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 75 10 15 23 329
A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics 0 0 3 3 0 0 4 4
A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics 0 0 1 42 7 10 15 106
A Utility Based Approach to Energy Hedging 0 0 0 72 3 3 7 193
A Utility Based Approach to Energy Hedging 0 0 0 37 3 5 5 69
Absolute Return Volatility 0 0 0 27 0 2 3 68
Absolute Return Volatility 0 0 0 46 2 3 3 189
Absolute Return Volatility 0 0 1 102 2 3 5 373
Absolute Return Volatility 0 0 1 13 2 5 7 84
Absolute return volatility 0 0 1 1 2 2 3 3
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 29 2 4 7 135
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 28 1 2 4 77
Anatomy of a Bail-In 0 0 0 38 1 2 3 166
Anatomy of a Bail-In 0 1 1 106 4 10 13 350
Are equity market anomalies disappearing? Evidence from the U.K 0 0 2 78 1 4 15 366
Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk 0 0 0 35 2 5 10 172
Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from the Recent Boom and Bust 0 0 0 8 1 3 4 90
Can housing risk be diversified? A cautionary tale from the housing boom and bust 0 0 0 82 2 2 6 182
Can metropolitan housing risk be diversified? A cautionary tale from the recent boom and bust 0 0 1 32 2 3 5 161
Co-skewness across Return Horizons 0 0 1 11 9 14 22 57
Co-skewness across Return Horizons 0 0 0 32 3 7 9 177
Commodity Futures Return Predictability and Intertemporal Asset Pricing 0 0 0 36 6 10 14 155
Commodity futures hedging, risk aversion and the hedging horizon 0 0 2 123 9 10 13 636
Commodity futures return predictability and intertemporal asset pricing 0 0 0 0 2 4 6 8
Credit Default Swaps as Indicators of Bank financial Distress 0 1 1 67 3 7 15 340
Downside Risk for European Equity Markets 0 0 0 30 6 7 9 177
Downside risk and the energy hedger's horizon 0 0 0 22 2 7 8 184
Estimating Financial Risk Measures for Futures Positions:A Non-Parametric Approach 0 0 0 25 2 6 6 100
Estimating financial risk measures for futures positions: a non-parametric approach 0 0 0 35 2 3 5 71
Estimating financial risk measures for futures positions: a non-parametric approach 0 0 1 1 1 1 2 2
Estimating financial risk measures for futures positions: a non-parametric approach 0 0 0 107 3 5 6 327
Evaluating the Precision of Estimators of Quantile-Based Risk Measures 0 0 0 27 3 3 5 57
Evaluating the Precision of Estimators of Quantile-Based Risk Measures 0 0 0 17 5 6 8 91
Evaluating the Precision of Estimators of Quantile-Based Risk Measures 0 0 0 75 6 9 11 205
Evaluating the precision of estimators of quantile-based risk measures 0 0 2 2 0 0 2 2
Event Studies of Irish Equities: Earnings Announcements, Seasonality and Size 0 0 0 0 1 9 10 542
Exponential Spectral Risk Measures 0 0 0 165 1 4 8 361
Exponential Spectral Risk Measures 0 0 0 27 2 6 6 59
Exponential spectral risk measures 0 0 2 2 2 3 5 5
Extreme Measures of Agricultural Financial Risk 0 0 0 48 4 8 19 100
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements 0 0 0 18 7 9 12 77
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements 0 0 0 32 1 5 8 120
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements 0 0 0 72 0 3 4 268
Extreme measures of agricultural financial risk 0 0 2 2 1 1 3 3
Extreme risk in Asian equity markets 0 0 0 53 3 4 5 180
Extreme spectral risk measures: an application to futures clearinghouse margin requirements 0 0 1 1 0 0 1 1
Financial Risks and the Pension Protection Fund: Can it Survive Them? 0 0 0 54 3 3 4 220
Financial Risks and the Pension Protection Fund: Can it Survive Them? 0 1 1 25 2 4 5 86
Financial Risks and the Pension Protection Fund:Can It Survive Them? 0 0 0 26 3 5 7 119
Financial risks and the Pension Protection Fund: can it survive them? 0 0 1 1 1 3 4 4
Hedging Effectiveness under Conditions of Asymmetry 0 0 1 26 4 6 8 85
Hedging Effectiveness under Conditions of Asymmetry 1 1 1 66 4 10 10 327
Hedging Effectiveness under Conditions of Asymmetry 1 1 1 43 3 6 10 290
Hedging effectiveness under conditions of asymmetry 0 0 1 1 4 4 5 5
Hedging: Scaling and the Investor Horizon 0 0 0 48 3 7 10 203
Hedging: Scaling and the Investor Horizon 0 0 0 11 4 5 5 49
Hedging: scaling and the investor horizon 0 0 2 2 4 4 7 7
Housing Risk and Return: Evidence From a Housing Asset-Pricing Model 0 1 4 418 2 11 27 1,213
Housing risk and return: Evidence from a housing asset-pricing model 0 0 1 48 4 13 16 178
Housing risk and return: evidence from a housing asset-pricing model 0 0 2 2 4 7 10 10
How Unlucky is 25-Sigma? 0 0 0 61 3 4 6 261
How Unlucky is 25-Sigma? 0 0 0 49 2 4 7 169
How unlucky is 25-Sigma? 0 0 1 1 4 6 8 8
Implied Correlation from VaR 0 0 0 49 6 13 14 274
Implied correlation from VaR 0 0 1 39 4 4 6 123
Implied correlation from VaR 0 0 0 108 3 5 7 483
Implied correlation from VaR 0 0 1 1 1 1 2 2
Integration Among US Banks 0 0 0 19 2 4 5 262
Integration and Contagion in US Housing Markets 0 0 0 52 4 8 11 227
Integration and Contagion in US Housing Markets 0 0 0 28 2 2 5 109
Integration and contagion in US housing markets 0 0 0 20 4 6 11 157
International Equity Market Integration in a Small Open Economy: Ireland January 1990 – December 2000 0 0 0 18 5 6 8 98
Intra-Day Seasonality in Foreign Exchange Market Transactions 0 0 0 33 3 5 9 68
Intra-Day Seasonality in Foreign Exchange Market Transactions 0 0 0 74 4 7 8 272
Intra-Day Seasonality in Foreign Market Transactions 0 0 0 12 2 4 5 56
Intra-Day Seasonality in Foreign Market Transactions 0 0 0 12 2 4 6 100
Intra-Day Seasonality in Foreign Market Transactions 0 0 0 9 2 3 6 155
Intra-day seasonality in foreign exchange market transactions 0 0 1 1 6 6 7 7
Long-run international diversification 0 0 1 29 2 3 8 232
Machine Learning and Factor-Based Portfolio Optimization 0 1 2 21 2 10 13 45
Machine Learning and Factor-Based Portfolio Optimization 1 2 7 53 10 15 45 273
Macro-Financial Spillovers 0 0 1 47 12 13 19 217
Margin Exceedences for European Stock Index Futures using Extreme Value Theory 0 0 0 62 5 6 8 377
Margin Requirements with Intraday Dynamics 0 0 0 17 4 6 7 122
Margin requirements with intraday dynamics 0 0 1 1 0 0 1 1
Margin setting with high-frequency data 0 0 1 31 7 9 12 172
Margin setting with high-frequency data1 0 0 0 14 1 3 4 41
Minimum Capital Requirement Calculations for UK Futures 0 0 0 6 3 4 5 70
Minimum Capital Requirement Calculations for UK Futures 0 0 0 11 2 2 4 138
Minimum Capital Requirement Calculations for UK Futures 0 0 0 20 2 3 6 220
Minimum capital requirement calculations for UK futures 0 0 1 1 1 1 2 2
Mixed-Frequency Macro-Financial Spillovers 1 1 15 445 6 13 45 1,057
Mixed-frequency macro-financial spillovers 0 1 2 57 4 8 12 385
Modeling Long Memory in REITs 0 0 0 83 3 9 13 277
Modeling Long Memory in REITs 0 0 0 10 2 2 2 72
Modeling long memory in REITs 0 0 1 1 3 3 4 4
Modelling Catastrophic Risk in International Equity Markets: An Extreme Value Approach 0 0 0 14 4 7 8 62
Modelling Long Memory in REITs 0 0 0 48 3 6 7 183
Modelling catastrophic risk in international equity markets: An extreme value approach 0 0 0 8 0 0 1 42
Modelling catastrophic risk in international equity markets: An extreme value approach 0 0 0 29 4 6 8 107
Modelling catastrophic risk in international equity markets: an extreme value approach 0 0 2 2 1 2 4 4
Modelling extreme financial returns of global equity markets 0 0 0 37 6 8 10 200
Modelling financial crises of global equity markets 0 0 1 1 0 0 1 1
Multivariate Modeling of Daily REIT Volatility 0 0 0 19 0 1 1 116
Multivariate Modeling of Daily REIT Volatility 0 0 0 82 4 4 7 340
Multivariate Modelling of Daily REIT Volatility 0 0 0 26 3 3 7 159
Multivariate modeling of daily REIT volatility 0 0 2 2 1 2 4 4
Nowhere to Run, Nowhere to Hide - Asset Diversification in a Flat World 0 0 0 38 6 9 13 233
Nowhere to run, nowhere to hide: asset diversification in a flat world 0 0 1 39 1 3 6 301
Performance of Utility Based Hedges 0 0 0 43 2 3 7 167
Re-evaluating Hedging Performance 0 0 1 108 3 8 12 404
Re-evaluating Hedging Performance 0 0 0 40 3 7 7 130
Re-evaluating hedging performance 0 0 1 1 2 2 3 3
Real & Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing 0 0 0 69 4 5 6 394
Real & nominal foreign exchange volatility effects on exports – the importance of timing 0 0 1 1 0 0 2 2
Real and Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing 0 0 1 70 5 9 11 335
Realized volatility and minimum capital requirements 0 0 0 46 4 5 5 312
Scaling conditional tail probability and quantile estimators 0 0 0 31 5 5 7 109
Scaling conditional tail probability and quantile estimators 0 0 0 8 1 1 1 33
Scaling conditional tail probability and quantile estimators 0 0 3 3 0 0 3 3
Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability? 0 0 0 53 6 9 10 123
Sovereign and bank CDS spreads: two sides of the same coin? 0 0 0 21 13 15 17 203
Sovereign and bank CDS spreads: two sides of the same coin? 0 0 0 77 7 11 13 308
Spectral Risk Measures and the Choice of Risk Aversion Function 0 0 0 21 4 6 8 59
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 29 13 16 17 180
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 15 9 10 11 98
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 24 4 7 7 95
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 25 2 4 6 123
Spectral Risk Measures: Properties and Limitations 0 0 1 91 1 3 6 357
Spectral Risk Measures: Properties and Limitations 0 0 0 18 3 5 7 80
Spectral risk measures and the choice of risk aversion functior 0 0 2 2 3 3 5 5
Spectral risk measures with an application to futures clearinghouse variation margin requirements 0 0 2 2 1 1 3 3
Spectral risk measures: properties and limitations 0 0 2 2 3 3 5 5
Spillovers in Risk of Financial Institutions 0 0 0 58 2 3 5 155
Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks 0 0 0 71 3 5 8 297
Tail Behaviour of the Euro 0 0 0 27 1 1 2 83
Tail Behaviour of the Euro 0 0 0 26 1 4 7 134
Tail Behaviour of the Euro 0 0 0 43 6 8 13 149
Tail behaviour of the Euro 0 0 1 1 0 0 1 1
The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market 0 0 0 43 2 5 6 147
The Intervaling Effect on Higher-Order Co-Moments 0 0 0 19 2 3 3 203
The illusion of oil return predictability: The choice of data matters! 0 0 0 1 1 2 3 8
The non-linear trade-off between return and risk and its determinants 0 0 0 43 4 6 10 100
The non-linear trade-off between return and risk: a regime-switching multi-factor framework 0 0 0 21 2 2 6 78
The non-linear trade-off between return and risk: a regime-switching multi-factor framework 0 0 0 56 1 1 4 197
The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders 0 0 0 47 2 3 5 207
The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders 0 0 0 22 2 3 3 60
The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders 0 0 1 1 3 3 4 4
Time Varying Risk Aversion: An Application to Energy Hedging 0 0 0 39 4 4 5 113
Time Varying Risk Aversion: An Application to Energy Hedging 0 0 0 98 3 6 6 317
Time varying risk aversion: an application to energy hedging 0 8 21 21 0 10 41 41
U.S. Core Inflation: A Wavelet Analysis 0 0 0 59 3 4 4 190
U.S. Core Inflation: A Wavelet Analysis 0 0 0 162 2 7 9 507
U.S. Core Inflation: A Wavelet Analysis 0 0 0 55 2 6 12 111
U.S. core inflation: a wavelet analysis 0 0 1 1 1 2 3 3
Uncovering Long Memory in High Frequency UK Futures 0 0 0 39 2 4 6 186
Uncovering Long Memory in High Frequency UK Futures 0 0 0 27 6 7 9 112
Uncovering Long Memory in High Frequency UK Futures 0 0 0 29 3 6 6 53
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 0 59 0 1 4 250
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 0 14 0 2 3 88
Uncovering long memory in high frequency UK futures 0 0 1 1 0 0 1 1
Uncovering volatility dynamics in daily REIT returns 0 0 2 2 2 2 5 5
Varying the VaR for Unconditional and Conditional Environments 0 0 0 12 8 14 14 128
Varying the VaR for Unconditional and Conditional Environments 0 0 0 21 3 4 7 199
Varying the VaR for Unconditional and Conditional Environments 0 0 0 32 3 4 9 268
Varying the VaR for unconditional and conditional environments 0 0 1 1 1 1 2 2
Volatility and Irish Exports 0 0 0 19 2 2 4 179
Volatility and Irish Exports 0 0 0 15 1 1 3 123
Volatility and Irish exports 0 0 1 1 1 2 3 3
Volatility and the Euro: an Irish perspective 0 0 0 11 4 8 8 122
What Should Be Done About The Underfunding of Defined Benefit Pension Schemes? 0 0 0 49 2 5 9 210
Total Working Papers 4 19 124 6,541 520 864 1,342 27,071

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 1 22 4 11 15 113
A financial modeling approach to industry exchange-traded funds selection 0 0 0 1 7 11 17 33
A utility based approach to energy hedging 0 0 0 14 2 4 6 80
An empirical analysis of dynamic multiscale hedging using wavelet decomposition 0 0 0 0 1 3 4 45
Anatomy of a bail-in 0 0 2 29 2 2 5 192
Asset allocation with correlation: A composite trade-off 0 0 0 7 6 9 14 102
Asset allocation with factor-based covariance matrices 0 1 1 1 4 10 15 15
Beyond common equity: The influence of secondary capital on bank insolvency risk 0 0 0 6 4 8 11 61
Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust 0 0 0 12 12 25 29 143
Co-Skewness across Return Horizons* 0 0 0 0 9 11 13 15
Commodity futures hedging, risk aversion and the hedging horizon 0 1 1 14 6 16 20 154
Commodity futures return predictability and intertemporal asset pricing 1 1 2 6 4 7 19 27
Credit default swaps as indicators of bank financial distress 1 2 3 20 7 14 19 209
Diversification with globally integrated US stocks 0 0 1 5 5 8 14 22
Downside risk and the energy hedger's horizon 0 0 0 10 1 4 6 104
Downside risk for European equity markets 0 0 0 30 4 5 5 145
Estimating financial risk measures for futures positions: A nonparametric approach 0 0 0 3 3 7 9 45
Extreme Measures of Agricultural Financial Risk 0 0 1 16 2 5 15 119
Extreme Value Estimation of Boom and Crash Statistics 0 1 1 83 3 6 8 272
Extreme risk in futures contracts 0 0 0 116 1 1 1 546
Extreme spectral risk measures: An application to futures clearinghouse margin requirements 0 0 1 37 3 4 7 178
Forecasting the price of oil: A cautionary note 1 3 6 9 3 7 21 28
Hedging effectiveness under conditions of asymmetry 0 0 1 14 4 8 11 94
Hedging: scaling and the investor horizon 0 0 0 0 4 6 8 8
International equity market integration in a small open economy: Ireland January 1990-December 2000 0 0 0 36 2 2 3 140
Intra-day seasonality in foreign exchange market transactions 0 0 0 23 3 4 4 106
Long-run wavelet-based correlation for financial time series 0 0 2 12 5 12 18 140
Macro-financial spillovers 0 1 4 15 4 8 17 49
Margin exceedences for European stock index futures using extreme value theory 0 0 0 62 4 7 10 236
Minimum capital requirement calculations for UK futures 0 0 0 0 3 5 6 36
Modeling Long Memory in REITs 0 0 0 23 1 1 5 168
Multivariate Modeling of Daily REIT Volatility 0 0 1 119 2 4 6 372
Performance of utility based hedges 0 0 0 3 3 7 8 79
Predictability and diversification benefits of investing in commodity and currency futures 0 0 0 13 4 8 10 138
Reevaluating hedging performance 0 0 0 7 4 6 7 55
Sovereign and bank CDS spreads: Two sides of the same coin? 0 0 0 27 1 2 9 156
Spectral Risk Measures: Properties and Limitations 0 0 0 31 2 6 15 146
Spillovers in risk of financial institutions 0 0 0 5 1 3 5 26
Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks 0 0 0 3 0 6 6 45
Tail behaviour of the euro 0 0 0 28 3 6 7 168
The Distributional Characteristics of a Selection of Contracts Traded on the London International Financial Futures Exchange 0 0 0 5 3 5 5 28
The conditional pricing of systematic and idiosyncratic risk in the UK equity market 0 1 1 12 4 5 7 94
The illusion of oil return predictability: The choice of data matters! 0 0 0 3 3 5 6 24
The non-linear trade-off between return and risk and its determinants 0 0 1 4 2 8 17 23
The tail risks of FX return distributions: A comparison of the returns associated with limit orders and market orders 0 0 0 23 7 10 11 132
Time-varying risk aversion: An application to energy hedging 0 0 0 19 2 6 10 216
Trends and key determinants of firm-level integration 1 2 2 2 3 9 11 11
U.S. CORE INFLATION: A WAVELET ANALYSIS 0 0 1 28 4 6 8 123
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 1 1 4 4 11 13
Uncovering long memory in high frequency UK futures 0 0 0 2 1 2 4 45
VOLATILITY AND IRISH EXPORTS 0 0 0 17 4 4 6 82
Varying the VaR for unconditional and conditional environments 0 0 0 16 5 6 8 122
Total Journal Articles 4 13 34 994 185 349 532 5,723
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 1 1 2 2
Total Chapters 0 0 0 0 1 1 2 2

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Statistics updated 2026-02-12