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 0 75 2 2 26 339
A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics 0 0 3 3 1 3 11 11
A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics 1 1 3 45 2 3 22 118
A Utility Based Approach to Energy Hedging 0 0 0 37 1 2 8 72
A Utility Based Approach to Energy Hedging 0 0 0 72 2 3 8 197
Absolute Return Volatility 0 0 1 102 1 1 10 379
Absolute Return Volatility 0 0 0 27 0 0 6 71
Absolute Return Volatility 0 0 0 46 0 1 6 192
Absolute Return Volatility 0 0 0 13 0 0 10 89
Absolute return volatility 0 0 1 1 0 1 7 7
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 29 0 1 14 144
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 28 0 2 13 86
Anatomy of a Bail-In 0 0 0 38 0 0 9 172
Anatomy of a Bail-In 0 0 1 106 0 1 15 355
Are equity market anomalies disappearing? Evidence from the U.K 0 0 0 78 0 1 22 381
Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk 0 0 0 35 1 3 12 179
Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from the Recent Boom and Bust 0 0 0 8 0 1 10 96
Can housing risk be diversified? A cautionary tale from the housing boom and bust 0 0 0 82 0 0 11 191
Can metropolitan housing risk be diversified? A cautionary tale from the recent boom and bust 0 0 0 32 0 1 7 165
Co-skewness across Return Horizons 0 0 1 12 3 4 39 80
Co-skewness across Return Horizons 0 0 0 32 0 1 20 189
Commodity Futures Return Predictability and Intertemporal Asset Pricing 0 0 1 37 2 6 23 168
Commodity futures hedging, risk aversion and the hedging horizon 0 0 0 123 2 3 18 644
Commodity futures return predictability and intertemporal asset pricing 0 1 1 1 0 1 11 15
Credit Default Swaps as Indicators of Bank financial Distress 0 0 3 69 1 3 16 349
Downside Risk for European Equity Markets 0 0 0 30 0 0 9 179
Downside risk and the energy hedger's horizon 0 0 0 22 0 1 13 189
Estimating Financial Risk Measures for Futures Positions:A Non-Parametric Approach 0 0 0 25 0 1 15 109
Estimating financial risk measures for futures positions: a non-parametric approach 0 0 0 107 0 2 12 334
Estimating financial risk measures for futures positions: a non-parametric approach 0 0 0 35 0 1 8 76
Estimating financial risk measures for futures positions: a non-parametric approach 0 0 1 1 0 0 5 5
Evaluating the Precision of Estimators of Quantile-Based Risk Measures 0 0 0 75 0 0 14 209
Evaluating the Precision of Estimators of Quantile-Based Risk Measures 0 0 0 17 0 1 11 96
Evaluating the Precision of Estimators of Quantile-Based Risk Measures 0 0 0 27 0 1 5 58
Evaluating the precision of estimators of quantile-based risk measures 0 0 2 2 0 1 6 6
Event Studies of Irish Equities: Earnings Announcements, Seasonality and Size 0 0 0 0 0 0 11 544
Exponential Spectral Risk Measures 0 0 0 27 0 0 11 64
Exponential Spectral Risk Measures 0 0 0 165 1 5 20 375
Exponential spectral risk measures 0 0 2 2 0 0 7 7
Extreme Measures of Agricultural Financial Risk 0 0 0 48 0 2 14 105
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements 0 0 0 32 1 1 12 127
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements 0 0 0 72 0 2 9 274
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements 0 0 0 18 1 2 20 86
Extreme measures of agricultural financial risk 0 0 2 2 0 2 9 9
Extreme risk in Asian equity markets 0 0 0 53 1 3 11 187
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 0 7 224
Financial Risks and the Pension Protection Fund: Can it Survive Them? 0 1 3 27 0 3 10 92
Financial Risks and the Pension Protection Fund:Can It Survive Them? 0 0 0 26 0 0 9 123
Financial risks and the Pension Protection Fund: can it survive them? 0 0 1 1 0 3 8 8
Hedging Effectiveness under Conditions of Asymmetry 0 0 1 43 2 2 14 296
Hedging Effectiveness under Conditions of Asymmetry 0 0 2 67 0 0 20 337
Hedging Effectiveness under Conditions of Asymmetry 0 0 1 27 1 2 12 90
Hedging effectiveness under conditions of asymmetry 0 0 1 1 0 2 13 13
Hedging: Scaling and the Investor Horizon 0 0 0 11 1 2 11 55
Hedging: Scaling and the Investor Horizon 0 0 0 48 0 0 9 205
Hedging: scaling and the investor horizon 0 0 2 2 0 1 13 13
Housing Risk and Return: Evidence From a Housing Asset-Pricing Model 0 1 3 420 0 3 27 1,226
Housing risk and return: Evidence from a housing asset-pricing model 0 0 0 48 0 1 24 188
Housing risk and return: evidence from a housing asset-pricing model 0 0 2 2 0 2 15 15
How Unlucky is 25-Sigma? 0 0 0 49 2 4 15 179
How Unlucky is 25-Sigma? 0 0 0 61 1 1 17 273
How unlucky is 25-Sigma? 0 0 1 1 1 3 16 16
Implied Correlation from VaR 0 0 0 49 0 0 14 275
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 1 2 14 492
Integration Among US Banks 0 1 1 20 2 3 16 274
Integration and Contagion in US Housing Markets 0 0 0 52 0 0 15 233
Integration and Contagion in US Housing Markets 0 0 1 29 0 1 10 117
Integration and contagion in US housing markets 0 0 0 20 0 0 14 163
International Equity Market Integration in a Small Open Economy: Ireland January 1990 – December 2000 0 0 0 18 0 0 10 102
Intra-Day Seasonality in Foreign Exchange Market Transactions 0 0 1 75 1 6 34 298
Intra-Day Seasonality in Foreign Exchange Market Transactions 0 0 0 33 1 3 16 78
Intra-Day Seasonality in Foreign Market Transactions 0 0 0 12 0 0 8 60
Intra-Day Seasonality in Foreign Market Transactions 0 0 0 12 0 0 9 104
Intra-Day Seasonality in Foreign Market Transactions 0 0 0 9 0 0 3 155
Intra-day seasonality in foreign exchange market transactions 0 0 1 1 1 1 17 17
Long-run international diversification 0 0 0 29 0 0 8 237
Machine Learning Forecasts of Asymmetric Betas Using Firm-Specific Information 1 1 11 11 2 4 14 14
Machine Learning and Factor-Based Portfolio Optimization 0 0 2 22 5 6 30 64
Machine Learning and Factor-Based Portfolio Optimization 1 1 4 55 1 4 34 290
Macro-Financial Spillovers 0 0 0 47 0 1 22 226
Margin Exceedences for European Stock Index Futures using Extreme Value Theory 0 0 0 62 0 1 13 384
Margin Requirements with Intraday Dynamics 0 0 0 17 0 1 8 124
Margin requirements with intraday dynamics 0 0 1 1 0 0 6 6
Margin setting with high-frequency data 0 0 0 31 0 1 20 182
Margin setting with high-frequency data1 0 0 0 14 0 0 5 42
Minimum Capital Requirement Calculations for UK Futures 0 0 0 11 0 2 7 142
Minimum Capital Requirement Calculations for UK Futures 0 0 0 6 0 0 7 73
Minimum Capital Requirement Calculations for UK Futures 0 0 0 20 1 1 12 228
Minimum capital requirement calculations for UK futures 0 0 1 1 0 0 3 3
Mixed-Frequency Macro-Financial Spillovers 0 2 9 450 1 5 40 1,076
Mixed-frequency macro-financial spillovers 0 1 3 59 1 2 13 390
Modeling Long Memory in REITs 0 0 0 10 0 2 4 74
Modeling Long Memory in REITs 0 0 0 83 0 0 13 280
Modeling long memory in REITs 0 0 1 1 0 2 8 8
Modelling Catastrophic Risk in International Equity Markets: An Extreme Value Approach 0 0 0 14 0 1 19 73
Modelling Long Memory in REITs 0 0 0 48 0 2 13 189
Modelling catastrophic risk in international equity markets: An extreme value approach 0 0 0 29 0 0 13 113
Modelling catastrophic risk in international equity markets: An extreme value approach 0 0 0 8 0 0 4 45
Modelling catastrophic risk in international equity markets: an extreme value approach 0 0 2 2 0 1 9 9
Modelling extreme financial returns of global equity markets 0 0 0 37 0 1 13 204
Modelling financial crises of global equity markets 0 0 1 1 0 1 2 2
Multivariate Modeling of Daily REIT Volatility 0 0 0 82 0 0 11 346
Multivariate Modeling of Daily REIT Volatility 0 0 0 19 0 1 6 121
Multivariate Modelling of Daily REIT Volatility 0 0 0 26 0 0 10 164
Multivariate modeling of daily REIT volatility 0 0 2 2 0 0 9 9
Nowhere to Run, Nowhere to Hide - Asset Diversification in a Flat World 0 0 0 38 1 3 16 240
Nowhere to run, nowhere to hide: asset diversification in a flat world 0 0 0 39 0 0 10 307
Performance of Utility Based Hedges 0 0 0 43 1 3 14 176
Re-evaluating Hedging Performance 0 0 1 108 0 1 23 418
Re-evaluating Hedging Performance 0 0 0 40 1 1 15 138
Re-evaluating hedging performance 0 0 1 1 0 0 4 4
Real & Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing 0 0 0 69 0 1 19 408
Real & nominal foreign exchange volatility effects on exports – the importance of timing 0 0 1 1 0 2 8 8
Real and Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing 0 0 0 70 0 0 20 346
Realized volatility and minimum capital requirements 0 0 0 46 0 0 10 317
Scaling conditional tail probability and quantile estimators 0 0 0 8 0 0 7 39
Scaling conditional tail probability and quantile estimators 0 0 3 3 0 0 5 5
Scaling conditional tail probability and quantile estimators 0 0 0 31 0 0 8 110
Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability? 0 0 0 53 0 0 16 130
Sovereign and bank CDS spreads: two sides of the same coin? 0 0 0 77 1 1 20 317
Sovereign and bank CDS spreads: two sides of the same coin? 0 0 0 21 2 3 25 213
Spectral Risk Measures and the Choice of Risk Aversion Function 0 0 0 21 0 1 10 63
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 15 0 1 17 105
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 25 0 0 9 127
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 1 30 0 0 22 186
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 24 0 0 14 102
Spectral Risk Measures: Properties and Limitations 0 0 1 19 0 0 11 85
Spectral Risk Measures: Properties and Limitations 0 0 0 91 0 0 12 366
Spectral risk measures and the choice of risk aversion functior 0 0 2 2 0 0 7 7
Spectral risk measures with an application to futures clearinghouse variation margin requirements 0 0 2 2 0 1 4 4
Spectral risk measures: properties and limitations 0 0 2 2 2 2 9 9
Spillovers in Risk of Financial Institutions 0 0 0 58 0 0 10 162
Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks 0 0 0 71 0 3 12 304
Tail Behaviour of the Euro 0 0 0 43 0 2 20 159
Tail Behaviour of the Euro 0 0 0 27 0 1 5 86
Tail Behaviour of the Euro 0 0 0 26 0 3 9 139
Tail behaviour of the Euro 0 0 1 1 1 1 4 4
The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market 0 0 0 43 0 0 11 152
The Intervaling Effect on Higher-Order Co-Moments 0 0 0 19 0 3 11 211
The illusion of oil return predictability: The choice of data matters! 0 0 0 1 1 2 7 13
The non-linear trade-off between return and risk and its determinants 0 0 2 45 1 3 19 112
The non-linear trade-off between return and risk: a regime-switching multi-factor framework 0 0 0 56 0 0 7 203
The non-linear trade-off between return and risk: a regime-switching multi-factor framework 0 0 0 21 1 1 7 83
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 6 6
The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders 0 0 0 22 0 1 7 64
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 9 213
Time Varying Risk Aversion: An Application to Energy Hedging 0 0 0 39 0 1 12 121
Time Varying Risk Aversion: An Application to Energy Hedging 0 0 0 98 0 1 9 320
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 59 0 0 7 193
U.S. Core Inflation: A Wavelet Analysis 0 0 0 162 1 1 12 512
U.S. Core Inflation: A Wavelet Analysis 0 0 0 55 1 1 15 117
U.S. core inflation: a wavelet analysis 0 0 1 1 0 1 6 6
Uncovering Long Memory in High Frequency UK Futures 0 0 0 27 0 0 10 114
Uncovering Long Memory in High Frequency UK Futures 0 0 0 39 0 1 7 188
Uncovering Long Memory in High Frequency UK Futures 0 0 0 29 1 1 9 56
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 0 59 0 0 6 255
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 1 15 0 0 4 90
Uncovering long memory in high frequency UK futures 0 0 1 1 1 2 3 3
Uncovering volatility dynamics in daily REIT returns 0 0 3 3 1 1 8 8
Varying the VaR for Unconditional and Conditional Environments 0 0 0 21 1 2 11 205
Varying the VaR for Unconditional and Conditional Environments 0 0 0 12 1 3 24 138
Varying the VaR for Unconditional and Conditional Environments 0 0 0 32 0 1 11 272
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 0 0 4 181
Volatility and Irish exports 0 0 1 1 1 1 5 5
Volatility and the Euro: an Irish perspective 0 0 0 11 0 1 11 125
What Should Be Done About The Underfunding of Defined Benefit Pension Schemes? 0 0 1 50 0 0 11 215
Total Working Papers 3 10 131 6,587 68 212 2,091 28,126

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 3 24 1 3 20 121
A financial modeling approach to industry exchange-traded funds selection 0 0 0 1 0 4 19 40
A utility based approach to energy hedging 0 0 0 14 0 1 11 86
An empirical analysis of dynamic multiscale hedging using wavelet decomposition 0 0 0 0 1 1 14 56
Anatomy of a bail-in 0 0 0 29 2 3 11 201
Asset allocation with correlation: A composite trade-off 0 0 0 7 2 4 23 114
Asset allocation with factor-based covariance matrices 0 0 4 4 6 11 40 43
Beyond common equity: The influence of secondary capital on bank insolvency risk 0 0 0 6 1 1 11 64
Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust 0 0 0 12 1 2 37 151
Co-Skewness across Return Horizons* 0 0 0 0 0 0 24 27
Commodity futures hedging, risk aversion and the hedging horizon 0 1 2 15 1 2 20 158
Commodity futures return predictability and intertemporal asset pricing 0 1 3 8 2 4 23 43
Credit default swaps as indicators of bank financial distress 0 0 2 20 2 3 30 225
Diversification with globally integrated US stocks 1 1 1 6 1 2 18 31
Downside risk and the energy hedger's horizon 0 0 0 10 1 2 11 109
Downside risk for European equity markets 0 0 0 30 0 3 11 151
Drivers of firm-level tail dependence: A machine learning approach 0 0 1 1 1 2 9 9
Estimating financial risk measures for futures positions: A nonparametric approach 0 0 0 3 0 0 13 50
Extreme Measures of Agricultural Financial Risk 0 0 0 16 0 5 21 132
Extreme Value Estimation of Boom and Crash Statistics 0 0 1 83 0 1 11 276
Extreme risk in futures contracts 0 0 0 116 0 1 5 550
Extreme spectral risk measures: An application to futures clearinghouse margin requirements 0 1 1 38 4 6 20 193
Forecasting the price of oil: A cautionary note 0 1 4 10 0 3 16 36
Hedging effectiveness under conditions of asymmetry 0 0 1 15 0 0 16 102
Hedging: scaling and the investor horizon 0 0 0 0 0 1 16 16
International equity market integration in a small open economy: Ireland January 1990-December 2000 0 0 0 36 0 0 3 141
Intra-day seasonality in foreign exchange market transactions 0 0 1 24 0 18 24 126
Long-run wavelet-based correlation for financial time series 0 0 2 14 0 1 25 150
Macro-financial spillovers 0 0 1 15 1 2 17 58
Margin exceedences for European stock index futures using extreme value theory 0 0 0 62 0 2 15 243
Minimum capital requirement calculations for UK futures 0 0 0 0 0 0 8 38
Modeling Long Memory in REITs 0 0 0 23 0 0 5 172
Multivariate Modeling of Daily REIT Volatility 0 1 2 121 0 2 14 382
Performance of utility based hedges 0 0 0 3 0 5 17 88
Predictability and diversification benefits of investing in commodity and currency futures 0 0 0 13 1 1 15 144
Reevaluating hedging performance 0 0 0 7 0 0 13 61
Sovereign and bank CDS spreads: Two sides of the same coin? 0 0 0 27 1 2 9 161
Spectral Risk Measures: Properties and Limitations 0 0 0 31 0 0 13 152
Spillovers in risk of financial institutions 0 0 0 5 2 4 10 32
Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks 0 0 0 3 0 0 11 50
Tail behaviour of the euro 0 0 0 28 0 0 9 171
The Distributional Characteristics of a Selection of Contracts Traded on the London International Financial Futures Exchange 0 0 0 5 0 1 9 32
The conditional pricing of systematic and idiosyncratic risk in the UK equity market 0 0 1 12 2 4 17 104
The illusion of oil return predictability: The choice of data matters! 0 0 0 3 0 2 17 36
The non-linear trade-off between return and risk and its determinants 0 0 1 4 1 2 15 26
The tail risks of FX return distributions: A comparison of the returns associated with limit orders and market orders 0 1 1 24 1 3 22 143
Time-varying risk aversion: An application to energy hedging 0 0 0 19 0 1 14 224
Trends and key determinants of firm-level integration 0 0 3 3 1 1 20 20
U.S. CORE INFLATION: A WAVELET ANALYSIS 0 0 0 28 0 1 9 126
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 0 1 0 0 8 17
Uncovering long memory in high frequency UK futures 0 0 0 2 0 1 10 52
VOLATILITY AND IRISH EXPORTS 0 0 0 17 0 3 9 87
Varying the VaR for unconditional and conditional environments 0 0 0 16 1 2 11 127
Total Journal Articles 1 8 35 1,014 37 123 819 6,147
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 1 6 7
Total Chapters 0 0 0 0 0 1 6 7

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Statistics updated 2026-10-11