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 28 0 2 13 86
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 29 0 1 14 144
Anatomy of a Bail-In 0 0 1 106 0 1 15 355
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 1 3 12 179
Co-skewness across Return Horizons 0 0 1 12 3 4 39 80
Co-skewness across Return Horizons 0 0 0 32 0 1 20 189
Commodity futures hedging, risk aversion and the hedging horizon 0 0 0 123 2 3 18 644
Credit Default Swaps as Indicators of Bank financial Distress 0 0 3 69 1 3 16 349
Cross-Correlation Dynamics in Financial Time Series 0 0 1 118 0 2 18 280
Downside risk and the energy hedger's horizon 0 0 0 22 0 1 13 189
Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs 0 0 0 8 1 1 29 43
Long-run international diversification 0 0 0 29 0 0 8 237
Machine Learning and Factor-Based Portfolio Optimization 0 0 2 22 5 6 30 64
Machine Learning and Factor-Based Portfolio Optimization 1 1 4 55 1 4 34 290
Multiscaled Cross-Correlation Dynamics in Financial Time-Series 0 0 1 29 0 0 12 101
Operational Risk Capital 0 0 0 18 0 0 11 44
Operational Risk Capital 0 0 0 5 1 1 12 40
Random Matrix Theory and Fund of Funds Portfolio Optimisation 0 0 0 43 0 1 17 180
Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks 0 0 0 71 0 3 12 304
The Intervaling Effect on Higher-Order Co-Moments 0 0 0 19 0 3 11 211
The illusion of oil return predictability: The choice of data matters! 0 0 0 1 1 2 7 13
Total Working Papers 1 1 13 912 16 42 370 4,194


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 4 19 40
An empirical analysis of dynamic multiscale hedging using wavelet decomposition 0 0 0 0 1 1 14 56
Anatomy of a bail-in 0 0 0 29 2 3 11 201
Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic 0 0 4 35 3 4 94 232
Asset allocation with correlation: A composite trade-off 0 0 0 7 2 4 23 114
Asset allocation with factor-based covariance matrices 0 0 4 4 6 11 40 43
Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes? 0 0 1 11 2 5 26 91
Beyond common equity: The influence of secondary capital on bank insolvency risk 0 0 0 6 1 1 11 64
Bitcoin forks: What drives the branches? 0 0 1 3 0 0 41 51
Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition 0 0 0 11 0 0 14 47
Climate risk and financial stability: evidence from syndicated lending 0 0 3 9 0 2 19 33
Co-Skewness across Return Horizons* 0 0 0 0 0 0 24 27
Commodity futures hedging, risk aversion and the hedging horizon 0 1 2 15 1 2 20 158
Composite jet fuel cross-hedging 0 0 2 14 3 7 34 65
Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX 0 0 0 8 2 6 35 68
Corporate reputational dynamics and their impact on global commodity markets 0 0 0 1 1 2 22 23
Credit default swaps as indicators of bank financial distress 0 0 2 20 2 3 30 225
Cross-correlation dynamics in financial time series 0 0 1 3 0 0 13 44
Diversification with globally integrated US stocks 1 1 1 6 1 2 18 31
Does corporate hedging enhance shareholder value? A meta-analysis 2 3 8 20 3 5 36 120
Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon 0 1 10 103 3 11 77 370
Does national culture influence malfeasance in banks around the world? 0 0 0 3 1 3 25 41
Downside risk and the energy hedger's horizon 0 0 0 10 1 2 11 109
Drivers of firm-level tail dependence: A machine learning approach 0 0 1 1 1 2 9 9
Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar 0 0 0 0 0 16 39 48
Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets 0 0 0 4 0 1 6 31
Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages 0 0 2 6 0 3 22 35
Forecasting the price of oil: A cautionary note 0 1 4 10 0 3 16 36
HACKED: Understanding the stock market response to cyberattacks 1 3 10 13 2 8 59 84
Herding unmasked: Insights into cryptocurrencies, stocks and US ETFs 0 0 0 0 1 1 17 18
Inflation and cryptocurrencies revisited: A time-scale analysis 0 1 4 35 0 5 22 145
Is gold a hedge against inflation? A wavelet time-scale perspective 0 2 5 31 0 5 38 162
Long-run wavelet-based correlation for financial time series 0 0 2 14 0 1 25 150
MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES 1 1 2 2 1 1 16 29
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 4 7 7 2 14 34 34
Mutual fund performance and changes in factor exposure 0 0 2 31 1 2 17 72
Navigating the green transition: the influence of energy volatility on green and sustainable ETFs 0 0 4 4 0 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 2 20 81
Safe haven or risky hazard? Bitcoin during the Covid-19 bear market 1 2 18 64 3 9 149 361
Scaling the twin peaks: Systemic risk and dual regulation 0 0 0 7 1 1 13 56
Seeking a shock haven: Hedging extreme upward oil price changes 0 0 2 2 2 4 28 34
Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks 0 0 0 3 0 0 11 50
Tail Risk Hedging: The Superiority of the Naïve Hedging Strategy 0 0 2 2 1 6 52 52
The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges 0 1 6 16 4 9 125 163
The illusion of oil return predictability: The choice of data matters! 0 0 0 3 0 2 17 36
The influence of European MiCa regulation on cryptocurrencies 0 4 12 17 5 17 87 106
The price of shelter - Downside risk reduction with precious metals 1 1 1 13 1 1 25 91
Trends and key determinants of firm-level integration 0 0 3 3 1 1 20 20
Understanding sentiment shifts in central bank digital currencies 0 0 2 5 0 1 29 35
Understanding the FTX exchange collapse: A dynamic connectedness approach 0 1 8 20 2 6 28 63
Wavelet multiscale analysis for Hedge Funds: Scaling and strategies 0 0 0 1 0 1 14 37
Total Journal Articles 8 27 137 649 64 203 1,641 4,386


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 1 1 1 6 1 1 17 45
Total Chapters 1 1 1 6 1 1 17 45


Statistics updated 2026-10-11