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 4 132
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 28 1 3 3 76
Anatomy of a Bail-In 0 0 0 38 0 1 1 164
Anatomy of a Bail-In 1 1 1 106 3 3 6 343
Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk 0 0 0 35 2 3 8 169
Co-skewness across Return Horizons 0 0 0 32 4 5 6 174
Co-skewness across Return Horizons 0 0 1 11 3 5 11 46
Commodity futures hedging, risk aversion and the hedging horizon 0 0 2 123 1 2 6 627
Credit Default Swaps as Indicators of Bank financial Distress 1 1 1 67 2 3 12 335
Cross-Correlation Dynamics in Financial Time Series 0 0 0 117 2 4 8 266
Downside risk and the energy hedger's horizon 0 0 0 22 1 2 2 178
Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs 0 0 0 8 3 4 12 18
Long-run international diversification 0 0 1 29 0 0 7 229
Machine Learning and Factor-Based Portfolio Optimization 1 2 2 21 6 8 10 41
Machine Learning and Factor-Based Portfolio Optimization 1 1 6 52 2 5 35 260
Multiscaled Cross-Correlation Dynamics in Financial Time-Series 0 0 0 28 3 3 5 92
Operational Risk Capital 0 0 0 18 0 0 3 33
Operational Risk Capital 0 0 0 5 2 2 3 30
Random Matrix Theory and Fund of Funds Portfolio Optimisation 0 0 1 43 1 2 5 165
Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks 0 0 0 71 0 0 3 292
The Intervaling Effect on Higher-Order Co-Moments 0 0 0 19 0 0 0 200
The illusion of oil return predictability: The choice of data matters! 0 0 0 1 0 0 1 6
Total Working Papers 4 5 15 903 37 57 151 3,876

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 3 9 24
An empirical analysis of dynamic multiscale hedging using wavelet decomposition 0 0 0 0 1 1 2 43
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 1 1 9 32 10 16 52 150
Asset allocation with correlation: A composite trade-off 0 0 0 7 3 6 8 96
Asset allocation with factor-based covariance matrices 1 1 1 1 3 5 8 8
Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes? 0 0 0 10 1 1 3 66
Beyond common equity: The influence of secondary capital on bank insolvency risk 0 0 0 6 2 3 5 55
Bitcoin forks: What drives the branches? 1 1 2 3 3 3 7 13
Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition 0 1 1 11 1 2 5 34
Climate risk and financial stability: evidence from syndicated lending 0 1 6 7 2 4 14 18
Co-Skewness across Return Horizons* 0 0 0 0 0 1 3 4
Commodity futures hedging, risk aversion and the hedging horizon 1 1 1 14 3 3 7 141
Composite jet fuel cross-hedging 1 2 5 14 3 4 11 35
Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX 0 0 4 8 4 6 29 39
Corporate reputational dynamics and their impact on global commodity markets 0 0 1 1 2 3 4 4
Credit default swaps as indicators of bank financial distress 1 1 2 19 4 5 10 199
Cross-correlation dynamics in financial time series 0 0 0 2 2 2 6 33
Diversification with globally integrated US stocks 0 0 1 5 2 3 8 16
Does corporate hedging enhance shareholder value? A meta-analysis 0 2 4 14 1 5 9 89
Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon 2 3 11 95 9 25 52 308
Does national culture influence malfeasance in banks around the world? 0 0 0 3 1 5 10 20
Downside risk and the energy hedger's horizon 0 0 0 10 1 3 3 101
Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar 0 0 0 0 5 7 13 15
Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets 0 0 0 4 0 2 2 26
Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages 1 1 3 5 3 4 8 17
Forecasting the price of oil: A cautionary note 2 2 6 8 2 3 17 23
HACKED: Understanding the stock market response to cyberattacks 2 4 5 5 8 19 37 37
Herding unmasked: Insights into cryptocurrencies, stocks and US ETFs 0 0 0 0 1 4 5 5
Inflation and cryptocurrencies revisited: A time-scale analysis 2 3 5 33 4 9 27 128
Is gold a hedge against inflation? A wavelet time-scale perspective 1 1 6 27 3 6 22 130
Long-run wavelet-based correlation for financial time series 0 0 2 12 3 6 9 131
MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES 0 0 0 0 2 4 4 17
Measuring excess-predictability of asset returns and market efficiency over time 0 0 0 2 0 2 3 26
Mutual fund performance and changes in factor exposure 0 1 5 29 4 6 15 60
Predictability and pricing efficiency in forward and spot, developed and emerging currency markets 0 0 0 4 1 1 2 26
Random matrix theory and fund of funds portfolio optimisation 0 1 1 10 4 7 8 68
Safe haven or risky hazard? Bitcoin during the Covid-19 bear market 3 5 20 49 12 25 75 228
Scaling the twin peaks: Systemic risk and dual regulation 0 0 3 7 0 2 6 45
Seeking a shock haven: Hedging extreme upward oil price changes 0 0 0 0 3 6 9 11
Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks 0 0 0 3 1 1 1 40
Tail Risk Hedging: The Superiority of the Naïve Hedging Strategy 0 0 0 0 3 4 4 4
The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges 0 1 7 11 13 25 46 61
The illusion of oil return predictability: The choice of data matters! 0 0 0 3 2 2 5 21
The influence of European MiCa regulation on cryptocurrencies 2 3 7 7 7 12 28 28
The price of shelter - Downside risk reduction with precious metals 0 0 3 12 2 4 12 70
Trends and key determinants of firm-level integration 0 0 0 0 1 3 3 3
Understanding sentiment shifts in central bank digital currencies 0 1 4 4 5 9 13 13
Understanding the FTX exchange collapse: A dynamic connectedness approach 2 4 5 16 5 9 15 42
Wavelet multiscale analysis for Hedge Funds: Scaling and strategies 0 0 0 1 1 1 2 24
Total Journal Articles 23 41 132 544 155 292 660 2,985

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 1 6 21 29
Total Chapters 0 0 2 5 1 6 21 29

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06