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 29 0 1 2 130
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 1 3 340
Anatomy of a Bail-In 0 0 0 38 0 0 0 163
Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk 0 0 0 35 1 2 7 167
Co-skewness across Return Horizons 0 1 1 11 0 5 6 41
Co-skewness across Return Horizons 0 0 0 32 0 0 1 169
Commodity futures hedging, risk aversion and the hedging horizon 0 0 2 123 1 1 6 626
Credit Default Swaps as Indicators of Bank financial Distress 0 0 1 66 1 3 13 333
Cross-Correlation Dynamics in Financial Time Series 0 0 0 117 0 3 4 262
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 1 8 0 0 9 14
Long-run international diversification 0 0 1 29 0 1 7 229
Machine Learning and Factor-Based Portfolio Optimization 1 1 1 20 1 1 4 34
Machine Learning and Factor-Based Portfolio Optimization 0 1 5 51 1 7 34 256
Multiscaled Cross-Correlation Dynamics in Financial Time-Series 0 0 0 28 0 2 2 89
Operational Risk Capital 0 0 0 18 0 2 3 33
Operational Risk Capital 0 0 0 5 0 1 1 28
Random Matrix Theory and Fund of Funds Portfolio Optimisation 0 0 1 43 0 0 3 163
Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks 0 0 0 71 0 1 5 292
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
Total Working Papers 1 3 14 899 5 31 114 3,824


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 0 1 0 2 6 21
An empirical analysis of dynamic multiscale hedging using wavelet decomposition 0 0 0 0 0 0 1 42
Anatomy of a bail-in 0 0 2 29 0 0 4 190
Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic 0 1 9 31 4 9 45 138
Asset allocation with correlation: A composite trade-off 0 0 0 7 1 2 3 91
Asset allocation with factor-based covariance matrices 0 0 0 0 0 1 3 3
Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes? 0 0 0 10 0 2 2 65
Beyond common equity: The influence of secondary capital on bank insolvency risk 0 0 0 6 1 1 3 53
Bitcoin forks: What drives the branches? 0 0 1 2 0 0 4 10
Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition 1 1 1 11 1 2 5 33
Climate risk and financial stability: evidence from syndicated lending 0 0 6 6 0 2 14 14
Co-Skewness across Return Horizons* 0 0 0 0 0 1 2 3
Commodity futures hedging, risk aversion and the hedging horizon 0 0 2 13 0 2 6 138
Composite jet fuel cross-hedging 0 0 4 12 0 2 9 31
Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX 0 2 6 8 0 4 29 33
Corporate reputational dynamics and their impact on global commodity markets 0 1 1 1 0 1 1 1
Credit default swaps as indicators of bank financial distress 0 1 2 18 1 2 9 195
Cross-correlation dynamics in financial time series 0 0 0 2 0 1 4 31
Diversification with globally integrated US stocks 0 0 2 5 0 0 7 13
Does corporate hedging enhance shareholder value? A meta-analysis 0 1 2 12 0 2 4 84
Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon 1 6 10 93 10 20 44 293
Does national culture influence malfeasance in banks around the world? 0 0 0 3 1 2 7 16
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 5 7 9
Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets 0 0 0 4 1 1 2 25
Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages 0 0 2 4 0 0 5 13
Forecasting the price of oil: A cautionary note 0 0 4 6 0 4 14 20
HACKED: Understanding the stock market response to cyberattacks 2 2 3 3 7 10 25 25
Herding unmasked: Insights into cryptocurrencies, stocks and US ETFs 0 0 0 0 0 1 1 1
Inflation and cryptocurrencies revisited: A time-scale analysis 1 1 3 31 4 4 24 123
Is gold a hedge against inflation? A wavelet time-scale perspective 0 3 6 26 0 5 17 124
Long-run wavelet-based correlation for financial time series 0 1 2 12 0 1 5 125
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 0 0 1 24
Mutual fund performance and changes in factor exposure 1 1 6 29 1 1 12 55
Predictability and pricing efficiency in forward and spot, developed and emerging currency markets 0 0 0 4 0 1 1 25
Random matrix theory and fund of funds portfolio optimisation 0 0 0 9 0 1 1 61
Safe haven or risky hazard? Bitcoin during the Covid-19 bear market 2 5 17 46 9 17 61 212
Scaling the twin peaks: Systemic risk and dual regulation 0 1 3 7 0 1 4 43
Seeking a shock haven: Hedging extreme upward oil price changes 0 0 0 0 1 2 4 6
Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks 0 0 0 3 0 0 0 39
The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges 0 1 8 10 2 9 25 38
The illusion of oil return predictability: The choice of data matters! 0 0 1 3 0 1 5 19
The influence of European MiCa regulation on cryptocurrencies 1 1 5 5 3 8 19 19
The price of shelter - Downside risk reduction with precious metals 0 1 3 12 0 1 9 66
Understanding sentiment shifts in central bank digital currencies 0 0 3 3 2 2 6 6
Understanding the FTX exchange collapse: A dynamic connectedness approach 0 1 1 12 2 4 10 35
Wavelet multiscale analysis for Hedge Funds: Scaling and strategies 0 0 0 1 0 0 1 23
Total Journal Articles 9 31 115 512 52 137 471 2,745


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 0 3 5 5 16 22 28
Total Chapters 0 0 3 5 5 16 22 28


Statistics updated 2025-10-06