Access Statistics for John Cotter

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics 0 0 1 42 1 3 5 96
A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics 0 1 1 75 1 6 7 313
A Utility Based Approach to Energy Hedging 0 0 1 72 0 0 4 189
A Utility Based Approach to Energy Hedging 0 0 0 37 0 0 0 64
Absolute Return Volatility 0 0 1 13 0 0 2 79
Absolute Return Volatility 0 0 0 46 0 0 0 186
Absolute Return Volatility 0 0 0 101 0 0 1 369
Absolute Return Volatility 0 0 0 27 0 0 0 65
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 28 0 0 0 73
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 29 0 1 2 130
Anatomy of a Bail-In 0 0 0 105 0 1 3 340
Anatomy of a Bail-In 0 0 0 38 0 0 0 163
Are equity market anomalies disappearing? Evidence from the U.K 2 2 2 78 2 4 12 359
Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk 0 0 0 35 1 2 7 167
Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from the Recent Boom and Bust 0 0 0 8 0 0 1 86
Can housing risk be diversified? A cautionary tale from the housing boom and bust 0 0 0 82 0 2 6 180
Can metropolitan housing risk be diversified? A cautionary tale from the recent boom and bust 0 0 1 32 0 0 4 158
Co-skewness across Return Horizons 0 0 0 32 0 0 1 169
Co-skewness across Return Horizons 0 1 1 11 0 5 6 41
Commodity Futures Return Predictability and Intertemporal Asset Pricing 0 0 1 36 0 1 6 145
Commodity futures hedging, risk aversion and the hedging horizon 0 0 2 123 1 1 6 626
Commodity futures return predictability and intertemporal asset pricing 0 0 0 0 0 0 3 4
Credit Default Swaps as Indicators of Bank financial Distress 0 0 1 66 1 3 13 333
Downside Risk for European Equity Markets 0 0 0 30 0 1 2 170
Downside risk and the energy hedger's horizon 0 0 0 22 0 0 1 176
Estimating Financial Risk Measures for Futures Positions:A Non-Parametric Approach 0 0 0 25 0 0 0 94
Estimating financial risk measures for futures positions: a non-parametric approach 0 0 0 35 0 0 3 68
Estimating financial risk measures for futures positions: a non-parametric approach 0 0 0 107 0 0 1 322
Evaluating the Precision of Estimators of Quantile-Based Risk Measures 0 0 0 75 0 1 1 195
Evaluating the Precision of Estimators of Quantile-Based Risk Measures 0 0 0 17 0 0 2 85
Evaluating the Precision of Estimators of Quantile-Based Risk Measures 0 0 0 27 0 0 1 53
Event Studies of Irish Equities: Earnings Announcements, Seasonality and Size 0 0 0 0 0 0 1 533
Exponential Spectral Risk Measures 0 0 0 165 0 1 4 355
Exponential Spectral Risk Measures 0 0 0 27 0 0 0 53
Extreme Measures of Agricultural Financial Risk 0 0 0 48 1 4 13 91
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements 0 0 0 72 0 0 1 265
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements 0 0 0 32 1 1 3 115
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements 0 0 0 18 0 1 1 66
Extreme risk in Asian equity markets 0 0 0 53 0 1 2 176
Financial Risks and the Pension Protection Fund: Can it Survive Them? 0 0 0 54 0 0 2 217
Financial Risks and the Pension Protection Fund: Can it Survive Them? 0 0 0 24 0 1 1 82
Financial Risks and the Pension Protection Fund:Can It Survive Them? 0 0 0 26 1 1 2 114
Hedging Effectiveness under Conditions of Asymmetry 0 0 1 26 0 0 1 78
Hedging Effectiveness under Conditions of Asymmetry 0 0 0 42 0 0 6 282
Hedging Effectiveness under Conditions of Asymmetry 0 0 0 65 0 0 0 317
Hedging: Scaling and the Investor Horizon 0 0 0 48 1 2 3 196
Hedging: Scaling and the Investor Horizon 0 0 0 11 0 0 0 44
Housing Risk and Return: Evidence From a Housing Asset-Pricing Model 0 2 4 417 3 8 16 1,199
Housing risk and return: Evidence from a housing asset-pricing model 0 0 1 48 0 0 3 164
How Unlucky is 25-Sigma? 0 0 0 49 0 0 2 164
How Unlucky is 25-Sigma? 0 0 0 61 0 1 1 256
Implied Correlation from VaR 0 0 0 49 0 1 2 261
Implied correlation from VaR 0 0 1 39 0 0 2 119
Implied correlation from VaR 0 0 0 108 0 0 2 478
Integration Among US Banks 0 0 0 19 0 0 5 258
Integration and Contagion in US Housing Markets 0 0 0 28 1 1 3 107
Integration and Contagion in US Housing Markets 0 0 0 52 0 0 4 218
Integration and contagion in US housing markets 0 0 0 20 0 1 4 149
International Equity Market Integration in a Small Open Economy: Ireland January 1990 – December 2000 0 0 0 18 0 1 2 92
Intra-Day Seasonality in Foreign Exchange Market Transactions 0 0 0 74 0 0 0 264
Intra-Day Seasonality in Foreign Exchange Market Transactions 0 0 0 33 0 1 4 62
Intra-Day Seasonality in Foreign Market Transactions 0 0 0 12 0 1 1 95
Intra-Day Seasonality in Foreign Market Transactions 0 0 0 12 0 0 1 52
Intra-Day Seasonality in Foreign Market Transactions 0 0 0 9 0 0 3 152
Long-run international diversification 0 0 1 29 0 1 7 229
Machine Learning and Factor-Based Portfolio Optimization 1 1 1 20 1 1 4 34
Machine Learning and Factor-Based Portfolio Optimization 0 1 5 51 1 7 34 256
Macro-Financial Spillovers 1 1 1 47 2 3 7 204
Margin Exceedences for European Stock Index Futures using Extreme Value Theory 0 0 0 62 0 1 3 371
Margin Requirements with Intraday Dynamics 0 0 0 17 0 1 2 116
Margin setting with high-frequency data 0 1 1 31 0 1 2 162
Margin setting with high-frequency data1 0 0 0 14 0 0 0 37
Minimum Capital Requirement Calculations for UK Futures 0 0 0 6 0 0 1 66
Minimum Capital Requirement Calculations for UK Futures 0 0 0 20 1 1 2 216
Minimum Capital Requirement Calculations for UK Futures 0 0 0 11 0 1 1 135
Mixed-Frequency Macro-Financial Spillovers 2 5 16 441 2 8 33 1,036
Mixed-frequency macro-financial spillovers 0 1 3 56 0 2 8 377
Modeling Long Memory in REITs 0 0 0 10 0 0 0 70
Modeling Long Memory in REITs 0 0 0 83 0 0 3 267
Modelling Catastrophic Risk in International Equity Markets: An Extreme Value Approach 0 0 0 14 0 0 1 54
Modelling Long Memory in REITs 0 0 0 48 0 0 0 176
Modelling catastrophic risk in international equity markets: An extreme value approach 0 0 0 29 0 0 1 100
Modelling catastrophic risk in international equity markets: An extreme value approach 0 0 0 8 0 0 0 41
Modelling extreme financial returns of global equity markets 0 0 0 37 0 0 3 191
Multivariate Modeling of Daily REIT Volatility 0 0 1 82 0 0 4 335
Multivariate Modeling of Daily REIT Volatility 0 0 0 19 0 0 0 115
Multivariate Modelling of Daily REIT Volatility 0 0 0 26 0 2 2 154
Nowhere to Run, Nowhere to Hide - Asset Diversification in a Flat World 0 0 0 38 0 1 6 224
Nowhere to run, nowhere to hide: asset diversification in a flat world 0 0 1 39 0 0 5 297
Performance of Utility Based Hedges 0 0 0 43 0 0 4 162
Re-evaluating Hedging Performance 0 0 0 107 1 2 3 395
Re-evaluating Hedging Performance 0 0 0 40 0 0 1 123
Real & Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing 0 0 0 69 0 0 1 389
Real and Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing 0 0 1 70 0 0 2 326
Realized volatility and minimum capital requirements 0 0 0 46 0 0 0 307
Scaling conditional tail probability and quantile estimators 0 0 0 8 0 0 0 32
Scaling conditional tail probability and quantile estimators 0 0 0 31 0 0 0 102
Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability? 0 0 0 53 0 1 3 114
Sovereign and bank CDS spreads: two sides of the same coin? 0 0 0 21 0 1 3 188
Sovereign and bank CDS spreads: two sides of the same coin? 0 0 0 77 0 1 7 297
Spectral Risk Measures and the Choice of Risk Aversion Function 0 0 0 21 1 1 2 53
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 25 0 1 1 118
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 29 0 0 1 164
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 24 0 0 1 88
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 15 0 1 1 88
Spectral Risk Measures: Properties and Limitations 0 0 0 18 0 0 1 74
Spectral Risk Measures: Properties and Limitations 0 0 1 91 1 1 5 354
Spillovers in Risk of Financial Institutions 0 0 1 58 0 0 3 152
Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks 0 0 0 71 0 1 5 292
Tail Behaviour of the Euro 0 0 0 26 1 1 3 130
Tail Behaviour of the Euro 0 0 0 43 0 1 3 139
Tail Behaviour of the Euro 0 0 0 27 0 0 0 81
The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market 0 0 0 43 0 0 0 141
The Intervaling Effect on Higher-Order Co-Moments 0 0 0 19 0 0 1 200
The illusion of oil return predictability: The choice of data matters! 0 0 1 1 0 0 2 6
The non-linear trade-off between return and risk and its determinants 0 0 0 43 0 1 5 93
The non-linear trade-off between return and risk: a regime-switching multi-factor framework 0 0 0 21 0 1 6 76
The non-linear trade-off between return and risk: a regime-switching multi-factor framework 0 0 0 56 0 1 5 196
The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders 0 0 0 22 0 0 1 57
The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders 0 0 0 47 0 0 3 204
Time Varying Risk Aversion: An Application to Energy Hedging 0 0 0 39 1 1 1 109
Time Varying Risk Aversion: An Application to Energy Hedging 0 0 0 98 0 0 1 311
U.S. Core Inflation: A Wavelet Analysis 0 0 0 162 0 0 4 500
U.S. Core Inflation: A Wavelet Analysis 0 0 0 55 3 3 3 102
U.S. Core Inflation: A Wavelet Analysis 0 0 0 59 0 0 1 186
Uncovering Long Memory in High Frequency UK Futures 0 0 0 27 0 1 1 104
Uncovering Long Memory in High Frequency UK Futures 0 0 0 29 0 0 0 47
Uncovering Long Memory in High Frequency UK Futures 0 0 0 39 0 1 2 181
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 0 59 0 0 4 249
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 0 14 0 1 1 86
Varying the VaR for Unconditional and Conditional Environments 0 0 0 32 0 1 2 261
Varying the VaR for Unconditional and Conditional Environments 0 0 0 12 0 0 0 114
Varying the VaR for Unconditional and Conditional Environments 0 0 0 21 1 1 3 194
Volatility and Irish Exports 0 0 0 19 0 0 2 177
Volatility and Irish Exports 0 0 0 15 0 0 3 120
Volatility and the Euro: an Irish perspective 0 0 0 11 0 0 0 114
What Should Be Done About The Underfunding of Defined Benefit Pension Schemes? 0 0 0 49 0 1 3 204
Total Working Papers 6 16 53 6,456 31 113 428 26,035

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparative Anatomy of Residential REITs and Private Real Estate Markets: Returns, Risks and Distributional Characteristics 0 0 0 21 0 1 3 101
A financial modeling approach to industry exchange-traded funds selection 0 0 0 1 0 2 6 21
A utility based approach to energy hedging 0 0 1 14 0 0 2 75
An empirical analysis of dynamic multiscale hedging using wavelet decomposition 0 0 0 0 0 0 1 42
Anatomy of a bail-in 0 0 2 29 0 0 4 190
Asset allocation with correlation: A composite trade-off 0 0 0 7 1 2 3 91
Asset allocation with factor-based covariance matrices 0 0 0 0 0 1 3 3
Beyond common equity: The influence of secondary capital on bank insolvency risk 0 0 0 6 1 1 3 53
Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust 0 0 1 12 0 0 1 114
Co-Skewness across Return Horizons* 0 0 0 0 0 1 2 3
Commodity futures hedging, risk aversion and the hedging horizon 0 0 2 13 0 2 6 138
Commodity futures return predictability and intertemporal asset pricing 1 1 1 5 2 6 13 20
Credit default swaps as indicators of bank financial distress 0 1 2 18 1 2 9 195
Diversification with globally integrated US stocks 0 0 2 5 0 0 7 13
Downside risk and the energy hedger's horizon 0 0 0 10 0 0 0 98
Downside risk for European equity markets 0 0 0 30 0 0 0 140
Estimating financial risk measures for futures positions: A nonparametric approach 0 0 0 3 0 1 1 37
Extreme Measures of Agricultural Financial Risk 0 0 2 16 0 1 11 111
Extreme Value Estimation of Boom and Crash Statistics 0 0 0 82 0 1 1 265
Extreme risk in futures contracts 0 0 0 116 0 0 0 545
Extreme spectral risk measures: An application to futures clearinghouse margin requirements 0 0 2 37 0 0 6 173
Forecasting the price of oil: A cautionary note 0 0 4 6 0 4 14 20
Hedging effectiveness under conditions of asymmetry 0 1 1 14 0 1 3 86
Hedging: scaling and the investor horizon 0 0 0 0 0 0 0 0
International equity market integration in a small open economy: Ireland January 1990-December 2000 0 0 0 36 0 0 1 138
Intra-day seasonality in foreign exchange market transactions 0 0 0 23 0 0 0 102
Long-run wavelet-based correlation for financial time series 0 1 2 12 0 1 5 125
Macro-financial spillovers 1 3 4 14 2 8 13 41
Margin exceedences for European stock index futures using extreme value theory 0 0 0 62 0 0 2 228
Minimum capital requirement calculations for UK futures 0 0 0 0 0 0 0 30
Modeling Long Memory in REITs 0 0 0 23 0 2 5 167
Multivariate Modeling of Daily REIT Volatility 0 0 1 119 0 0 2 368
Performance of utility based hedges 0 0 0 3 0 0 0 71
Predictability and diversification benefits of investing in commodity and currency futures 0 0 0 13 1 1 2 129
Reevaluating hedging performance 0 0 0 7 0 0 0 48
Sovereign and bank CDS spreads: Two sides of the same coin? 0 0 1 27 0 0 8 152
Spectral Risk Measures: Properties and Limitations 0 0 0 31 3 5 8 139
Spillovers in risk of financial institutions 0 0 1 5 0 0 2 22
Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks 0 0 0 3 0 0 0 39
Tail behaviour of the euro 0 0 0 28 0 0 3 162
The Distributional Characteristics of a Selection of Contracts Traded on the London International Financial Futures Exchange 0 0 0 5 0 0 0 23
The conditional pricing of systematic and idiosyncratic risk in the UK equity market 0 0 0 11 0 0 1 87
The illusion of oil return predictability: The choice of data matters! 0 0 1 3 0 1 5 19
The non-linear trade-off between return and risk and its determinants 0 0 0 3 0 3 6 11
The tail risks of FX return distributions: A comparison of the returns associated with limit orders and market orders 0 0 0 23 0 0 1 121
Time-varying risk aversion: An application to energy hedging 0 0 0 19 1 1 4 210
Trends and key determinants of firm-level integration 0 0 0 0 0 0 0 0
U.S. CORE INFLATION: A WAVELET ANALYSIS 1 1 1 28 1 2 3 117
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 1 1 1 2 8 9
Uncovering long memory in high frequency UK futures 0 0 0 2 0 0 1 42
VOLATILITY AND IRISH EXPORTS 0 0 0 17 0 2 2 78
Varying the VaR for unconditional and conditional environments 0 0 0 16 1 1 2 116
Total Journal Articles 3 8 32 979 15 55 183 5,328
2 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Re-Evaluating Hedging Performance for Asymmetry: The Case of Crude Oil 0 0 0 0 0 0 1 1
Total Chapters 0 0 0 0 0 0 1 1

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Statistics updated 2025-10-06