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 0 14 143
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 28 0 0 11 84
Anatomy of a Bail-In 0 0 1 106 0 1 15 354
Anatomy of a Bail-In 0 0 0 38 0 0 9 172
Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk 0 0 0 35 0 3 10 176
Co-skewness across Return Horizons 0 0 0 32 0 3 19 188
Co-skewness across Return Horizons 0 1 1 12 0 2 39 76
Commodity futures hedging, risk aversion and the hedging horizon 0 0 0 123 0 0 16 641
Credit Default Swaps as Indicators of Bank financial Distress 0 1 3 69 1 4 15 347
Cross-Correlation Dynamics in Financial Time Series 0 0 1 118 0 0 17 278
Downside risk and the energy hedger's horizon 0 0 0 22 0 0 12 188
Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs 0 0 0 8 0 6 28 42
Long-run international diversification 0 0 0 29 0 1 8 237
Machine Learning and Factor-Based Portfolio Optimization 0 1 3 22 0 7 25 58
Machine Learning and Factor-Based Portfolio Optimization 0 1 3 54 0 7 35 286
Multiscaled Cross-Correlation Dynamics in Financial Time-Series 0 0 1 29 0 0 13 101
Operational Risk Capital 0 0 0 18 0 2 11 44
Operational Risk Capital 0 0 0 5 0 1 11 39
Random Matrix Theory and Fund of Funds Portfolio Optimisation 0 0 0 43 0 4 16 179
Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks 0 0 0 71 1 1 11 302
The Intervaling Effect on Higher-Order Co-Moments 0 0 0 19 1 2 9 209
The illusion of oil return predictability: The choice of data matters! 0 0 0 1 0 0 5 11
Total Working Papers 0 4 13 911 3 44 349 4,155


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 2 4 18 38
An empirical analysis of dynamic multiscale hedging using wavelet decomposition 0 0 0 0 0 2 13 55
Anatomy of a bail-in 0 0 0 29 1 3 9 199
Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic 0 0 4 35 1 6 97 229
Asset allocation with correlation: A composite trade-off 0 0 0 7 1 2 21 111
Asset allocation with factor-based covariance matrices 0 3 4 4 1 7 31 33
Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes? 0 0 1 11 3 7 24 89
Beyond common equity: The influence of secondary capital on bank insolvency risk 0 0 0 6 0 1 11 63
Bitcoin forks: What drives the branches? 0 0 1 3 0 19 41 51
Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition 0 0 1 11 0 2 16 47
Climate risk and financial stability: evidence from syndicated lending 0 0 3 9 2 7 19 33
Co-Skewness across Return Horizons* 0 0 0 0 0 2 25 27
Commodity futures hedging, risk aversion and the hedging horizon 0 0 1 14 0 0 19 156
Composite jet fuel cross-hedging 0 0 2 14 1 7 30 59
Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX 0 0 2 8 2 10 35 64
Corporate reputational dynamics and their impact on global commodity markets 0 0 1 1 0 0 21 21
Credit default swaps as indicators of bank financial distress 0 0 2 20 0 4 28 222
Cross-correlation dynamics in financial time series 0 1 1 3 0 1 14 44
Diversification with globally integrated US stocks 0 0 0 5 1 3 17 30
Does corporate hedging enhance shareholder value? A meta-analysis 0 1 5 17 1 5 33 116
Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon 0 2 12 102 5 14 86 364
Does national culture influence malfeasance in banks around the world? 0 0 0 3 0 1 23 38
Downside risk and the energy hedger's horizon 0 0 0 10 1 1 10 108
Drivers of firm-level tail dependence: A machine learning approach 0 0 1 1 1 2 8 8
Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar 0 0 0 0 16 21 43 48
Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets 0 0 0 4 1 1 7 31
Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages 0 0 2 6 2 3 21 34
Forecasting the price of oil: A cautionary note 0 0 3 9 0 1 16 33
HACKED: Understanding the stock market response to cyberattacks 0 0 9 10 2 7 63 78
Herding unmasked: Insights into cryptocurrencies, stocks and US ETFs 0 0 0 0 0 3 16 17
Inflation and cryptocurrencies revisited: A time-scale analysis 0 1 4 34 2 6 23 142
Is gold a hedge against inflation? A wavelet time-scale perspective 1 2 6 30 4 6 39 161
Long-run wavelet-based correlation for financial time series 0 2 3 14 1 3 26 150
MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES 0 1 1 1 0 1 15 28
Measuring excess-predictability of asset returns and market efficiency over time 0 0 0 2 0 1 8 32
Memecoin contagion: Irrationality, illicit behaviour, and Cryptocurrency risk 2 3 5 5 7 13 27 27
Mutual fund performance and changes in factor exposure 0 0 3 31 1 1 17 71
Navigating the green transition: the influence of energy volatility on green and sustainable ETFs 0 0 4 4 1 1 11 11
Persistence and Market Timing Ability of Cryptocurrency Funds 0 0 0 0 1 1 18 18
Predictability and pricing efficiency in forward and spot, developed and emerging currency markets 0 0 0 4 0 0 9 33
Random matrix theory and fund of funds portfolio optimisation 0 0 1 10 0 1 19 79
Safe haven or risky hazard? Bitcoin during the Covid-19 bear market 0 2 19 62 3 27 155 355
Scaling the twin peaks: Systemic risk and dual regulation 0 0 0 7 0 1 12 55
Seeking a shock haven: Hedging extreme upward oil price changes 0 0 2 2 2 4 28 32
Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks 0 0 0 3 0 1 11 50
Tail Risk Hedging: The Superiority of the Naïve Hedging Strategy 0 1 2 2 2 12 48 48
The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges 0 0 5 15 3 18 126 157
The illusion of oil return predictability: The choice of data matters! 0 0 0 3 1 2 17 35
The influence of European MiCa regulation on cryptocurrencies 1 4 10 14 3 28 79 92
The price of shelter - Downside risk reduction with precious metals 0 0 1 12 0 5 25 90
Trends and key determinants of firm-level integration 0 0 3 3 0 1 19 19
Understanding sentiment shifts in central bank digital currencies 0 1 2 5 1 6 31 35
Understanding the FTX exchange collapse: A dynamic connectedness approach 1 2 8 20 2 10 27 59
Wavelet multiscale analysis for Hedge Funds: Scaling and strategies 0 0 0 1 1 3 14 37
Total Journal Articles 5 26 134 627 79 298 1,619 4,262


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 30 44
Total Chapters 0 0 0 5 0 6 30 44


Statistics updated 2026-08-07