20)
by Spencer, Simon & Bredin, Don & Conlon, Thomas - Random matrix theory and fund of funds portfolio optimisation (RePEc:eee:phsmap:v:382:y:2007:i:2:p:565-576)
by Conlon, T. & Ruskin, H.J. & Crane, M. - Wavelet multiscale analysis for Hedge Funds: Scaling and strategies (RePEc:eee:phsmap:v:387:y:2008:i:21:p:5197-5204)
by Conlon, T. & Crane, M. & Ruskin, H.J. - Cross-correlation dynamics in financial time series (RePEc:eee:phsmap:v:388:y:2009:i:5:p:705-714)
by Conlon, T. & Ruskin, H.J. & Crane, M. - Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920304438)
by Conlon, Thomas & Corbet, Shaen & McGee, Richard J. - Bitcoin forks: What drives the branches? (RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000539)
by Conlon, Thomas & Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les - The illusion of oil return predictability: The choice of data matters! (RePEc:hal:journl:hal-03519860)
by Thomas Conlon & John Cotter & Emmanuel Eyiah-Donkor - Is gold a hedge against inflation? A wavelet time-scale perspective (RePEc:kap:rqfnac:v:51:y:2018:i:2:d:10.1007_s11156-017-0672-7)
by Thomas Conlon & Brian M. Lucey & Gazi Salah Uddin - Co-Skewness across Return Horizons (RePEc:oup:jfinec:v:21:y:2023:i:5:p:1483-1518.)
by Chenglu Jin & Thomas Conlon & John Cotter - Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar (RePEc:spr:annopr:v:337:y:2024:i:1:d:10.1007_s10479-024-05884-y)
by Thomas Conlon & Shaen Corbet & Richard McGee - 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 - An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition (RePEc:ucd:wpaper:201104)
by Thomas Conlon & John Cotter - 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 - Anatomy of a Bail-In (RePEc:ucd:wpaper:201405)
by Thomas Conlon & John Cotter - 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 - Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk (RePEc:ucd:wpaper:201806)
by Thomas Conlon & John Cotter & Philip Molyneux - Co-skewness across Return Horizons (RePEc:ucd:wpaper:201910)
by Thomas Conlon & John Cotter & Chenglu Jin - Machine Learning and Factor-Based Portfolio Optimization (RePEc:ucd:wpaper:202111)
by Thomas Conlon & John Cotter & Iason Kynigakis - Co-skewness across Return Horizons (RePEc:ucd:wpaper:202210)
by Chenglu Jin & Thomas Conlon & John Cotter - 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 - Multiscaled Cross-Correlation Dynamics In Financial Time-Series (RePEc:wsi:acsxxx:v:12:y:2009:i:04n05:n:s0219525909002325)
by T. Conlon & H. J. Ruskin & M. Crane - Distilling a Disruptive Disintermediary’s Data: Interpretable Machine-Learning Explanations for LendingClub Customers (RePEc:wsi:wschap:9781800612723_0005)
by Thomas Conlon & Fearghal Kearney