Access Statistics for Thomas Conlon

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
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 1 129
Anatomy of a Bail-In 0 0 0 105 0 0 0 337
Anatomy of a Bail-In 0 0 0 38 0 0 0 163
Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk 0 0 0 35 2 2 5 164
Co-skewness across Return Horizons 0 0 0 10 1 1 2 36
Co-skewness across Return Horizons 0 0 0 32 1 1 1 169
Commodity futures hedging, risk aversion and the hedging horizon 1 1 1 122 1 1 4 624
Credit Default Swaps as Indicators of Bank financial Distress 0 0 1 66 2 3 9 328
Cross-Correlation Dynamics in Financial Time Series 0 0 0 117 0 1 1 259
Downside risk and the energy hedger's horizon 0 0 0 22 0 0 1 176
Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs 0 0 8 8 1 2 12 12
Long-run international diversification 0 1 1 29 1 3 5 227
Machine Learning and Factor-Based Portfolio Optimization 0 0 0 19 0 1 5 33
Machine Learning and Factor-Based Portfolio Optimization 0 3 6 49 3 12 30 240
Multiscaled Cross-Correlation Dynamics in Financial Time-Series 0 0 0 28 0 0 0 87
Operational Risk Capital 0 0 0 5 0 0 1 27
Operational Risk Capital 0 0 0 18 0 0 0 30
Random Matrix Theory and Fund of Funds Portfolio Optimisation 0 0 1 43 0 0 3 162
Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks 0 0 0 71 1 1 3 290
The Intervaling Effect on Higher-Order Co-Moments 0 0 0 19 0 0 2 200
The illusion of oil return predictability: The choice of data matters! 0 0 1 1 0 1 2 6
Total Working Papers 1 5 19 894 13 30 87 3,772


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A financial modeling approach to industry exchange-traded funds selection 0 0 0 1 1 2 5 18
An empirical analysis of dynamic multiscale hedging using wavelet decomposition 0 0 0 0 0 0 1 41
Anatomy of a bail-in 1 1 1 28 1 2 6 189
Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic 1 3 6 27 5 15 26 115
Asset allocation with correlation: A composite trade-off 0 0 0 7 0 1 1 89
Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes? 0 0 0 10 0 0 1 63
Beyond common equity: The influence of secondary capital on bank insolvency risk 0 0 0 6 1 2 2 52
Bitcoin forks: What drives the branches? 0 0 0 1 0 1 8 9
Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition 0 0 3 10 1 1 10 31
Climate risk and financial stability: evidence from syndicated lending 0 3 4 4 0 3 7 7
Co-Skewness across Return Horizons* 0 0 0 0 0 0 1 2
Commodity futures hedging, risk aversion and the hedging horizon 0 0 2 13 0 2 6 136
Composite jet fuel cross-hedging 0 1 6 11 0 1 11 27
Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX 0 1 5 6 5 9 26 28
Credit default swaps as indicators of bank financial distress 0 0 1 17 2 2 8 192
Cross-correlation dynamics in financial time series 0 0 0 2 0 1 1 28
Diversification with globally integrated US stocks 1 1 2 5 2 5 8 13
Does corporate hedging enhance shareholder value? A meta-analysis 1 1 1 11 1 1 4 82
Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon 2 2 11 87 6 9 28 267
Does national culture influence malfeasance in banks around the world? 0 0 0 3 3 4 9 14
Downside risk and the energy hedger's horizon 0 0 0 10 0 0 0 98
Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar 0 0 0 0 0 1 3 3
Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets 0 0 0 4 0 0 1 24
Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages 1 2 3 4 1 2 9 12
Forecasting the price of oil: A cautionary note 0 1 3 4 0 3 9 10
HACKED: Understanding the stock market response to cyberattacks 0 1 1 1 3 6 9 9
Inflation and cryptocurrencies revisited: A time-scale analysis 1 2 3 30 4 9 18 112
Is gold a hedge against inflation? A wavelet time-scale perspective 0 1 3 23 2 4 13 115
Long-run wavelet-based correlation for financial time series 1 1 2 11 1 1 6 123
MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES 0 0 0 0 0 0 0 13
Measuring excess-predictability of asset returns and market efficiency over time 0 0 0 2 0 1 1 24
Mutual fund performance and changes in factor exposure 0 1 8 26 1 2 17 50
Predictability and pricing efficiency in forward and spot, developed and emerging currency markets 0 0 0 4 0 0 0 24
Random matrix theory and fund of funds portfolio optimisation 0 0 0 9 0 0 0 60
Safe haven or risky hazard? Bitcoin during the Covid-19 bear market 2 4 5 34 7 21 35 180
Scaling the twin peaks: Systemic risk and dual regulation 0 0 1 5 0 1 3 41
Seeking a shock haven: Hedging extreme upward oil price changes 0 0 0 0 0 1 3 3
Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks 0 0 0 3 0 0 3 39
The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges 1 2 8 8 2 3 17 25
The illusion of oil return predictability: The choice of data matters! 0 0 1 3 0 0 5 18
The influence of European MiCa regulation on cryptocurrencies 0 2 2 2 0 4 6 6
The price of shelter - Downside risk reduction with precious metals 0 1 2 10 2 5 8 63
Understanding the FTX exchange collapse: A dynamic connectedness approach 0 0 4 11 1 1 10 28
Wavelet multiscale analysis for Hedge Funds: Scaling and strategies 0 0 0 1 0 0 0 22
Total Journal Articles 12 31 88 454 52 126 345 2,505


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Distilling a Disruptive Disintermediary’s Data: Interpretable Machine-Learning Explanations for LendingClub Customers 0 0 4 5 0 1 6 11
Total Chapters 0 0 4 5 0 1 6 11


Statistics updated 2025-05-12