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 74 0 0 3 307
A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics 0 0 1 42 1 1 2 93
A Utility Based Approach to Energy Hedging 0 0 0 37 0 0 0 64
A Utility Based Approach to Energy Hedging 0 0 1 72 0 1 4 189
Absolute Return Volatility 0 0 0 101 0 0 1 369
Absolute Return Volatility 0 1 1 13 0 2 2 79
Absolute Return Volatility 0 0 0 27 0 0 0 65
Absolute Return Volatility 0 0 0 46 0 0 1 186
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 29 0 0 1 129
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 28 0 0 0 73
Anatomy of a Bail-In 0 0 0 105 0 2 2 339
Anatomy of a Bail-In 0 0 0 38 0 0 0 163
Are equity market anomalies disappearing? Evidence from the U.K 0 0 1 76 0 1 14 355
Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk 0 0 0 35 0 3 6 165
Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from the Recent Boom and Bust 0 0 0 8 0 0 2 86
Can housing risk be diversified? A cautionary tale from the housing boom and bust 0 0 1 82 0 1 5 178
Can metropolitan housing risk be diversified? A cautionary tale from the recent boom and bust 0 1 1 32 0 1 4 158
Co-skewness across Return Horizons 0 0 0 10 0 1 1 36
Co-skewness across Return Horizons 0 0 0 32 0 1 1 169
Commodity Futures Return Predictability and Intertemporal Asset Pricing 0 0 1 36 1 3 5 144
Commodity futures hedging, risk aversion and the hedging horizon 0 2 2 123 0 2 5 625
Commodity futures return predictability and intertemporal asset pricing 0 0 0 0 0 2 4 4
Credit Default Swaps as Indicators of Bank financial Distress 0 0 1 66 1 4 11 330
Downside Risk for European Equity Markets 0 0 0 30 0 0 1 169
Downside risk and the energy hedger's horizon 0 0 0 22 0 0 1 176
Estimating Financial Risk Measures for Futures Positions:A Non-Parametric Approach 0 0 0 25 0 0 0 94
Estimating financial risk measures for futures positions: a non-parametric approach 0 0 0 35 0 0 4 68
Estimating financial risk measures for futures positions: a non-parametric approach 0 0 0 107 0 1 2 322
Evaluating the Precision of Estimators of Quantile-Based Risk Measures 0 0 0 27 0 0 1 53
Evaluating the Precision of Estimators of Quantile-Based Risk Measures 0 0 0 75 0 0 1 194
Evaluating the Precision of Estimators of Quantile-Based Risk Measures 0 0 0 17 1 1 2 85
Event Studies of Irish Equities: Earnings Announcements, Seasonality and Size 0 0 0 0 0 0 1 533
Exponential Spectral Risk Measures 0 0 0 165 0 1 4 354
Exponential Spectral Risk Measures 0 0 0 27 0 0 0 53
Extreme Measures of Agricultural Financial Risk 0 0 0 48 1 4 9 87
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements 0 0 0 32 1 1 2 114
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements 0 0 0 72 0 1 2 265
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements 0 0 0 18 0 0 1 65
Extreme risk in Asian equity markets 0 0 0 53 0 0 1 175
Financial Risks and the Pension Protection Fund: Can it Survive Them? 0 0 0 54 0 1 2 217
Financial Risks and the Pension Protection Fund: Can it Survive Them? 0 0 0 24 0 0 0 81
Financial Risks and the Pension Protection Fund:Can It Survive Them? 0 0 0 26 0 0 1 113
Hedging Effectiveness under Conditions of Asymmetry 0 0 0 42 1 2 7 282
Hedging Effectiveness under Conditions of Asymmetry 0 0 1 26 0 0 1 78
Hedging Effectiveness under Conditions of Asymmetry 0 0 0 65 0 0 0 317
Hedging: Scaling and the Investor Horizon 0 0 0 11 0 0 0 44
Hedging: Scaling and the Investor Horizon 0 0 0 48 0 0 3 194
Housing Risk and Return: Evidence From a Housing Asset-Pricing Model 0 0 3 415 1 2 12 1,191
Housing risk and return: Evidence from a housing asset-pricing model 0 1 1 48 0 1 3 164
How Unlucky is 25-Sigma? 0 0 0 61 0 0 2 255
How Unlucky is 25-Sigma? 0 0 0 49 0 0 2 164
Implied Correlation from VaR 0 0 0 49 0 0 2 260
Implied correlation from VaR 0 1 1 39 0 2 2 119
Implied correlation from VaR 0 0 0 108 0 1 2 478
Integration Among US Banks 0 0 0 19 0 1 5 258
Integration and Contagion in US Housing Markets 0 0 0 52 0 0 4 218
Integration and Contagion in US Housing Markets 0 0 0 28 0 0 2 106
Integration and contagion in US housing markets 0 0 0 20 0 1 3 148
International Equity Market Integration in a Small Open Economy: Ireland January 1990 – December 2000 0 0 0 18 0 1 1 91
Intra-Day Seasonality in Foreign Exchange Market Transactions 0 0 0 74 0 0 0 264
Intra-Day Seasonality in Foreign Exchange Market Transactions 0 0 0 33 1 2 3 61
Intra-Day Seasonality in Foreign Market Transactions 0 0 0 9 2 2 3 152
Intra-Day Seasonality in Foreign Market Transactions 0 0 0 12 0 0 0 94
Intra-Day Seasonality in Foreign Market Transactions 0 0 0 12 0 0 1 52
Long-run international diversification 0 0 1 29 0 2 6 228
Machine Learning and Factor-Based Portfolio Optimization 0 0 0 19 0 0 4 33
Machine Learning and Factor-Based Portfolio Optimization 1 1 4 50 4 12 31 249
Macro-Financial Spillovers 0 0 0 46 0 1 6 201
Margin Exceedences for European Stock Index Futures using Extreme Value Theory 0 0 0 62 0 1 2 370
Margin Requirements with Intraday Dynamics 0 0 0 17 0 0 1 115
Margin setting with high-frequency data 0 0 0 30 0 1 1 161
Margin setting with high-frequency data1 0 0 0 14 0 0 0 37
Minimum Capital Requirement Calculations for UK Futures 0 0 0 11 0 0 0 134
Minimum Capital Requirement Calculations for UK Futures 0 0 0 20 0 1 1 215
Minimum Capital Requirement Calculations for UK Futures 0 0 0 6 0 1 1 66
Mixed-Frequency Macro-Financial Spillovers 2 4 16 436 4 14 40 1,028
Mixed-frequency macro-financial spillovers 0 0 2 55 0 2 8 375
Modeling Long Memory in REITs 0 0 0 83 0 3 3 267
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 0 0 1 54
Modelling Long Memory in REITs 0 0 0 48 0 0 0 176
Modelling catastrophic risk in international equity markets: An extreme value approach 0 0 0 29 0 1 2 100
Modelling catastrophic risk in international equity markets: An extreme value approach 0 0 0 8 0 0 0 41
Modelling extreme financial returns of global equity markets 0 0 1 37 0 1 4 191
Multivariate Modeling of Daily REIT Volatility 0 0 0 19 0 0 1 115
Multivariate Modeling of Daily REIT Volatility 0 0 1 82 0 1 5 335
Multivariate Modelling of Daily REIT Volatility 0 0 0 26 0 0 0 152
Nowhere to Run, Nowhere to Hide - Asset Diversification in a Flat World 0 0 0 38 1 2 5 223
Nowhere to run, nowhere to hide: asset diversification in a flat world 0 0 2 39 0 1 7 297
Performance of Utility Based Hedges 0 0 0 43 1 1 4 162
Re-evaluating Hedging Performance 0 0 0 107 0 1 1 393
Re-evaluating Hedging Performance 0 0 0 40 0 0 1 123
Real & Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing 0 0 0 69 0 1 1 389
Real and Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing 0 1 1 70 0 2 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 31 0 0 0 102
Scaling conditional tail probability and quantile estimators 0 0 0 8 0 0 0 32
Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability? 0 0 0 53 0 0 2 113
Sovereign and bank CDS spreads: two sides of the same coin? 0 0 0 21 0 0 2 187
Sovereign and bank CDS spreads: two sides of the same coin? 0 0 0 77 0 0 6 296
Spectral Risk Measures and the Choice of Risk Aversion Function 0 0 0 21 0 1 1 52
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 29 0 1 1 164
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 15 0 0 0 87
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 25 0 0 1 117
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements 0 0 0 24 0 0 1 88
Spectral Risk Measures: Properties and Limitations 0 1 1 91 0 1 4 353
Spectral Risk Measures: Properties and Limitations 0 0 0 18 0 0 2 74
Spillovers in Risk of Financial Institutions 0 0 1 58 0 1 3 152
Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks 0 0 0 71 0 2 4 291
Tail Behaviour of the Euro 0 0 0 27 0 0 0 81
Tail Behaviour of the Euro 0 0 0 43 0 1 2 138
Tail Behaviour of the Euro 0 0 0 26 0 1 2 129
The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market 0 0 1 43 0 0 1 141
The Intervaling Effect on Higher-Order Co-Moments 0 0 0 19 0 0 1 200
The illusion of oil return predictability: The choice of data matters! 0 0 1 1 0 0 2 6
The non-linear trade-off between return and risk and its determinants 0 0 0 43 0 1 4 92
The non-linear trade-off between return and risk: a regime-switching multi-factor framework 0 0 0 21 1 1 5 75
The non-linear trade-off between return and risk: a regime-switching multi-factor framework 0 0 0 56 0 1 4 195
The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders 0 0 0 47 0 1 4 204
The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders 0 0 0 22 0 0 1 57
Time Varying Risk Aversion: An Application to Energy Hedging 0 0 0 39 0 0 0 108
Time Varying Risk Aversion: An Application to Energy Hedging 0 0 0 98 0 0 1 311
U.S. Core Inflation: A Wavelet Analysis 0 0 1 59 0 0 2 186
U.S. Core Inflation: A Wavelet Analysis 0 0 0 55 0 0 0 99
U.S. Core Inflation: A Wavelet Analysis 0 0 0 162 0 1 5 500
Uncovering Long Memory in High Frequency UK Futures 0 0 0 27 0 0 0 103
Uncovering Long Memory in High Frequency UK Futures 0 0 0 39 0 0 1 180
Uncovering Long Memory in High Frequency UK Futures 0 0 0 29 0 0 0 47
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 0 14 0 0 0 85
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 0 59 0 2 4 249
Varying the VaR for Unconditional and Conditional Environments 0 0 0 12 0 0 0 114
Varying the VaR for Unconditional and Conditional Environments 0 0 1 32 0 1 3 260
Varying the VaR for Unconditional and Conditional Environments 0 0 0 21 0 1 2 193
Volatility and Irish Exports 0 0 0 15 0 0 5 120
Volatility and Irish Exports 0 0 0 19 0 2 2 177
Volatility and the Euro: an Irish perspective 0 0 0 11 0 0 0 114
What Should Be Done About The Underfunding of Defined Benefit Pension Schemes? 0 0 0 49 0 1 3 203
Total Working Papers 3 13 50 6,440 22 119 386 25,922

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 0 21 0 1 2 100
A financial modeling approach to industry exchange-traded funds selection 0 0 0 1 1 2 4 19
A utility based approach to energy hedging 0 0 1 14 0 1 2 75
An empirical analysis of dynamic multiscale hedging using wavelet decomposition 0 0 0 0 0 1 1 42
Anatomy of a bail-in 0 2 2 29 0 2 4 190
Asset allocation with correlation: A composite trade-off 0 0 0 7 0 0 1 89
Beyond common equity: The influence of secondary capital on bank insolvency risk 0 0 0 6 0 1 2 52
Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust 0 0 1 12 0 0 2 114
Co-Skewness across Return Horizons* 0 0 0 0 0 0 1 2
Commodity futures hedging, risk aversion and the hedging horizon 0 0 2 13 0 0 6 136
Commodity futures return predictability and intertemporal asset pricing 0 0 0 4 1 5 7 14
Credit default swaps as indicators of bank financial distress 0 0 1 17 0 3 9 193
Diversification with globally integrated US stocks 0 1 2 5 0 2 8 13
Downside risk and the energy hedger's horizon 0 0 0 10 0 0 0 98
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 0 0 36
Extreme Measures of Agricultural Financial Risk 0 1 2 16 1 4 11 110
Extreme Value Estimation of Boom and Crash Statistics 0 0 1 82 0 0 1 264
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 3 37 0 0 12 173
Forecasting the price of oil: A cautionary note 0 2 4 6 0 6 13 16
Hedging effectiveness under conditions of asymmetry 0 0 0 13 0 0 2 85
Hedging: scaling and the investor horizon 0 0 0 0 0 0 0 0
International equity market integration in a small open economy: Ireland January 1990-December 2000 0 0 0 36 0 1 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 1 1 11 0 2 4 124
Macro-financial spillovers 0 0 1 11 1 1 6 33
Margin exceedences for European stock index futures using extreme value theory 0 0 0 62 0 2 2 228
Minimum capital requirement calculations for UK futures 0 0 0 0 0 0 0 30
Modeling Long Memory in REITs 0 0 0 23 1 1 3 165
Multivariate Modeling of Daily REIT Volatility 1 1 1 119 2 2 2 368
Performance of utility based hedges 0 0 0 3 0 0 0 71
Predictability and diversification benefits of investing in commodity and currency futures 0 0 0 13 0 0 1 128
Reevaluating hedging performance 0 0 0 7 0 0 0 48
Sovereign and bank CDS spreads: Two sides of the same coin? 0 0 1 27 1 4 8 152
Spectral Risk Measures: Properties and Limitations 0 0 0 31 0 1 3 134
Spillovers in risk of financial institutions 0 0 1 5 0 1 2 22
Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks 0 0 0 3 0 0 3 39
Tail behaviour of the euro 0 0 0 28 0 1 3 162
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 0 1 87
The illusion of oil return predictability: The choice of data matters! 0 0 1 3 0 0 4 18
The non-linear trade-off between return and risk and its determinants 0 0 0 3 0 1 3 8
The tail risks of FX return distributions: A comparison of the returns associated with limit orders and market orders 0 0 0 23 0 0 1 121
Time-varying risk aversion: An application to energy hedging 0 0 0 19 0 3 3 209
U.S. CORE INFLATION: A WAVELET ANALYSIS 0 0 0 27 0 0 1 115
Uncovering Volatility Dynamics in Daily REIT Returns 0 1 1 1 2 3 7 7
Uncovering long memory in high frequency UK futures 0 0 0 2 0 1 1 42
VOLATILITY AND IRISH EXPORTS 0 0 0 17 0 0 1 76
Varying the VaR for unconditional and conditional environments 0 0 0 16 0 1 1 115
Total Journal Articles 1 9 26 971 10 53 149 5,271
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

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

Statistics updated 2025-07-04