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 1 2 3 131
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 28 2 2 2 75
Anatomy of a Bail-In 0 0 0 38 1 1 1 164
Anatomy of a Bail-In 0 0 0 105 0 1 3 340
Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk 0 0 0 35 0 1 7 167
Co-skewness across Return Horizons 0 0 1 11 2 6 8 43
Co-skewness across Return Horizons 0 0 0 32 1 1 2 170
Commodity futures hedging, risk aversion and the hedging horizon 0 0 2 123 0 1 5 626
Credit Default Swaps as Indicators of Bank financial Distress 0 0 0 66 0 1 12 333
Cross-Correlation Dynamics in Financial Time Series 0 0 0 117 2 3 6 264
Downside risk and the energy hedger's horizon 0 0 0 22 1 1 1 177
Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs 0 0 0 8 1 1 9 15
Long-run international diversification 0 0 1 29 0 0 7 229
Machine Learning and Factor-Based Portfolio Optimization 0 1 1 20 1 2 4 35
Machine Learning and Factor-Based Portfolio Optimization 0 0 5 51 2 7 34 258
Multiscaled Cross-Correlation Dynamics in Financial Time-Series 0 0 0 28 0 1 2 89
Operational Risk Capital 0 0 0 5 0 0 1 28
Operational Risk Capital 0 0 0 18 0 0 3 33
Random Matrix Theory and Fund of Funds Portfolio Optimisation 0 0 1 43 1 1 4 164
Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks 0 0 0 71 0 1 3 292
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 0 1 12 899 15 33 120 3,839

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 1 2 7 22
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 0 8 31 2 8 44 140
Asset allocation with correlation: A composite trade-off 0 0 0 7 2 3 5 93
Asset allocation with factor-based covariance matrices 0 0 0 0 2 3 5 5
Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes? 0 0 0 10 0 0 2 65
Beyond common equity: The influence of secondary capital on bank insolvency risk 0 0 0 6 0 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 0 1 1 11 0 2 4 33
Climate risk and financial stability: evidence from syndicated lending 1 1 7 7 2 2 16 16
Co-Skewness across Return Horizons* 0 0 0 0 1 2 3 4
Commodity futures hedging, risk aversion and the hedging horizon 0 0 1 13 0 1 5 138
Composite jet fuel cross-hedging 1 1 5 13 1 3 10 32
Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX 0 2 4 8 2 6 27 35
Corporate reputational dynamics and their impact on global commodity markets 0 1 1 1 1 2 2 2
Credit default swaps as indicators of bank financial distress 0 0 1 18 0 1 6 195
Cross-correlation dynamics in financial time series 0 0 0 2 0 1 4 31
Diversification with globally integrated US stocks 0 0 1 5 1 1 6 14
Does corporate hedging enhance shareholder value? A meta-analysis 2 2 4 14 4 5 8 88
Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon 0 3 9 93 6 21 46 299
Does national culture influence malfeasance in banks around the world? 0 0 0 3 3 4 10 19
Downside risk and the energy hedger's horizon 0 0 0 10 2 2 2 100
Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar 0 0 0 0 1 5 8 10
Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets 0 0 0 4 1 2 2 26
Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages 0 0 2 4 1 1 6 14
Forecasting the price of oil: A cautionary note 0 0 4 6 1 4 15 21
HACKED: Understanding the stock market response to cyberattacks 0 2 3 3 4 14 29 29
Herding unmasked: Insights into cryptocurrencies, stocks and US ETFs 0 0 0 0 3 3 4 4
Inflation and cryptocurrencies revisited: A time-scale analysis 0 1 3 31 1 5 23 124
Is gold a hedge against inflation? A wavelet time-scale perspective 0 2 5 26 3 5 19 127
Long-run wavelet-based correlation for financial time series 0 1 2 12 3 4 7 128
MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES 0 0 0 0 2 2 2 15
Measuring excess-predictability of asset returns and market efficiency over time 0 0 0 2 2 2 3 26
Mutual fund performance and changes in factor exposure 0 1 6 29 1 2 12 56
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 1 1 1 10 3 4 4 64
Safe haven or risky hazard? Bitcoin during the Covid-19 bear market 0 3 17 46 4 16 64 216
Scaling the twin peaks: Systemic risk and dual regulation 0 0 3 7 2 2 6 45
Seeking a shock haven: Hedging extreme upward oil price changes 0 0 0 0 2 4 6 8
Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks 0 0 0 3 0 0 0 39
Tail Risk Hedging: The Superiority of the Naïve Hedging Strategy 0 0 0 0 1 1 1 1
The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges 1 1 8 11 10 17 34 48
The illusion of oil return predictability: The choice of data matters! 0 0 1 3 0 1 4 19
The influence of European MiCa regulation on cryptocurrencies 0 1 5 5 2 8 21 21
The price of shelter - Downside risk reduction with precious metals 0 1 3 12 2 3 10 68
Trends and key determinants of firm-level integration 0 0 0 0 2 2 2 2
Understanding sentiment shifts in central bank digital currencies 1 1 4 4 2 4 8 8
Understanding the FTX exchange collapse: A dynamic connectedness approach 2 2 3 14 2 5 10 37
Wavelet multiscale analysis for Hedge Funds: Scaling and strategies 0 0 0 1 0 0 1 23
Total Journal Articles 9 28 115 521 85 187 526 2,830

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 2 5 0 14 20 28
Total Chapters 0 0 2 5 0 14 20 28

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Statistics updated 2025-11-08