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 1 1 2 42 1 1 2 92
A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics 0 0 0 74 0 0 3 306
A Utility Based Approach to Energy Hedging 0 0 0 37 0 0 0 64
A Utility Based Approach to Energy Hedging 0 0 1 72 2 2 3 188
Absolute Return Volatility 0 0 0 12 0 0 0 77
Absolute Return Volatility 0 0 0 101 0 0 0 368
Absolute Return Volatility 0 0 0 46 0 0 1 186
Absolute Return Volatility 0 0 0 27 0 0 0 65
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 29 1 1 1 129
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 28 0 0 0 73
Anatomy of a Bail-In 0 0 0 38 0 0 0 163
Anatomy of a Bail-In 0 0 0 105 0 0 1 337
Are equity market anomalies disappearing? Evidence from the U.K 0 0 1 76 2 3 13 353
Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk 0 0 0 35 0 1 3 162
Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from the Recent Boom and Bust 0 0 0 8 0 1 2 86
Can housing risk be diversified? A cautionary tale from the housing boom and bust 0 0 1 82 1 1 4 177
Can metropolitan housing risk be diversified? A cautionary tale from the recent boom and bust 0 0 0 31 0 1 2 156
Co-skewness across Return Horizons 0 0 0 10 0 0 2 35
Co-skewness across Return Horizons 0 0 0 32 0 0 1 168
Commodity Futures Return Predictability and Intertemporal Asset Pricing 0 1 2 36 0 1 9 141
Commodity futures hedging, risk aversion and the hedging horizon 0 0 1 121 0 2 4 623
Commodity futures return predictability and intertemporal asset pricing 0 0 0 0 0 1 2 2
Credit Default Swaps as Indicators of Bank financial Distress 0 0 1 66 0 2 6 325
Downside Risk for European Equity Markets 0 0 1 30 1 1 2 169
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 0 107 0 0 1 321
Estimating financial risk measures for futures positions: a non-parametric approach 0 0 0 35 2 2 4 68
Evaluating the Precision of Estimators of Quantile-Based Risk Measures 0 0 0 27 1 1 1 53
Evaluating the Precision of Estimators of Quantile-Based Risk Measures 0 0 0 17 1 1 1 84
Evaluating the Precision of Estimators of Quantile-Based Risk Measures 0 0 0 75 0 0 1 194
Event Studies of Irish Equities: Earnings Announcements, Seasonality and Size 0 0 0 0 1 1 1 533
Exponential Spectral Risk Measures 0 0 0 165 0 2 3 353
Exponential Spectral Risk Measures 0 0 0 27 0 0 0 53
Extreme Measures of Agricultural Financial Risk 0 0 0 48 1 2 4 82
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements 0 0 0 72 0 0 1 264
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements 0 0 0 32 1 1 1 113
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements 0 0 0 18 0 0 1 65
Extreme risk in Asian equity markets 0 0 0 53 0 1 1 175
Financial Risks and the Pension Protection Fund: Can it Survive Them? 0 0 0 54 0 0 1 216
Financial Risks and the Pension Protection Fund: Can it Survive Them? 0 0 0 24 0 0 0 81
Financial Risks and the Pension Protection Fund:Can It Survive Them? 0 0 0 26 1 1 1 113
Hedging Effectiveness under Conditions of Asymmetry 0 0 0 42 0 2 5 280
Hedging Effectiveness under Conditions of Asymmetry 0 0 0 25 0 0 0 77
Hedging Effectiveness under Conditions of Asymmetry 0 0 0 65 0 0 0 317
Hedging: Scaling and the Investor Horizon 0 0 1 11 0 0 1 44
Hedging: Scaling and the Investor Horizon 0 0 0 48 1 1 6 194
Housing Risk and Return: Evidence From a Housing Asset-Pricing Model 0 1 3 414 1 4 13 1,187
Housing risk and return: Evidence from a housing asset-pricing model 0 0 1 47 0 0 3 162
How Unlucky is 25-Sigma? 0 0 0 61 0 0 2 255
How Unlucky is 25-Sigma? 0 0 0 49 2 2 2 164
Implied Correlation from VaR 0 0 1 49 0 1 3 260
Implied correlation from VaR 0 0 1 38 0 0 1 117
Implied correlation from VaR 0 0 0 108 1 1 1 477
Integration Among US Banks 0 0 0 19 0 3 7 257
Integration and Contagion in US Housing Markets 0 0 0 52 1 2 4 217
Integration and Contagion in US Housing Markets 0 0 0 28 2 2 2 106
Integration and contagion in US housing markets 0 0 0 20 1 2 2 147
International Equity Market Integration in a Small Open Economy: Ireland January 1990 – December 2000 0 0 0 18 0 0 0 90
Intra-Day Seasonality in Foreign Exchange Market Transactions 0 0 0 33 0 0 1 59
Intra-Day Seasonality in Foreign Exchange Market Transactions 0 0 0 74 0 0 4 264
Intra-Day Seasonality in Foreign Market Transactions 0 0 0 12 0 0 0 94
Intra-Day Seasonality in Foreign Market Transactions 0 0 0 12 1 1 1 52
Intra-Day Seasonality in Foreign Market Transactions 0 0 0 9 1 1 1 150
Long-run international diversification 0 0 0 28 1 3 3 225
Machine Learning and Factor-Based Portfolio Optimization 0 0 0 19 0 1 4 32
Machine Learning and Factor-Based Portfolio Optimization 1 1 5 47 3 6 28 231
Macro-Financial Spillovers 0 0 0 46 2 3 6 200
Margin Exceedences for European Stock Index Futures using Extreme Value Theory 0 0 0 62 0 1 1 369
Margin Requirements with Intraday Dynamics 0 0 0 17 0 0 1 115
Margin setting with high-frequency data 0 0 0 30 0 0 0 160
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 0 65
Minimum Capital Requirement Calculations for UK Futures 0 0 0 20 0 0 0 214
Minimum Capital Requirement Calculations for UK Futures 0 0 0 11 0 0 0 134
Mixed-Frequency Macro-Financial Spillovers 1 4 22 431 1 6 51 1,013
Mixed-frequency macro-financial spillovers 0 2 2 55 0 4 7 373
Modeling Long Memory in REITs 0 0 0 83 0 0 0 264
Modeling Long Memory in REITs 0 0 0 10 0 0 0 70
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 8 0 0 0 41
Modelling catastrophic risk in international equity markets: An extreme value approach 0 0 0 29 0 0 1 99
Modelling extreme financial returns of global equity markets 0 0 1 37 0 2 4 190
Multivariate Modeling of Daily REIT Volatility 0 0 1 82 0 0 3 333
Multivariate Modeling of Daily REIT Volatility 0 0 0 19 0 0 1 115
Multivariate Modelling of Daily REIT Volatility 0 0 0 26 0 0 1 152
Nowhere to Run, Nowhere to Hide - Asset Diversification in a Flat World 0 0 0 38 0 0 3 220
Nowhere to run, nowhere to hide: asset diversification in a flat world 0 0 1 38 0 1 7 295
Performance of Utility Based Hedges 0 0 0 43 0 1 4 160
Re-evaluating Hedging Performance 0 0 0 107 0 0 0 392
Re-evaluating Hedging Performance 0 0 0 40 0 1 1 123
Real & Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing 0 0 0 69 0 0 1 388
Real and Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing 0 0 0 69 0 0 1 324
Realized volatility and minimum capital requirements 0 0 0 46 0 0 0 307
Scaling conditional tail probability and quantile estimators 0 0 0 31 0 0 0 102
Scaling conditional tail probability and quantile estimators 0 0 0 8 0 0 0 32
Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability? 0 0 0 53 0 1 2 113
Sovereign and bank CDS spreads: two sides of the same coin? 0 0 0 21 0 1 1 186
Sovereign and bank CDS spreads: two sides of the same coin? 0 0 1 77 0 4 9 295
Spectral Risk Measures and the Choice of Risk Aversion Function 0 0 0 21 0 0 0 51
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 24 0 1 1 88
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 15 0 0 0 87
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 25 0 0 1 117
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 29 0 0 0 163
Spectral Risk Measures: Properties and Limitations 0 0 2 90 1 2 6 352
Spectral Risk Measures: Properties and Limitations 0 0 0 18 1 1 5 74
Spillovers in Risk of Financial Institutions 0 1 1 58 1 2 3 151
Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks 0 0 0 71 0 0 2 289
Tail Behaviour of the Euro 0 0 0 27 0 0 0 81
Tail Behaviour of the Euro 0 0 0 26 1 1 1 128
Tail Behaviour of the Euro 0 0 0 43 1 1 1 137
The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market 0 0 1 43 0 0 2 141
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 0 1 5
The non-linear trade-off between return and risk and its determinants 0 0 1 43 0 1 5 90
The non-linear trade-off between return and risk: a regime-switching multi-factor framework 0 0 0 56 1 2 4 194
The non-linear trade-off between return and risk: a regime-switching multi-factor framework 0 0 0 21 1 2 3 73
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 2 202
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
Time Varying Risk Aversion: An Application to Energy Hedging 0 0 0 98 0 1 1 311
Time Varying Risk Aversion: An Application to Energy Hedging 0 0 0 39 0 0 0 108
U.S. Core Inflation: A Wavelet Analysis 0 0 1 162 1 1 6 499
U.S. Core Inflation: A Wavelet Analysis 0 0 0 55 0 0 1 99
U.S. Core Inflation: A Wavelet Analysis 0 0 2 59 0 1 3 186
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 1 180
Uncovering Long Memory in High Frequency UK Futures 0 0 0 27 0 0 0 103
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 0 14 0 0 0 85
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 0 59 0 1 1 246
Varying the VaR for Unconditional and Conditional Environments 0 0 0 21 0 1 1 192
Varying the VaR for Unconditional and Conditional Environments 0 0 1 32 0 0 2 259
Varying the VaR for Unconditional and Conditional Environments 0 0 0 12 0 0 0 114
Volatility and Irish Exports 0 0 0 15 0 2 8 120
Volatility and Irish Exports 0 0 0 19 0 0 0 175
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 1 1 2 202
Total Working Papers 3 11 60 6,420 43 109 350 25,772

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 0 1 98
A financial modeling approach to industry exchange-traded funds selection 0 0 1 1 0 1 4 16
A utility based approach to energy hedging 0 1 1 14 0 1 2 74
An empirical analysis of dynamic multiscale hedging using wavelet decomposition 0 0 0 0 0 0 1 41
Anatomy of a bail-in 0 0 1 27 0 1 5 187
Asset allocation with correlation: A composite trade-off 0 0 0 7 0 0 0 88
Beyond common equity: The influence of secondary capital on bank insolvency risk 0 0 0 6 0 0 0 50
Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust 0 0 1 12 0 0 2 114
Co-Skewness across Return Horizons* 0 0 0 0 0 1 2 2
Commodity futures hedging, risk aversion and the hedging horizon 0 0 2 13 2 2 6 136
Commodity futures return predictability and intertemporal asset pricing 0 0 1 4 1 2 3 9
Credit default swaps as indicators of bank financial distress 0 0 3 17 0 1 8 190
Diversification with globally integrated US stocks 0 0 3 4 0 0 6 8
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 0 0 36
Exponential Spectral Risk Measures 0 0 0 0 1 1 1 129
Extreme Measures of Agricultural Financial Risk 0 0 1 15 1 3 6 105
Extreme Value Estimation of Boom and Crash Statistics 0 0 1 82 0 0 1 264
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 1 4 36 0 4 15 171
Forecasting the price of oil: A cautionary note 0 1 3 3 1 2 8 8
Hedging effectiveness under conditions of asymmetry 0 0 0 13 0 0 0 83
International equity market integration in a small open economy: Ireland January 1990-December 2000 0 0 0 36 0 0 0 137
Intra-day seasonality in foreign exchange market transactions 0 0 0 23 0 0 1 102
Long-run wavelet-based correlation for financial time series 0 0 2 10 0 0 7 122
Macro-financial spillovers 0 0 4 11 0 1 8 32
Margin exceedences for European stock index futures using extreme value theory 0 0 0 62 0 0 1 226
Minimum capital requirement calculations for UK futures 0 0 0 0 0 0 0 30
Modeling Long Memory in REITs 0 0 1 23 1 2 3 164
Multivariate Modeling of Daily REIT Volatility 0 0 0 118 0 0 1 366
Performance of utility based hedges 0 0 0 3 0 0 1 71
Predictability and diversification benefits of investing in commodity and currency futures 0 0 0 13 0 1 2 128
Reevaluating hedging performance 0 0 0 7 0 0 2 48
Sovereign and bank CDS spreads: Two sides of the same coin? 0 0 2 27 0 2 4 147
Spectral Risk Measures: Properties and Limitations 0 0 0 31 2 2 4 133
Spillovers in risk of financial institutions 0 1 1 5 0 1 2 21
Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks 0 0 0 3 0 0 3 39
Tail behaviour of the euro 0 0 0 28 0 0 2 161
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 1 11 0 1 3 87
The illusion of oil return predictability: The choice of data matters! 0 0 1 3 0 2 5 18
The non-linear trade-off between return and risk and its determinants 0 0 0 3 0 1 2 6
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 0 0 0 206
U.S. CORE INFLATION: A WAVELET ANALYSIS 0 0 0 27 0 1 2 115
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 0 0 1 2 3 3
Uncovering long memory in high frequency UK futures 0 0 0 2 0 0 0 41
VOLATILITY AND IRISH EXPORTS 0 0 0 17 0 0 2 76
Varying the VaR for unconditional and conditional environments 0 0 0 16 0 0 0 114
Total Journal Articles 0 4 34 960 10 35 130 5,329
1 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 1 1 1 1
Total Chapters 0 0 0 0 1 1 1 1

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Statistics updated 2025-03-03