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 3 6 9 138
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 28 2 3 6 79
Anatomy of a Bail-In 0 0 0 38 1 3 4 167
Anatomy of a Bail-In 0 0 1 106 1 8 14 351
Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk 0 0 0 35 0 3 10 172
Co-skewness across Return Horizons 0 0 0 32 2 5 11 179
Co-skewness across Return Horizons 0 0 1 11 12 23 34 69
Commodity futures hedging, risk aversion and the hedging horizon 0 0 2 123 0 9 13 636
Credit Default Swaps as Indicators of Bank financial Distress 1 1 2 68 1 6 16 341
Cross-Correlation Dynamics in Financial Time Series 1 1 1 118 3 8 15 274
Downside risk and the energy hedger's horizon 0 0 0 22 0 6 8 184
Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs 0 0 0 8 1 7 15 25
Long-run international diversification 0 0 1 29 0 3 7 232
Machine Learning and Factor-Based Portfolio Optimization 0 0 2 21 2 6 15 47
Machine Learning and Factor-Based Portfolio Optimization 0 1 6 53 1 14 43 274
Multiscaled Cross-Correlation Dynamics in Financial Time-Series 0 1 1 29 0 6 11 98
Operational Risk Capital 0 0 0 5 4 7 10 37
Operational Risk Capital 0 0 0 18 1 7 10 40
Random Matrix Theory and Fund of Funds Portfolio Optimisation 0 0 0 43 1 3 6 168
Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks 0 0 0 71 2 7 10 299
The Intervaling Effect on Higher-Order Co-Moments 0 0 0 19 1 4 4 204
The illusion of oil return predictability: The choice of data matters! 0 0 0 1 1 3 4 9
Total Working Papers 2 4 17 907 39 147 275 4,023


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 9 17 33
An empirical analysis of dynamic multiscale hedging using wavelet decomposition 0 0 0 0 2 4 6 47
Anatomy of a bail-in 0 0 2 29 1 3 6 193
Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic 2 3 10 35 38 48 93 198
Asset allocation with correlation: A composite trade-off 0 0 0 7 2 8 16 104
Asset allocation with factor-based covariance matrices 0 0 1 1 1 8 16 16
Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes? 0 0 0 10 1 7 10 73
Beyond common equity: The influence of secondary capital on bank insolvency risk 0 0 0 6 1 7 12 62
Bitcoin forks: What drives the branches? 0 0 2 3 2 16 20 29
Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition 0 0 1 11 1 8 12 42
Climate risk and financial stability: evidence from syndicated lending 0 0 5 7 1 5 18 23
Co-Skewness across Return Horizons* 0 0 0 0 5 16 18 20
Commodity futures hedging, risk aversion and the hedging horizon 0 0 1 14 1 14 19 155
Composite jet fuel cross-hedging 0 0 3 14 2 7 15 42
Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX 0 0 3 8 0 10 28 49
Corporate reputational dynamics and their impact on global commodity markets 0 0 1 1 2 14 18 18
Credit default swaps as indicators of bank financial distress 0 1 3 20 3 13 22 212
Cross-correlation dynamics in financial time series 0 0 0 2 0 8 13 41
Diversification with globally integrated US stocks 0 0 1 5 0 6 14 22
Does corporate hedging enhance shareholder value? A meta-analysis 0 1 5 15 2 15 23 104
Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon 0 1 11 96 5 13 63 321
Does national culture influence malfeasance in banks around the world? 0 0 0 3 3 9 19 29
Downside risk and the energy hedger's horizon 0 0 0 10 0 3 6 104
Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar 0 0 0 0 1 6 18 21
Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets 0 0 0 4 0 1 3 27
Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages 0 1 4 6 4 9 16 26
Forecasting the price of oil: A cautionary note 0 1 6 9 1 6 21 29
HACKED: Understanding the stock market response to cyberattacks 0 2 7 7 6 22 56 59
Herding unmasked: Insights into cryptocurrencies, stocks and US ETFs 0 0 0 0 1 6 11 11
Inflation and cryptocurrencies revisited: A time-scale analysis 0 0 5 33 1 7 29 135
Is gold a hedge against inflation? A wavelet time-scale perspective 0 0 5 27 9 18 37 148
Long-run wavelet-based correlation for financial time series 0 0 2 12 2 11 20 142
MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES 0 0 0 0 0 6 10 23
Measuring excess-predictability of asset returns and market efficiency over time 0 0 0 2 0 4 6 30
Mutual fund performance and changes in factor exposure 0 2 6 31 0 6 18 66
Predictability and pricing efficiency in forward and spot, developed and emerging currency markets 0 0 0 4 3 7 9 33
Random matrix theory and fund of funds portfolio optimisation 0 0 1 10 1 8 16 76
Safe haven or risky hazard? Bitcoin during the Covid-19 bear market 3 8 26 57 17 57 120 285
Scaling the twin peaks: Systemic risk and dual regulation 0 0 2 7 2 8 12 53
Seeking a shock haven: Hedging extreme upward oil price changes 0 0 0 0 2 8 16 19
Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks 0 0 0 3 0 5 6 45
Tail Risk Hedging: The Superiority of the Naïve Hedging Strategy 1 1 1 1 7 14 18 18
The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges 2 2 7 13 20 52 91 113
The illusion of oil return predictability: The choice of data matters! 0 0 0 3 1 4 7 25
The influence of European MiCa regulation on cryptocurrencies 0 1 7 8 5 15 38 43
The price of shelter - Downside risk reduction with precious metals 0 0 2 12 3 9 18 79
Trends and key determinants of firm-level integration 0 2 2 2 1 9 12 12
Understanding sentiment shifts in central bank digital currencies 0 0 4 4 1 6 19 19
Understanding the FTX exchange collapse: A dynamic connectedness approach 0 1 6 17 1 5 20 47
Wavelet multiscale analysis for Hedge Funds: Scaling and strategies 0 0 0 1 2 6 8 30
Total Journal Articles 8 27 142 571 164 566 1,139 3,551


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 0 5 0 6 24 35
Total Chapters 0 0 0 5 0 6 24 35


Statistics updated 2026-03-04