Access Statistics for John Cotter

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
A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics 0 0 1 75 2 8 30 337
A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics 0 1 1 43 2 8 22 114
A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics 0 0 3 3 2 3 7 7
A Utility Based Approach to Energy Hedging 0 0 0 72 0 1 5 194
A Utility Based Approach to Energy Hedging 0 0 0 37 1 1 6 70
Absolute Return Volatility 0 0 1 102 4 4 8 377
Absolute Return Volatility 0 0 0 27 3 3 6 71
Absolute Return Volatility 0 0 0 46 1 2 5 191
Absolute Return Volatility 0 0 0 13 3 4 9 88
Absolute return volatility 0 0 1 1 2 2 5 5
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 28 1 7 11 84
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 29 4 8 14 143
Anatomy of a Bail-In 0 0 0 38 5 6 9 172
Anatomy of a Bail-In 0 0 1 106 2 3 16 353
Are equity market anomalies disappearing? Evidence from the U.K 0 0 2 78 8 10 21 376
Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk 0 0 0 35 1 1 9 173
Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from the Recent Boom and Bust 0 0 0 8 5 5 9 95
Can housing risk be diversified? A cautionary tale from the housing boom and bust 0 0 0 82 3 5 10 187
Can metropolitan housing risk be diversified? A cautionary tale from the recent boom and bust 0 0 1 32 2 3 7 164
Co-skewness across Return Horizons 0 0 1 11 2 17 38 74
Co-skewness across Return Horizons 0 0 0 32 2 8 16 185
Commodity Futures Return Predictability and Intertemporal Asset Pricing 0 1 1 37 2 7 20 162
Commodity futures hedging, risk aversion and the hedging horizon 0 0 1 123 4 5 17 641
Commodity futures return predictability and intertemporal asset pricing 0 0 0 0 3 4 9 12
Credit Default Swaps as Indicators of Bank financial Distress 0 1 2 68 1 3 15 343
Downside Risk for European Equity Markets 0 0 0 30 1 2 10 179
Downside risk and the energy hedger's horizon 0 0 0 22 4 4 12 188
Estimating Financial Risk Measures for Futures Positions:A Non-Parametric Approach 0 0 0 25 3 7 13 107
Estimating financial risk measures for futures positions: a non-parametric approach 0 0 0 107 2 3 8 330
Estimating financial risk measures for futures positions: a non-parametric approach 0 0 0 35 2 3 6 74
Estimating financial risk measures for futures positions: a non-parametric approach 0 0 1 1 1 3 5 5
Evaluating the Precision of Estimators of Quantile-Based Risk Measures 0 0 0 75 1 2 13 207
Evaluating the Precision of Estimators of Quantile-Based Risk Measures 0 0 0 17 1 2 9 93
Evaluating the Precision of Estimators of Quantile-Based Risk Measures 0 0 0 27 0 0 4 57
Evaluating the precision of estimators of quantile-based risk measures 0 0 2 2 1 2 4 4
Event Studies of Irish Equities: Earnings Announcements, Seasonality and Size 0 0 0 0 0 0 9 542
Exponential Spectral Risk Measures 0 0 0 165 3 7 14 368
Exponential Spectral Risk Measures 0 0 0 27 3 5 11 64
Exponential spectral risk measures 0 0 2 2 2 2 7 7
Extreme Measures of Agricultural Financial Risk 0 0 0 48 1 1 17 101
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements 0 0 0 72 2 3 6 271
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements 0 0 0 18 4 4 16 81
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements 0 0 0 32 4 5 12 125
Extreme measures of agricultural financial risk 0 0 2 2 0 3 6 6
Extreme risk in Asian equity markets 0 0 0 53 3 3 8 183
Extreme spectral risk measures: an application to futures clearinghouse margin requirements 0 0 1 1 0 1 2 2
Financial Risks and the Pension Protection Fund: Can it Survive Them? 0 0 0 54 4 4 7 224
Financial Risks and the Pension Protection Fund: Can it Survive Them? 0 1 2 26 1 2 7 88
Financial Risks and the Pension Protection Fund:Can It Survive Them? 0 0 0 26 4 4 10 123
Financial risks and the Pension Protection Fund: can it survive them? 0 0 1 1 0 1 5 5
Hedging Effectiveness under Conditions of Asymmetry 0 1 1 27 0 2 9 87
Hedging Effectiveness under Conditions of Asymmetry 0 0 1 43 2 4 13 294
Hedging Effectiveness under Conditions of Asymmetry 0 1 2 67 5 9 19 336
Hedging effectiveness under conditions of asymmetry 0 0 1 1 5 6 11 11
Hedging: Scaling and the Investor Horizon 0 0 0 48 1 2 11 205
Hedging: Scaling and the Investor Horizon 0 0 0 11 1 2 7 51
Hedging: scaling and the investor horizon 0 0 2 2 2 3 10 10
Housing Risk and Return: Evidence From a Housing Asset-Pricing Model 1 1 4 419 6 9 32 1,222
Housing risk and return: Evidence from a housing asset-pricing model 0 0 0 48 4 7 21 185
Housing risk and return: evidence from a housing asset-pricing model 0 0 2 2 1 2 12 12
How Unlucky is 25-Sigma? 0 0 0 49 0 4 9 173
How Unlucky is 25-Sigma? 0 0 0 61 2 6 12 267
How unlucky is 25-Sigma? 0 0 1 1 0 4 12 12
Implied Correlation from VaR 0 0 0 49 0 1 15 275
Implied correlation from VaR 0 0 0 39 0 0 4 123
Implied correlation from VaR 0 0 1 1 0 0 2 2
Implied correlation from VaR 0 0 0 108 2 7 12 490
Integration Among US Banks 0 0 0 19 2 8 12 270
Integration and Contagion in US Housing Markets 0 0 0 52 4 4 13 231
Integration and Contagion in US Housing Markets 0 1 1 29 2 6 9 115
Integration and contagion in US housing markets 0 0 0 20 2 4 13 161
International Equity Market Integration in a Small Open Economy: Ireland January 1990 – December 2000 0 0 0 18 1 3 10 101
Intra-Day Seasonality in Foreign Exchange Market Transactions 0 0 0 33 2 4 13 72
Intra-Day Seasonality in Foreign Exchange Market Transactions 1 1 1 75 12 16 24 288
Intra-Day Seasonality in Foreign Market Transactions 0 0 0 12 3 3 7 59
Intra-Day Seasonality in Foreign Market Transactions 0 0 0 12 1 4 10 104
Intra-Day Seasonality in Foreign Market Transactions 0 0 0 9 0 0 5 155
Intra-day seasonality in foreign exchange market transactions 0 0 1 1 3 5 12 12
Long-run international diversification 0 0 0 29 4 4 9 236
Machine Learning and Factor-Based Portfolio Optimization 0 0 2 21 1 6 18 51
Machine Learning and Factor-Based Portfolio Optimization 0 0 4 53 3 6 39 279
Macro-Financial Spillovers 0 0 1 47 2 5 21 222
Margin Exceedences for European Stock Index Futures using Extreme Value Theory 0 0 0 62 1 2 9 379
Margin Requirements with Intraday Dynamics 0 0 0 17 1 1 8 123
Margin requirements with intraday dynamics 0 0 1 1 2 2 3 3
Margin setting with high-frequency data 0 0 1 31 2 8 19 180
Margin setting with high-frequency data1 0 0 0 14 1 1 5 42
Minimum Capital Requirement Calculations for UK Futures 0 0 0 6 2 3 8 73
Minimum Capital Requirement Calculations for UK Futures 0 0 0 11 2 2 6 140
Minimum Capital Requirement Calculations for UK Futures 0 0 0 20 4 6 11 226
Minimum capital requirement calculations for UK futures 0 0 1 1 1 1 3 3
Mixed-Frequency Macro-Financial Spillovers 2 3 15 448 6 11 48 1,068
Mixed-frequency macro-financial spillovers 1 1 3 58 2 2 13 387
Modeling Long Memory in REITs 0 0 0 10 0 0 2 72
Modeling Long Memory in REITs 0 0 0 83 2 3 14 280
Modeling long memory in REITs 0 0 1 1 1 2 6 6
Modelling Catastrophic Risk in International Equity Markets: An Extreme Value Approach 0 0 0 14 4 7 15 69
Modelling Long Memory in REITs 0 0 0 48 3 3 10 186
Modelling catastrophic risk in international equity markets: An extreme value approach 0 0 0 29 4 5 12 112
Modelling catastrophic risk in international equity markets: An extreme value approach 0 0 0 8 2 2 3 44
Modelling catastrophic risk in international equity markets: an extreme value approach 0 0 2 2 2 3 7 7
Modelling extreme financial returns of global equity markets 0 0 0 37 1 3 12 203
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 4 4 5 120
Multivariate Modeling of Daily REIT Volatility 0 0 0 82 2 5 10 345
Multivariate Modelling of Daily REIT Volatility 0 0 0 26 2 2 9 161
Multivariate modeling of daily REIT volatility 0 0 2 2 3 3 7 7
Nowhere to Run, Nowhere to Hide - Asset Diversification in a Flat World 0 0 0 38 0 3 14 236
Nowhere to run, nowhere to hide: asset diversification in a flat world 0 0 0 39 1 4 8 305
Performance of Utility Based Hedges 0 0 0 43 5 5 11 172
Re-evaluating Hedging Performance 0 0 0 40 3 5 12 135
Re-evaluating Hedging Performance 0 0 1 108 6 12 23 416
Re-evaluating hedging performance 0 0 1 1 1 1 4 4
Real & Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing 0 0 0 69 5 13 18 407
Real & nominal foreign exchange volatility effects on exports – the importance of timing 0 0 1 1 0 3 5 5
Real and Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing 0 0 1 70 0 8 19 343
Realized volatility and minimum capital requirements 0 0 0 46 4 5 10 317
Scaling conditional tail probability and quantile estimators 0 0 3 3 0 1 4 4
Scaling conditional tail probability and quantile estimators 0 0 0 8 4 5 6 38
Scaling conditional tail probability and quantile estimators 0 0 0 31 1 1 8 110
Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability? 0 0 0 53 4 5 15 128
Sovereign and bank CDS spreads: two sides of the same coin? 0 0 0 77 5 8 20 316
Sovereign and bank CDS spreads: two sides of the same coin? 0 0 0 21 3 5 21 208
Spectral Risk Measures and the Choice of Risk Aversion Function 0 0 0 21 2 3 11 62
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 29 5 5 21 185
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 15 3 6 17 104
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 24 2 3 10 98
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 25 1 3 9 126
Spectral Risk Measures: Properties and Limitations 0 0 1 91 3 8 13 365
Spectral Risk Measures: Properties and Limitations 1 1 1 19 4 5 11 85
Spectral risk measures and the choice of risk aversion functior 0 0 2 2 2 2 7 7
Spectral risk measures with an application to futures clearinghouse variation margin requirements 0 0 2 2 0 0 3 3
Spectral risk measures: properties and limitations 0 0 2 2 1 2 7 7
Spillovers in Risk of Financial Institutions 0 0 0 58 4 5 8 160
Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks 0 0 0 71 0 4 11 301
Tail Behaviour of the Euro 0 0 0 26 2 2 7 136
Tail Behaviour of the Euro 0 0 0 43 4 5 17 154
Tail Behaviour of the Euro 0 0 0 27 2 2 4 85
Tail behaviour of the Euro 0 0 1 1 1 1 2 2
The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market 0 0 0 43 3 5 11 152
The Intervaling Effect on Higher-Order Co-Moments 0 0 0 19 1 4 7 207
The illusion of oil return predictability: The choice of data matters! 0 0 0 1 2 3 5 11
The non-linear trade-off between return and risk and its determinants 0 2 2 45 3 9 17 109
The non-linear trade-off between return and risk: a regime-switching multi-factor framework 0 0 0 21 1 3 7 81
The non-linear trade-off between return and risk: a regime-switching multi-factor framework 0 0 0 56 2 4 7 201
The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders 0 0 0 22 2 2 5 62
The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders 0 0 1 1 1 1 5 5
The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders 0 0 0 47 3 5 8 212
Time Varying Risk Aversion: An Application to Energy Hedging 0 0 0 98 1 2 8 319
Time Varying Risk Aversion: An Application to Energy Hedging 0 0 0 39 2 7 12 120
Time varying risk aversion: an application to energy hedging 0 0 21 21 0 0 41 41
U.S. Core Inflation: A Wavelet Analysis 0 0 0 162 2 4 11 511
U.S. Core Inflation: A Wavelet Analysis 0 0 0 59 1 2 6 192
U.S. Core Inflation: A Wavelet Analysis 0 0 0 55 2 3 15 114
U.S. core inflation: a wavelet analysis 0 0 1 1 1 1 4 4
Uncovering Long Memory in High Frequency UK Futures 0 0 0 29 0 0 6 53
Uncovering Long Memory in High Frequency UK Futures 0 0 0 27 1 1 10 113
Uncovering Long Memory in High Frequency UK Futures 0 0 0 39 1 1 7 187
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 0 59 3 4 6 254
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 0 14 1 1 4 89
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 0 1 6 6
Varying the VaR for Unconditional and Conditional Environments 0 0 0 32 2 2 11 270
Varying the VaR for Unconditional and Conditional Environments 0 0 0 21 2 2 8 201
Varying the VaR for Unconditional and Conditional Environments 0 0 0 12 0 7 21 135
Varying the VaR for unconditional and conditional environments 0 0 1 1 0 0 2 2
Volatility and Irish Exports 0 1 1 16 0 1 4 124
Volatility and Irish Exports 0 0 0 19 1 1 4 180
Volatility and Irish exports 0 0 1 1 0 0 3 3
Volatility and the Euro: an Irish perspective 0 0 0 11 1 2 10 124
What Should Be Done About The Underfunding of Defined Benefit Pension Schemes? 1 1 1 50 2 3 11 213
Total Working Papers 7 18 127 6,559 358 649 1,856 27,720

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 2 4 18 117
A financial modeling approach to industry exchange-traded funds selection 0 0 0 1 0 1 16 34
A utility based approach to energy hedging 0 0 0 14 2 4 9 84
An empirical analysis of dynamic multiscale hedging using wavelet decomposition 0 0 0 0 4 8 12 53
Anatomy of a bail-in 0 0 1 29 3 4 7 196
Asset allocation with correlation: A composite trade-off 0 0 0 7 5 7 20 109
Asset allocation with factor-based covariance matrices 0 0 1 1 6 11 26 26
Beyond common equity: The influence of secondary capital on bank insolvency risk 0 0 0 6 0 1 10 62
Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust 0 0 0 12 2 3 32 146
Co-Skewness across Return Horizons* 0 0 0 0 2 10 23 25
Commodity futures hedging, risk aversion and the hedging horizon 0 0 1 14 1 2 20 156
Commodity futures return predictability and intertemporal asset pricing 0 1 3 7 5 10 27 37
Credit default swaps as indicators of bank financial distress 0 0 3 20 2 9 26 218
Diversification with globally integrated US stocks 0 0 0 5 5 5 14 27
Downside risk and the energy hedger's horizon 0 0 0 10 3 3 9 107
Downside risk for European equity markets 0 0 0 30 1 2 7 147
Estimating financial risk measures for futures positions: A nonparametric approach 0 0 0 3 2 4 13 49
Extreme Measures of Agricultural Financial Risk 0 0 1 16 5 6 18 125
Extreme Value Estimation of Boom and Crash Statistics 0 0 1 83 1 3 11 275
Extreme risk in futures contracts 0 0 0 116 1 3 4 549
Extreme spectral risk measures: An application to futures clearinghouse margin requirements 0 0 0 37 4 5 10 183
Forecasting the price of oil: A cautionary note 0 0 5 9 2 4 22 32
Hedging effectiveness under conditions of asymmetry 0 0 1 14 3 5 14 99
Hedging: scaling and the investor horizon 0 0 0 0 2 6 14 14
International equity market integration in a small open economy: Ireland January 1990-December 2000 0 0 0 36 1 1 4 141
Intra-day seasonality in foreign exchange market transactions 0 1 1 24 1 2 6 108
Long-run wavelet-based correlation for financial time series 0 0 1 12 2 7 24 147
Macro-financial spillovers 0 0 4 15 3 5 22 54
Margin exceedences for European stock index futures using extreme value theory 0 0 0 62 5 5 15 241
Minimum capital requirement calculations for UK futures 0 0 0 0 1 1 7 37
Modeling Long Memory in REITs 0 0 0 23 0 2 6 170
Multivariate Modeling of Daily REIT Volatility 0 0 1 119 4 5 11 377
Performance of utility based hedges 0 0 0 3 1 3 11 82
Predictability and diversification benefits of investing in commodity and currency futures 0 0 0 13 2 5 15 143
Reevaluating hedging performance 0 0 0 7 1 6 13 61
Sovereign and bank CDS spreads: Two sides of the same coin? 0 0 0 27 1 1 9 157
Spectral Risk Measures: Properties and Limitations 0 0 0 31 1 4 17 150
Spillovers in risk of financial institutions 0 0 0 5 0 1 5 27
Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks 0 0 0 3 3 4 10 49
Tail behaviour of the euro 0 0 0 28 1 3 10 171
The Distributional Characteristics of a Selection of Contracts Traded on the London International Financial Futures Exchange 0 0 0 5 2 3 8 31
The conditional pricing of systematic and idiosyncratic risk in the UK equity market 0 0 1 12 0 5 12 99
The illusion of oil return predictability: The choice of data matters! 0 0 0 3 8 9 15 33
The non-linear trade-off between return and risk and its determinants 0 0 1 4 0 1 17 24
The tail risks of FX return distributions: A comparison of the returns associated with limit orders and market orders 0 0 0 23 5 5 16 137
Time-varying risk aversion: An application to energy hedging 0 0 0 19 3 7 17 223
Trends and key determinants of firm-level integration 1 1 3 3 5 7 18 18
U.S. CORE INFLATION: A WAVELET ANALYSIS 0 0 1 28 1 1 9 124
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 0 1 3 3 11 16
Uncovering long memory in high frequency UK futures 0 0 0 2 4 4 8 49
VOLATILITY AND IRISH EXPORTS 0 0 0 17 1 2 8 84
Varying the VaR for unconditional and conditional environments 0 0 0 16 1 3 11 125
Total Journal Articles 1 3 31 997 123 225 717 5,948
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 3 4 5
Total Chapters 0 0 0 0 1 3 4 5

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Statistics updated 2026-05-06