Access Statistics for Thomas Conlon

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
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 28 0 0 0 73
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 29 1 1 1 129
Anatomy of a Bail-In 0 0 0 38 0 0 0 163
Anatomy of a Bail-In 0 0 0 105 0 0 1 337
Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk 0 0 0 35 0 1 3 162
Co-skewness across Return Horizons 0 0 0 32 0 0 1 168
Co-skewness across Return Horizons 0 0 0 10 0 0 2 35
Commodity futures hedging, risk aversion and the hedging horizon 0 0 1 121 0 2 4 623
Credit Default Swaps as Indicators of Bank financial Distress 0 0 1 66 0 2 6 325
Cross-Correlation Dynamics in Financial Time Series 0 0 0 117 1 1 1 259
Downside risk and the energy hedger's horizon 0 0 0 22 0 0 1 176
Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs 0 0 8 8 0 4 10 10
Long-run international diversification 0 0 0 28 1 3 3 225
Machine Learning and Factor-Based Portfolio Optimization 1 1 5 47 3 6 28 231
Machine Learning and Factor-Based Portfolio Optimization 0 0 0 19 0 1 4 32
Multiscaled Cross-Correlation Dynamics in Financial Time-Series 0 0 0 28 0 0 0 87
Operational Risk Capital 0 0 1 18 0 0 1 30
Operational Risk Capital 0 0 0 5 0 0 2 27
Random Matrix Theory and Fund of Funds Portfolio Optimisation 0 1 1 43 0 2 3 162
Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks 0 0 0 71 0 0 2 289
The Intervaling Effect on Higher-Order Co-Moments 0 0 0 19 0 0 2 200
The illusion of oil return predictability: The choice of data matters! 0 0 1 1 0 0 1 5
Total Working Papers 1 2 18 890 6 23 76 3,748


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A financial modeling approach to industry exchange-traded funds selection 0 0 1 1 0 1 4 16
An empirical analysis of dynamic multiscale hedging using wavelet decomposition 0 0 0 0 0 0 1 41
Anatomy of a bail-in 0 0 1 27 0 1 5 187
Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic 1 2 4 25 5 7 19 105
Asset allocation with correlation: A composite trade-off 0 0 0 7 0 0 0 88
Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes? 0 0 0 10 0 0 1 63
Beyond common equity: The influence of secondary capital on bank insolvency risk 0 0 0 6 0 0 0 50
Bitcoin forks: What drives the branches? 0 0 1 1 1 3 9 9
Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition 0 0 3 10 0 1 9 30
Climate risk and financial stability: evidence from syndicated lending 1 1 2 2 1 1 5 5
Co-Skewness across Return Horizons* 0 0 0 0 0 1 2 2
Commodity futures hedging, risk aversion and the hedging horizon 0 0 2 13 2 2 6 136
Composite jet fuel cross-hedging 1 2 7 11 1 3 16 27
Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX 0 1 5 5 2 11 21 21
Credit default swaps as indicators of bank financial distress 0 0 3 17 0 1 8 190
Cross-correlation dynamics in financial time series 0 0 0 2 1 1 1 28
Diversification with globally integrated US stocks 0 0 3 4 0 0 6 8
Does corporate hedging enhance shareholder value? A meta-analysis 0 0 2 10 0 1 5 81
Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon 0 1 9 85 0 2 20 258
Does national culture influence malfeasance in banks around the world? 0 0 3 3 0 0 9 10
Downside risk and the energy hedger's horizon 0 0 0 10 0 0 0 98
Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar 0 0 0 0 1 1 3 3
Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets 0 0 0 4 0 0 1 24
Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages 0 0 1 2 0 1 8 10
Forecasting the price of oil: A cautionary note 0 1 3 3 1 2 8 8
HACKED: Understanding the stock market response to cyberattacks 0 0 0 0 0 3 3 3
Inflation and cryptocurrencies revisited: A time-scale analysis 0 0 2 28 3 5 14 106
Is gold a hedge against inflation? A wavelet time-scale perspective 0 1 3 22 0 3 10 111
Long-run wavelet-based correlation for financial time series 0 0 2 10 0 0 7 122
MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES 0 0 0 0 0 0 0 13
Measuring excess-predictability of asset returns and market efficiency over time 0 0 0 2 1 1 1 24
Mutual fund performance and changes in factor exposure 0 1 9 25 0 3 20 48
Predictability and pricing efficiency in forward and spot, developed and emerging currency markets 0 0 0 4 0 0 0 24
Random matrix theory and fund of funds portfolio optimisation 0 0 0 9 0 0 0 60
Safe haven or risky hazard? Bitcoin during the Covid-19 bear market 1 2 2 31 6 12 21 165
Scaling the twin peaks: Systemic risk and dual regulation 0 1 1 5 1 2 3 41
Seeking a shock haven: Hedging extreme upward oil price changes 0 0 0 0 1 1 3 3
Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks 0 0 0 3 0 0 3 39
The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges 0 2 6 6 0 7 17 22
The illusion of oil return predictability: The choice of data matters! 0 0 1 3 0 2 5 18
The influence of European MiCa regulation on cryptocurrencies 1 1 1 1 3 5 5 5
The price of shelter - Downside risk reduction with precious metals 1 1 2 10 3 3 6 61
Understanding the FTX exchange collapse: A dynamic connectedness approach 0 0 4 11 0 0 10 27
Wavelet multiscale analysis for Hedge Funds: Scaling and strategies 0 0 0 1 0 0 0 22
Total Journal Articles 6 17 83 429 33 87 295 2,412


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Distilling a Disruptive Disintermediary’s Data: Interpretable Machine-Learning Explanations for LendingClub Customers 0 2 4 5 1 3 6 11
Total Chapters 0 2 4 5 1 3 6 11


Statistics updated 2025-03-03