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 3 3 1 3 8 8
A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics 0 0 1 75 0 2 30 337
A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics 0 1 2 44 0 3 22 115
A Utility Based Approach to Energy Hedging 0 0 0 72 0 0 5 194
A Utility Based Approach to Energy Hedging 0 0 0 37 0 1 6 70
Absolute Return Volatility 0 0 1 102 1 5 9 378
Absolute Return Volatility 0 0 0 13 0 4 10 89
Absolute Return Volatility 0 0 0 27 0 3 6 71
Absolute Return Volatility 0 0 0 46 0 1 5 191
Absolute return volatility 0 0 1 1 1 3 6 6
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 28 0 1 11 84
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 29 0 4 14 143
Anatomy of a Bail-In 0 0 0 38 0 5 9 172
Anatomy of a Bail-In 0 0 1 106 0 3 15 354
Are equity market anomalies disappearing? Evidence from the U.K 0 0 2 78 3 12 25 380
Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk 0 0 0 35 1 4 11 176
Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from the Recent Boom and Bust 0 0 0 8 0 5 9 95
Can housing risk be diversified? A cautionary tale from the housing boom and bust 0 0 0 82 1 7 13 191
Can metropolitan housing risk be diversified? A cautionary tale from the recent boom and bust 0 0 0 32 0 2 6 164
Co-skewness across Return Horizons 0 1 2 12 0 4 40 76
Co-skewness across Return Horizons 0 0 0 32 3 5 19 188
Commodity Futures Return Predictability and Intertemporal Asset Pricing 0 0 1 37 0 2 18 162
Commodity futures hedging, risk aversion and the hedging horizon 0 0 0 123 0 4 16 641
Commodity futures return predictability and intertemporal asset pricing 0 0 0 0 2 5 10 14
Credit Default Swaps as Indicators of Bank financial Distress 1 1 3 69 3 4 16 346
Downside Risk for European Equity Markets 0 0 0 30 0 1 10 179
Downside risk and the energy hedger's horizon 0 0 0 22 0 4 12 188
Estimating Financial Risk Measures for Futures Positions:A Non-Parametric Approach 0 0 0 25 1 4 14 108
Estimating financial risk measures for futures positions: a non-parametric approach 0 0 0 107 2 4 10 332
Estimating financial risk measures for futures positions: a non-parametric approach 0 0 1 1 0 1 5 5
Estimating financial risk measures for futures positions: a non-parametric approach 0 0 0 35 0 3 7 75
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 0 17 1 3 10 95
Evaluating the Precision of Estimators of Quantile-Based Risk Measures 0 0 0 75 1 3 15 209
Evaluating the precision of estimators of quantile-based risk measures 0 0 2 2 0 2 5 5
Event Studies of Irish Equities: Earnings Announcements, Seasonality and Size 0 0 0 0 0 2 11 544
Exponential Spectral Risk Measures 0 0 0 27 0 3 11 64
Exponential Spectral Risk Measures 0 0 0 165 1 5 16 370
Exponential spectral risk measures 0 0 2 2 0 2 7 7
Extreme Measures of Agricultural Financial Risk 0 0 0 48 2 3 16 103
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements 0 0 0 18 2 7 19 84
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements 0 0 0 72 1 3 7 272
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements 0 0 0 32 1 5 12 126
Extreme measures of agricultural financial risk 0 0 2 2 0 1 7 7
Extreme risk in Asian equity markets 0 0 0 53 1 4 9 184
Extreme spectral risk measures: an application to futures clearinghouse margin requirements 0 0 1 1 0 0 2 2
Financial Risks and the Pension Protection Fund: Can it Survive Them? 0 0 0 54 0 4 7 224
Financial Risks and the Pension Protection Fund: Can it Survive Them? 0 0 2 26 1 2 8 89
Financial Risks and the Pension Protection Fund:Can It Survive Them? 0 0 0 26 0 4 10 123
Financial risks and the Pension Protection Fund: can it survive them? 0 0 1 1 0 0 5 5
Hedging Effectiveness under Conditions of Asymmetry 0 0 1 43 0 2 12 294
Hedging Effectiveness under Conditions of Asymmetry 0 0 2 67 0 6 20 337
Hedging Effectiveness under Conditions of Asymmetry 0 0 1 27 0 1 10 88
Hedging effectiveness under conditions of asymmetry 0 0 1 1 0 5 11 11
Hedging: Scaling and the Investor Horizon 0 0 0 11 0 3 9 53
Hedging: Scaling and the Investor Horizon 0 0 0 48 0 1 11 205
Hedging: scaling and the investor horizon 0 0 2 2 2 4 12 12
Housing Risk and Return: Evidence From a Housing Asset-Pricing Model 0 1 4 419 0 7 32 1,223
Housing risk and return: Evidence from a housing asset-pricing model 0 0 0 48 1 6 23 187
Housing risk and return: evidence from a housing asset-pricing model 0 0 2 2 0 2 13 13
How Unlucky is 25-Sigma? 0 0 0 61 4 7 17 272
How Unlucky is 25-Sigma? 0 0 0 49 0 2 11 175
How unlucky is 25-Sigma? 0 0 1 1 0 1 13 13
Implied Correlation from VaR 0 0 0 49 0 0 15 275
Implied correlation from VaR 0 0 0 39 0 0 4 123
Implied correlation from VaR 0 0 0 108 0 2 12 490
Implied correlation from VaR 0 0 1 1 0 0 2 2
Integration Among US Banks 0 0 0 19 0 3 13 271
Integration and Contagion in US Housing Markets 0 0 0 52 0 6 15 233
Integration and Contagion in US Housing Markets 0 0 1 29 0 3 10 116
Integration and contagion in US housing markets 0 0 0 20 1 4 15 163
International Equity Market Integration in a Small Open Economy: Ireland January 1990 – December 2000 0 0 0 18 1 2 11 102
Intra-Day Seasonality in Foreign Exchange Market Transactions 0 1 1 75 2 16 28 292
Intra-Day Seasonality in Foreign Exchange Market Transactions 0 0 0 33 0 5 14 75
Intra-Day Seasonality in Foreign Market Transactions 0 0 0 9 0 0 3 155
Intra-Day Seasonality in Foreign Market Transactions 0 0 0 12 0 1 10 104
Intra-Day Seasonality in Foreign Market Transactions 0 0 0 12 1 4 8 60
Intra-day seasonality in foreign exchange market transactions 0 0 1 1 1 7 16 16
Long-run international diversification 0 0 0 29 1 5 9 237
Machine Learning Forecasts of Asymmetric Betas Using Firm-Specific Information 2 10 10 10 4 10 10 10
Machine Learning and Factor-Based Portfolio Optimization 1 1 4 54 3 10 37 286
Machine Learning and Factor-Based Portfolio Optimization 0 1 3 22 5 8 25 58
Macro-Financial Spillovers 0 0 1 47 0 5 24 225
Margin Exceedences for European Stock Index Futures using Extreme Value Theory 0 0 0 62 2 5 13 383
Margin Requirements with Intraday Dynamics 0 0 0 17 0 1 8 123
Margin requirements with intraday dynamics 0 0 1 1 2 5 6 6
Margin setting with high-frequency data 0 0 1 31 0 3 20 181
Margin setting with high-frequency data1 0 0 0 14 0 1 5 42
Minimum Capital Requirement Calculations for UK Futures 0 0 0 6 0 2 7 73
Minimum Capital Requirement Calculations for UK Futures 0 0 0 20 0 5 12 227
Minimum Capital Requirement Calculations for UK Futures 0 0 0 11 0 2 6 140
Minimum capital requirement calculations for UK futures 0 0 1 1 0 1 3 3
Mixed-Frequency Macro-Financial Spillovers 0 2 12 448 0 9 43 1,071
Mixed-frequency macro-financial spillovers 0 1 3 58 1 3 13 388
Modeling Long Memory in REITs 0 0 0 10 0 0 2 72
Modeling Long Memory in REITs 0 0 0 83 0 2 13 280
Modeling long memory in REITs 0 0 1 1 0 1 6 6
Modelling Catastrophic Risk in International Equity Markets: An Extreme Value Approach 0 0 0 14 1 7 18 72
Modelling Long Memory in REITs 0 0 0 48 1 4 11 187
Modelling catastrophic risk in international equity markets: An extreme value approach 0 0 0 8 0 3 4 45
Modelling catastrophic risk in international equity markets: An extreme value approach 0 0 0 29 0 5 13 113
Modelling catastrophic risk in international equity markets: an extreme value approach 0 0 2 2 1 3 8 8
Modelling extreme financial returns of global equity markets 0 0 0 37 0 1 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 82 1 3 11 346
Multivariate Modeling of Daily REIT Volatility 0 0 0 19 0 4 5 120
Multivariate Modelling of Daily REIT Volatility 0 0 0 26 3 5 12 164
Multivariate modeling of daily REIT volatility 0 0 2 2 1 5 9 9
Nowhere to Run, Nowhere to Hide - Asset Diversification in a Flat World 0 0 0 38 0 1 14 237
Nowhere to run, nowhere to hide: asset diversification in a flat world 0 0 0 39 1 3 10 307
Performance of Utility Based Hedges 0 0 0 43 0 6 11 173
Re-evaluating Hedging Performance 0 0 1 108 1 7 24 417
Re-evaluating Hedging Performance 0 0 0 40 1 5 14 137
Re-evaluating hedging performance 0 0 1 1 0 1 4 4
Real & Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing 0 0 0 69 0 5 18 407
Real & nominal foreign exchange volatility effects on exports – the importance of timing 0 0 1 1 1 1 6 6
Real and Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing 0 0 0 70 2 3 20 346
Realized volatility and minimum capital requirements 0 0 0 46 0 4 10 317
Scaling conditional tail probability and quantile estimators 0 0 0 31 0 1 8 110
Scaling conditional tail probability and quantile estimators 0 0 0 8 1 5 7 39
Scaling conditional tail probability and quantile estimators 0 0 3 3 0 1 5 5
Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability? 0 0 0 53 1 6 17 130
Sovereign and bank CDS spreads: two sides of the same coin? 0 0 0 21 1 5 23 210
Sovereign and bank CDS spreads: two sides of the same coin? 0 0 0 77 0 5 20 316
Spectral Risk Measures and the Choice of Risk Aversion Function 0 0 0 21 0 2 10 62
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 24 2 6 14 102
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 15 0 3 17 104
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 25 1 2 10 127
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 1 1 30 0 6 22 186
Spectral Risk Measures: Properties and Limitations 0 0 0 91 1 4 13 366
Spectral Risk Measures: Properties and Limitations 0 1 1 19 0 4 11 85
Spectral risk measures and the choice of risk aversion functior 0 0 2 2 0 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 0 1 7 7
Spillovers in Risk of Financial Institutions 0 0 0 58 0 6 10 162
Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks 0 0 0 71 0 0 10 301
Tail Behaviour of the Euro 0 0 0 43 2 7 19 157
Tail Behaviour of the Euro 0 0 0 26 0 2 7 136
Tail Behaviour of the Euro 0 0 0 27 0 2 4 85
Tail behaviour of the Euro 0 0 1 1 0 2 3 3
The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market 0 0 0 43 0 3 11 152
The Intervaling Effect on Higher-Order Co-Moments 0 0 0 19 0 2 8 208
The illusion of oil return predictability: The choice of data matters! 0 0 0 1 0 2 5 11
The non-linear trade-off between return and risk and its determinants 0 0 2 45 0 3 17 109
The non-linear trade-off between return and risk: a regime-switching multi-factor framework 0 0 0 56 1 4 8 203
The non-linear trade-off between return and risk: a regime-switching multi-factor framework 0 0 0 21 0 2 7 82
The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders 0 0 0 22 0 3 6 63
The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders 0 0 0 47 0 4 9 213
The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders 0 0 1 1 0 1 5 5
Time Varying Risk Aversion: An Application to Energy Hedging 0 0 0 98 0 1 8 319
Time Varying Risk Aversion: An Application to Energy Hedging 0 0 0 39 0 2 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 0 2 11 511
U.S. Core Inflation: A Wavelet Analysis 0 0 0 59 1 2 7 193
U.S. Core Inflation: A Wavelet Analysis 0 0 0 55 2 4 17 116
U.S. core inflation: a wavelet analysis 0 0 1 1 1 2 5 5
Uncovering Long Memory in High Frequency UK Futures 0 0 0 39 0 1 7 187
Uncovering Long Memory in High Frequency UK Futures 0 0 0 29 0 2 8 55
Uncovering Long Memory in High Frequency UK Futures 0 0 0 27 0 2 11 114
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 0 59 0 4 6 255
Uncovering Volatility Dynamics in Daily REIT Returns 0 1 1 15 0 2 5 90
Uncovering long memory in high frequency UK futures 0 0 1 1 0 0 1 1
Uncovering volatility dynamics in daily REIT returns 0 1 3 3 0 1 7 7
Varying the VaR for Unconditional and Conditional Environments 0 0 0 21 0 4 10 203
Varying the VaR for Unconditional and Conditional Environments 0 0 0 12 0 0 21 135
Varying the VaR for Unconditional and Conditional Environments 0 0 0 32 1 3 11 271
Varying the VaR for unconditional and conditional environments 0 0 1 1 0 0 2 2
Volatility and Irish Exports 0 0 1 16 0 0 4 124
Volatility and Irish Exports 0 0 0 19 1 2 4 181
Volatility and Irish exports 0 0 1 1 0 1 4 4
Volatility and the Euro: an Irish perspective 0 0 0 11 0 1 10 124
What Should Be Done About The Underfunding of Defined Benefit Pension Schemes? 0 1 1 50 0 4 12 215
Total Working Papers 4 25 137 6,577 91 552 1,992 27,914

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 1 2 23 0 3 18 118
A financial modeling approach to industry exchange-traded funds selection 0 0 0 1 1 2 17 36
A utility based approach to energy hedging 0 0 0 14 0 3 10 85
An empirical analysis of dynamic multiscale hedging using wavelet decomposition 0 0 0 0 0 6 13 55
Anatomy of a bail-in 0 0 0 29 1 5 8 198
Asset allocation with correlation: A composite trade-off 0 0 0 7 0 6 21 110
Asset allocation with factor-based covariance matrices 2 3 4 4 3 12 30 32
Beyond common equity: The influence of secondary capital on bank insolvency risk 0 0 0 6 0 1 11 63
Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust 0 0 0 12 0 5 35 149
Co-Skewness across Return Horizons* 0 0 0 0 1 4 25 27
Commodity futures hedging, risk aversion and the hedging horizon 0 0 1 14 0 1 20 156
Commodity futures return predictability and intertemporal asset pricing 0 0 3 7 1 7 25 39
Credit default swaps as indicators of bank financial distress 0 0 3 20 0 6 29 222
Diversification with globally integrated US stocks 0 0 0 5 2 7 16 29
Downside risk and the energy hedger's horizon 0 0 0 10 0 3 9 107
Downside risk for European equity markets 0 0 0 30 0 2 8 148
Drivers of firm-level tail dependence: A machine learning approach 0 0 1 1 0 2 7 7
Estimating financial risk measures for futures positions: A nonparametric approach 0 0 0 3 0 3 14 50
Extreme Measures of Agricultural Financial Risk 0 0 0 16 2 7 17 127
Extreme Value Estimation of Boom and Crash Statistics 0 0 1 83 0 1 11 275
Extreme risk in futures contracts 0 0 0 116 0 1 4 549
Extreme spectral risk measures: An application to futures clearinghouse margin requirements 0 0 0 37 3 8 14 187
Forecasting the price of oil: A cautionary note 0 0 3 9 0 3 17 33
Hedging effectiveness under conditions of asymmetry 1 1 2 15 1 6 17 102
Hedging: scaling and the investor horizon 0 0 0 0 0 3 15 15
International equity market integration in a small open economy: Ireland January 1990-December 2000 0 0 0 36 0 1 3 141
Intra-day seasonality in foreign exchange market transactions 0 0 1 24 0 1 6 108
Long-run wavelet-based correlation for financial time series 1 2 3 14 1 4 25 149
Macro-financial spillovers 0 0 4 15 1 5 23 56
Margin exceedences for European stock index futures using extreme value theory 0 0 0 62 0 5 13 241
Minimum capital requirement calculations for UK futures 0 0 0 0 0 2 8 38
Modeling Long Memory in REITs 0 0 0 23 2 2 7 172
Multivariate Modeling of Daily REIT Volatility 0 1 1 120 1 7 12 380
Performance of utility based hedges 0 0 0 3 1 2 12 83
Predictability and diversification benefits of investing in commodity and currency futures 0 0 0 13 0 2 15 143
Reevaluating hedging performance 0 0 0 7 0 1 13 61
Sovereign and bank CDS spreads: Two sides of the same coin? 0 0 0 27 2 3 7 159
Spectral Risk Measures: Properties and Limitations 0 0 0 31 0 3 18 152
Spillovers in risk of financial institutions 0 0 0 5 0 1 6 28
Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks 0 0 0 3 1 4 11 50
Tail behaviour of the euro 0 0 0 28 0 1 9 171
The Distributional Characteristics of a Selection of Contracts Traded on the London International Financial Futures Exchange 0 0 0 5 0 2 8 31
The conditional pricing of systematic and idiosyncratic risk in the UK equity market 0 0 1 12 0 1 13 100
The illusion of oil return predictability: The choice of data matters! 0 0 0 3 0 9 16 34
The non-linear trade-off between return and risk and its determinants 0 0 1 4 0 0 16 24
The tail risks of FX return distributions: A comparison of the returns associated with limit orders and market orders 0 0 0 23 0 8 19 140
Time-varying risk aversion: An application to energy hedging 0 0 0 19 0 3 14 223
Trends and key determinants of firm-level integration 0 1 3 3 0 6 19 19
U.S. CORE INFLATION: A WAVELET ANALYSIS 0 0 1 28 0 2 10 125
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 0 1 0 4 10 17
Uncovering long memory in high frequency UK futures 0 0 0 2 0 6 9 51
VOLATILITY AND IRISH EXPORTS 0 0 0 17 0 1 8 84
Varying the VaR for unconditional and conditional environments 0 0 0 16 0 1 10 125
Total Journal Articles 4 9 35 1,006 24 194 751 6,024
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 2 5 6
Total Chapters 0 0 0 0 0 2 5 6

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10