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 42 1 2 6 97
A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics 0 0 1 75 2 4 10 316
A Utility Based Approach to Energy Hedging 0 0 0 72 0 1 4 190
A Utility Based Approach to Energy Hedging 0 0 0 37 1 1 1 65
Absolute Return Volatility 0 0 0 46 0 0 0 186
Absolute Return Volatility 0 1 1 102 0 1 2 370
Absolute Return Volatility 0 0 0 27 0 1 1 66
Absolute Return Volatility 0 0 1 13 0 0 2 79
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 29 1 2 4 132
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 28 1 3 3 76
Anatomy of a Bail-In 0 0 0 38 0 1 1 164
Anatomy of a Bail-In 1 1 1 106 3 3 6 343
Are equity market anomalies disappearing? Evidence from the U.K 0 2 2 78 1 6 13 363
Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk 0 0 0 35 2 3 8 169
Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from the Recent Boom and Bust 0 0 0 8 2 3 4 89
Can housing risk be diversified? A cautionary tale from the housing boom and bust 0 0 0 82 0 0 4 180
Can metropolitan housing risk be diversified? A cautionary tale from the recent boom and bust 0 0 1 32 1 1 4 159
Co-skewness across Return Horizons 0 0 1 11 3 5 11 46
Co-skewness across Return Horizons 0 0 0 32 4 5 6 174
Commodity Futures Return Predictability and Intertemporal Asset Pricing 0 0 1 36 2 2 7 147
Commodity futures hedging, risk aversion and the hedging horizon 0 0 2 123 1 2 6 627
Commodity futures return predictability and intertemporal asset pricing 0 0 0 0 2 2 5 6
Credit Default Swaps as Indicators of Bank financial Distress 1 1 1 67 2 3 12 335
Downside Risk for European Equity Markets 0 0 0 30 0 0 2 170
Downside risk and the energy hedger's horizon 0 0 0 22 1 2 2 178
Estimating Financial Risk Measures for Futures Positions:A Non-Parametric Approach 0 0 0 25 2 2 2 96
Estimating financial risk measures for futures positions: a non-parametric approach 0 0 0 107 1 1 2 323
Estimating financial risk measures for futures positions: a non-parametric approach 0 0 0 35 0 0 2 68
Evaluating the Precision of Estimators of Quantile-Based Risk Measures 0 0 0 75 0 1 2 196
Evaluating the Precision of Estimators of Quantile-Based Risk Measures 0 0 0 17 0 0 2 85
Evaluating the Precision of Estimators of Quantile-Based Risk Measures 0 0 0 27 0 1 2 54
Event Studies of Irish Equities: Earnings Announcements, Seasonality and Size 0 0 0 0 2 2 3 535
Exponential Spectral Risk Measures 0 0 0 165 1 3 7 358
Exponential Spectral Risk Measures 0 0 0 27 1 1 1 54
Extreme Measures of Agricultural Financial Risk 0 0 0 48 2 4 14 94
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements 0 0 0 32 1 2 4 116
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements 0 0 0 72 3 3 4 268
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements 0 0 0 18 1 3 4 69
Extreme risk in Asian equity markets 0 0 0 53 0 0 2 176
Financial Risks and the Pension Protection Fund: Can it Survive Them? 1 1 1 25 2 2 3 84
Financial Risks and the Pension Protection Fund: Can it Survive Them? 0 0 0 54 0 0 1 217
Financial Risks and the Pension Protection Fund:Can It Survive Them? 0 0 0 26 1 2 3 115
Hedging Effectiveness under Conditions of Asymmetry 0 0 0 42 0 2 6 284
Hedging Effectiveness under Conditions of Asymmetry 0 0 1 26 1 2 3 80
Hedging Effectiveness under Conditions of Asymmetry 0 0 0 65 2 2 2 319
Hedging: Scaling and the Investor Horizon 0 0 0 48 0 1 3 196
Hedging: Scaling and the Investor Horizon 0 0 0 11 1 1 1 45
Housing Risk and Return: Evidence From a Housing Asset-Pricing Model 1 1 5 418 4 10 23 1,206
Housing risk and return: Evidence from a housing asset-pricing model 0 0 1 48 5 6 8 170
How Unlucky is 25-Sigma? 0 0 0 61 0 1 2 257
How Unlucky is 25-Sigma? 0 0 0 49 2 3 5 167
Implied Correlation from VaR 0 0 0 49 2 2 4 263
Implied correlation from VaR 0 0 0 108 0 0 2 478
Implied correlation from VaR 0 0 1 39 0 0 2 119
Integration Among US Banks 0 0 0 19 1 1 5 259
Integration and Contagion in US Housing Markets 0 0 0 52 1 2 5 220
Integration and Contagion in US Housing Markets 0 0 0 28 0 1 3 107
Integration and contagion in US housing markets 0 0 0 20 0 2 6 151
International Equity Market Integration in a Small Open Economy: Ireland January 1990 – December 2000 0 0 0 18 0 0 2 92
Intra-Day Seasonality in Foreign Exchange Market Transactions 0 0 0 74 0 1 1 265
Intra-Day Seasonality in Foreign Exchange Market Transactions 0 0 0 33 2 3 6 65
Intra-Day Seasonality in Foreign Market Transactions 0 0 0 9 0 0 3 152
Intra-Day Seasonality in Foreign Market Transactions 0 0 0 12 1 2 3 97
Intra-Day Seasonality in Foreign Market Transactions 0 0 0 12 1 1 2 53
Long-run international diversification 0 0 1 29 0 0 7 229
Machine Learning and Factor-Based Portfolio Optimization 1 2 2 21 6 8 10 41
Machine Learning and Factor-Based Portfolio Optimization 1 1 6 52 2 5 35 260
Macro-Financial Spillovers 0 1 1 47 0 2 7 204
Margin Exceedences for European Stock Index Futures using Extreme Value Theory 0 0 0 62 1 1 4 372
Margin Requirements with Intraday Dynamics 0 0 0 17 0 0 1 116
Margin setting with high-frequency data 0 0 1 31 1 2 4 164
Margin setting with high-frequency data1 0 0 0 14 0 1 1 38
Minimum Capital Requirement Calculations for UK Futures 0 0 0 6 1 1 2 67
Minimum Capital Requirement Calculations for UK Futures 0 0 0 20 0 2 3 217
Minimum Capital Requirement Calculations for UK Futures 0 0 0 11 0 1 2 136
Mixed-Frequency Macro-Financial Spillovers 0 5 17 444 3 13 40 1,047
Mixed-frequency macro-financial spillovers 0 0 3 56 1 1 9 378
Modeling Long Memory in REITs 0 0 0 83 3 4 7 271
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 1 2 2 56
Modelling Long Memory in REITs 0 0 0 48 0 1 1 177
Modelling catastrophic risk in international equity markets: An extreme value approach 0 0 0 8 0 1 1 42
Modelling catastrophic risk in international equity markets: An extreme value approach 0 0 0 29 2 3 4 103
Modelling extreme financial returns of global equity markets 0 0 0 37 0 1 4 192
Multivariate Modeling of Daily REIT Volatility 0 0 0 19 0 0 0 115
Multivariate Modeling of Daily REIT Volatility 0 0 0 82 0 1 3 336
Multivariate Modelling of Daily REIT Volatility 0 0 0 26 0 2 4 156
Nowhere to Run, Nowhere to Hide - Asset Diversification in a Flat World 0 0 0 38 2 2 6 226
Nowhere to run, nowhere to hide: asset diversification in a flat world 0 0 1 39 1 2 5 299
Performance of Utility Based Hedges 0 0 0 43 0 2 5 164
Re-evaluating Hedging Performance 0 0 0 40 3 3 4 126
Re-evaluating Hedging Performance 0 1 1 108 1 3 5 397
Real & Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing 0 0 0 69 0 0 1 389
Real and Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing 0 0 1 70 0 0 2 326
Realized volatility and minimum capital requirements 0 0 0 46 0 0 0 307
Scaling conditional tail probability and quantile estimators 0 0 0 8 0 0 0 32
Scaling conditional tail probability and quantile estimators 0 0 0 31 0 2 2 104
Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability? 0 0 0 53 1 1 3 115
Sovereign and bank CDS spreads: two sides of the same coin? 0 0 0 77 2 2 8 299
Sovereign and bank CDS spreads: two sides of the same coin? 0 0 0 21 1 1 4 189
Spectral Risk Measures and the Choice of Risk Aversion Function 0 0 0 21 0 1 2 53
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 15 0 0 1 88
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 29 2 2 3 166
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 25 0 1 2 119
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 24 2 2 3 90
Spectral Risk Measures: Properties and Limitations 0 0 0 18 0 1 2 75
Spectral Risk Measures: Properties and Limitations 0 0 1 91 0 1 4 354
Spillovers in Risk of Financial Institutions 0 0 1 58 0 0 3 152
Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks 0 0 0 71 0 0 3 292
Tail Behaviour of the Euro 0 0 0 43 1 3 6 142
Tail Behaviour of the Euro 0 0 0 27 0 1 1 82
Tail Behaviour of the Euro 0 0 0 26 0 1 3 130
The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market 0 0 0 43 0 1 1 142
The Intervaling Effect on Higher-Order Co-Moments 0 0 0 19 0 0 0 200
The illusion of oil return predictability: The choice of data matters! 0 0 0 1 0 0 1 6
The non-linear trade-off between return and risk and its determinants 0 0 0 43 2 3 7 96
The non-linear trade-off between return and risk: a regime-switching multi-factor framework 0 0 0 56 0 0 4 196
The non-linear trade-off between return and risk: a regime-switching multi-factor framework 0 0 0 21 0 0 5 76
The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders 0 0 0 22 1 1 1 58
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 2 204
Time Varying Risk Aversion: An Application to Energy Hedging 0 0 0 98 2 2 3 313
Time Varying Risk Aversion: An Application to Energy Hedging 0 0 0 39 0 1 1 109
U.S. Core Inflation: A Wavelet Analysis 0 0 0 59 1 1 2 187
U.S. Core Inflation: A Wavelet Analysis 0 0 0 55 4 10 10 109
U.S. Core Inflation: A Wavelet Analysis 0 0 0 162 3 3 5 503
Uncovering Long Memory in High Frequency UK Futures 0 0 0 27 0 1 2 105
Uncovering Long Memory in High Frequency UK Futures 0 0 0 29 1 1 1 48
Uncovering Long Memory in High Frequency UK Futures 0 0 0 39 0 1 3 182
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 0 14 0 0 1 86
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 0 59 1 1 5 250
Varying the VaR for Unconditional and Conditional Environments 0 0 0 21 1 3 5 196
Varying the VaR for Unconditional and Conditional Environments 0 0 0 32 1 4 6 265
Varying the VaR for Unconditional and Conditional Environments 0 0 0 12 2 2 2 116
Volatility and Irish Exports 0 0 0 19 0 0 2 177
Volatility and Irish Exports 0 0 0 15 0 2 4 122
Volatility and the Euro: an Irish perspective 0 0 0 11 1 1 1 115
What Should Be Done About The Underfunding of Defined Benefit Pension Schemes? 0 0 0 49 2 3 6 207
Total Working Papers 6 17 58 6,467 129 247 588 26,251

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 1 22 3 4 7 105
A financial modeling approach to industry exchange-traded funds selection 0 0 0 1 2 3 9 24
A utility based approach to energy hedging 0 0 1 14 0 1 3 76
An empirical analysis of dynamic multiscale hedging using wavelet decomposition 0 0 0 0 1 1 2 43
Anatomy of a bail-in 0 0 2 29 0 0 4 190
Asset allocation with correlation: A composite trade-off 0 0 0 7 3 6 8 96
Asset allocation with factor-based covariance matrices 1 1 1 1 3 5 8 8
Beyond common equity: The influence of secondary capital on bank insolvency risk 0 0 0 6 2 3 5 55
Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust 0 0 0 12 1 5 5 119
Co-Skewness across Return Horizons* 0 0 0 0 0 1 3 4
Commodity futures hedging, risk aversion and the hedging horizon 1 1 1 14 3 3 7 141
Commodity futures return predictability and intertemporal asset pricing 0 1 1 5 1 3 14 21
Credit default swaps as indicators of bank financial distress 1 1 2 19 4 5 10 199
Diversification with globally integrated US stocks 0 0 1 5 2 3 8 16
Downside risk and the energy hedger's horizon 0 0 0 10 1 3 3 101
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 1 2 38
Extreme Measures of Agricultural Financial Risk 0 0 1 16 2 5 14 116
Extreme Value Estimation of Boom and Crash Statistics 0 0 0 82 1 2 3 267
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 0 2 37 0 1 7 174
Forecasting the price of oil: A cautionary note 2 2 6 8 2 3 17 23
Hedging effectiveness under conditions of asymmetry 0 0 1 14 4 4 7 90
Hedging: scaling and the investor horizon 0 0 0 0 0 2 2 2
International equity market integration in a small open economy: Ireland January 1990-December 2000 0 0 0 36 0 0 1 138
Intra-day seasonality in foreign exchange market transactions 0 0 0 23 0 0 0 102
Long-run wavelet-based correlation for financial time series 0 0 2 12 3 6 9 131
Macro-financial spillovers 1 2 4 15 2 4 12 43
Margin exceedences for European stock index futures using extreme value theory 0 0 0 62 2 3 5 231
Minimum capital requirement calculations for UK futures 0 0 0 0 1 2 2 32
Modeling Long Memory in REITs 0 0 0 23 0 0 5 167
Multivariate Modeling of Daily REIT Volatility 0 0 1 119 1 1 3 369
Performance of utility based hedges 0 0 0 3 2 3 3 74
Predictability and diversification benefits of investing in commodity and currency futures 0 0 0 13 1 3 4 131
Reevaluating hedging performance 0 0 0 7 1 2 2 50
Sovereign and bank CDS spreads: Two sides of the same coin? 0 0 0 27 0 2 9 154
Spectral Risk Measures: Properties and Limitations 0 0 0 31 1 5 10 141
Spillovers in risk of financial institutions 0 0 1 5 2 3 5 25
Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks 0 0 0 3 1 1 1 40
Tail behaviour of the euro 0 0 0 28 0 0 1 162
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 0 11 0 2 3 89
The illusion of oil return predictability: The choice of data matters! 0 0 0 3 2 2 5 21
The non-linear trade-off between return and risk and its determinants 0 1 1 4 5 9 15 20
The tail risks of FX return distributions: A comparison of the returns associated with limit orders and market orders 0 0 0 23 0 1 1 122
Time-varying risk aversion: An application to energy hedging 0 0 0 19 3 4 7 213
Trends and key determinants of firm-level integration 0 0 0 0 1 3 3 3
U.S. CORE INFLATION: A WAVELET ANALYSIS 0 1 1 28 1 2 4 118
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 1 1 0 1 8 9
Uncovering long memory in high frequency UK futures 0 0 0 2 1 2 3 44
VOLATILITY AND IRISH EXPORTS 0 0 0 17 0 0 2 78
Varying the VaR for unconditional and conditional environments 0 0 0 16 0 1 2 116
Total Journal Articles 6 11 31 987 65 126 273 5,439
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 0 1 1
Total Chapters 0 0 0 0 0 0 1 1

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Statistics updated 2025-12-06