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 1 14 144
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 28 2 2 13 86
Anatomy of a Bail-In 0 0 0 38 0 0 9 172
Anatomy of a Bail-In 0 0 1 106 1 1 15 355
Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk 0 0 0 35 2 3 12 178
Co-skewness across Return Horizons 0 0 0 32 1 4 20 189
Co-skewness across Return Horizons 0 0 1 12 1 1 36 77
Commodity futures hedging, risk aversion and the hedging horizon 0 0 0 123 1 1 17 642
Credit Default Swaps as Indicators of Bank financial Distress 0 1 3 69 1 5 16 348
Cross-Correlation Dynamics in Financial Time Series 0 0 1 118 2 2 18 280
Downside risk and the energy hedger's horizon 0 0 0 22 1 1 13 189
Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs 0 0 0 8 0 1 28 42
Long-run international diversification 0 0 0 29 0 1 8 237
Machine Learning and Factor-Based Portfolio Optimization 0 0 3 22 1 6 26 59
Machine Learning and Factor-Based Portfolio Optimization 0 1 3 54 3 6 34 289
Multiscaled Cross-Correlation Dynamics in Financial Time-Series 0 0 1 29 0 0 12 101
Operational Risk Capital 0 0 0 5 0 1 11 39
Operational Risk Capital 0 0 0 18 0 1 11 44
Random Matrix Theory and Fund of Funds Portfolio Optimisation 0 0 0 43 1 1 17 180
Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks 0 0 0 71 2 3 12 304
The Intervaling Effect on Higher-Order Co-Moments 0 0 0 19 2 3 11 211
The illusion of oil return predictability: The choice of data matters! 0 0 0 1 1 1 6 12
Total Working Papers 0 2 13 911 23 45 359 4,178


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 5 19 40
An empirical analysis of dynamic multiscale hedging using wavelet decomposition 0 0 0 0 0 0 13 55
Anatomy of a bail-in 0 0 0 29 0 2 9 199
Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic 0 0 4 35 0 3 95 229
Asset allocation with correlation: A composite trade-off 0 0 0 7 1 2 22 112
Asset allocation with factor-based covariance matrices 0 2 4 4 4 8 34 37
Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes? 0 0 1 11 0 3 24 89
Beyond common equity: The influence of secondary capital on bank insolvency risk 0 0 0 6 0 0 11 63
Bitcoin forks: What drives the branches? 0 0 1 3 0 15 41 51
Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition 0 0 1 11 0 1 15 47
Climate risk and financial stability: evidence from syndicated lending 0 0 3 9 0 4 19 33
Co-Skewness across Return Horizons* 0 0 0 0 0 1 24 27
Commodity futures hedging, risk aversion and the hedging horizon 1 1 2 15 1 1 19 157
Composite jet fuel cross-hedging 0 0 2 14 3 7 31 62
Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX 0 0 0 8 2 6 33 66
Corporate reputational dynamics and their impact on global commodity markets 0 0 0 1 1 1 21 22
Credit default swaps as indicators of bank financial distress 0 0 2 20 1 1 29 223
Cross-correlation dynamics in financial time series 0 1 1 3 0 1 13 44
Diversification with globally integrated US stocks 0 0 0 5 0 3 17 30
Does corporate hedging enhance shareholder value? A meta-analysis 1 2 6 18 1 4 33 117
Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon 1 1 11 103 3 9 84 367
Does national culture influence malfeasance in banks around the world? 0 0 0 3 2 3 25 40
Downside risk and the energy hedger's horizon 0 0 0 10 0 1 10 108
Drivers of firm-level tail dependence: A machine learning approach 0 0 1 1 0 1 8 8
Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar 0 0 0 0 0 20 40 48
Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets 0 0 0 4 0 1 7 31
Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages 0 0 2 6 1 4 22 35
Forecasting the price of oil: A cautionary note 1 1 4 10 3 3 16 36
HACKED: Understanding the stock market response to cyberattacks 2 2 11 12 4 6 64 82
Herding unmasked: Insights into cryptocurrencies, stocks and US ETFs 0 0 0 0 0 0 16 17
Inflation and cryptocurrencies revisited: A time-scale analysis 1 2 5 35 3 7 26 145
Is gold a hedge against inflation? A wavelet time-scale perspective 1 2 5 31 1 5 38 162
Long-run wavelet-based correlation for financial time series 0 1 2 14 0 2 25 150
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 0 8 32
Memecoin contagion: Irrationality, illicit behaviour, and Cryptocurrency risk 1 3 6 6 5 16 32 32
Mutual fund performance and changes in factor exposure 0 0 3 31 0 1 17 71
Navigating the green transition: the influence of energy volatility on green and sustainable ETFs 0 0 4 4 1 2 12 12
Persistence and Market Timing Ability of Cryptocurrency Funds 0 0 0 0 0 1 18 18
Predictability and pricing efficiency in forward and spot, developed and emerging currency markets 0 0 0 4 0 0 8 33
Random matrix theory and fund of funds portfolio optimisation 0 0 1 10 1 1 19 80
Safe haven or risky hazard? Bitcoin during the Covid-19 bear market 1 2 19 63 3 15 155 358
Scaling the twin peaks: Systemic risk and dual regulation 0 0 0 7 0 0 12 55
Seeking a shock haven: Hedging extreme upward oil price changes 0 0 2 2 0 2 27 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 3 11 51 51
The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges 1 1 6 16 2 11 123 159
The illusion of oil return predictability: The choice of data matters! 0 0 0 3 1 2 17 36
The influence of European MiCa regulation on cryptocurrencies 3 6 13 17 9 20 85 101
The price of shelter - Downside risk reduction with precious metals 0 0 0 12 0 1 24 90
Trends and key determinants of firm-level integration 0 0 3 3 0 0 19 19
Understanding sentiment shifts in central bank digital currencies 0 0 2 5 0 1 31 35
Understanding the FTX exchange collapse: A dynamic connectedness approach 0 1 8 20 2 9 28 61
Wavelet multiscale analysis for Hedge Funds: Scaling and strategies 0 0 0 1 0 2 14 37
Total Journal Articles 14 30 138 641 60 227 1,629 4,322


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 21 44
Total Chapters 0 0 0 5 0 6 21 44


Statistics updated 2026-09-10