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 6 10 139
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 28 4 7 10 83
Anatomy of a Bail-In 0 0 1 106 0 5 14 351
Anatomy of a Bail-In 0 0 0 38 0 2 4 167
Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk 0 0 0 35 0 2 10 172
Co-skewness across Return Horizons 0 0 1 11 3 24 37 72
Co-skewness across Return Horizons 0 0 0 32 4 9 15 183
Commodity futures hedging, risk aversion and the hedging horizon 0 0 2 123 1 10 14 637
Credit Default Swaps as Indicators of Bank financial Distress 0 1 2 68 1 5 16 342
Cross-Correlation Dynamics in Financial Time Series 0 1 1 118 2 8 17 276
Downside risk and the energy hedger's horizon 0 0 0 22 0 2 8 184
Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs 0 0 0 8 5 11 19 30
Long-run international diversification 0 0 0 29 0 2 6 232
Machine Learning and Factor-Based Portfolio Optimization 0 1 4 53 2 13 39 276
Machine Learning and Factor-Based Portfolio Optimization 0 0 2 21 3 7 17 50
Multiscaled Cross-Correlation Dynamics in Financial Time-Series 0 1 1 29 1 6 12 99
Operational Risk Capital 0 0 0 18 1 7 11 41
Operational Risk Capital 0 0 0 5 0 6 10 37
Random Matrix Theory and Fund of Funds Portfolio Optimisation 0 0 0 43 5 7 11 173
Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks 0 0 0 71 2 7 12 301
The Intervaling Effect on Higher-Order Co-Moments 0 0 0 19 2 5 6 206
The illusion of oil return predictability: The choice of data matters! 0 0 0 1 0 2 3 9
Total Working Papers 0 4 14 907 37 153 301 4,060


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 1 8 17 34
An empirical analysis of dynamic multiscale hedging using wavelet decomposition 0 0 0 0 2 5 8 49
Anatomy of a bail-in 0 0 2 29 0 3 5 193
Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic 0 2 9 35 10 52 98 208
Asset allocation with correlation: A composite trade-off 0 0 0 7 0 8 15 104
Asset allocation with factor-based covariance matrices 0 0 1 1 4 9 20 20
Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes? 0 0 0 10 4 10 14 77
Beyond common equity: The influence of secondary capital on bank insolvency risk 0 0 0 6 0 5 11 62
Bitcoin forks: What drives the branches? 0 0 2 3 1 12 21 30
Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition 0 0 1 11 0 7 12 42
Climate risk and financial stability: evidence from syndicated lending 1 1 4 8 2 4 18 25
Co-Skewness across Return Horizons* 0 0 0 0 3 17 21 23
Commodity futures hedging, risk aversion and the hedging horizon 0 0 1 14 0 7 19 155
Composite jet fuel cross-hedging 0 0 3 14 6 13 21 48
Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX 0 0 2 8 1 10 27 50
Corporate reputational dynamics and their impact on global commodity markets 0 0 1 1 1 6 19 19
Credit default swaps as indicators of bank financial distress 0 1 3 20 4 14 26 216
Cross-correlation dynamics in financial time series 0 0 0 2 2 7 15 43
Diversification with globally integrated US stocks 0 0 1 5 0 5 11 22
Does corporate hedging enhance shareholder value? A meta-analysis 0 0 5 15 1 8 24 105
Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon 2 2 13 98 15 25 75 336
Does national culture influence malfeasance in banks around the world? 0 0 0 3 3 10 21 32
Downside risk and the energy hedger's horizon 0 0 0 10 0 1 6 104
Drivers of firm-level tail dependence: A machine learning approach 0 1 1 1 1 5 5 5
Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar 0 0 0 0 1 6 19 22
Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets 0 0 0 4 1 1 4 28
Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages 0 0 3 6 0 6 15 26
Forecasting the price of oil: A cautionary note 0 1 5 9 1 5 20 30
HACKED: Understanding the stock market response to cyberattacks 1 2 7 8 6 22 59 65
Herding unmasked: Insights into cryptocurrencies, stocks and US ETFs 0 0 0 0 1 7 12 12
Inflation and cryptocurrencies revisited: A time-scale analysis 0 0 4 33 0 6 27 135
Is gold a hedge against inflation? A wavelet time-scale perspective 1 1 5 28 4 19 39 152
Long-run wavelet-based correlation for financial time series 0 0 2 12 3 10 23 145
MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES 0 0 0 0 1 7 11 24
Measuring excess-predictability of asset returns and market efficiency over time 0 0 0 2 0 3 6 30
Memecoin contagion: Irrationality, illicit behaviour, and Cryptocurrency risk 2 2 2 2 4 11 11 11
Mutual fund performance and changes in factor exposure 0 1 5 31 0 4 17 66
Navigating the green transition: the influence of energy volatility on green and sustainable ETFs 0 0 4 4 0 2 9 9
Persistence and Market Timing Ability of Cryptocurrency Funds 0 0 0 0 8 15 17 17
Predictability and pricing efficiency in forward and spot, developed and emerging currency markets 0 0 0 4 0 7 9 33
Random matrix theory and fund of funds portfolio optimisation 0 0 1 10 1 7 17 77
Safe haven or risky hazard? Bitcoin during the Covid-19 bear market 2 6 27 59 20 61 132 305
Scaling the twin peaks: Systemic risk and dual regulation 0 0 2 7 1 6 13 54
Seeking a shock haven: Hedging extreme upward oil price changes 0 0 0 0 1 6 17 20
Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks 0 0 0 3 1 1 7 46
Tail Risk Hedging: The Superiority of the Naïve Hedging Strategy 0 1 1 1 10 23 28 28
The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges 0 2 6 13 14 46 104 127
The illusion of oil return predictability: The choice of data matters! 0 0 0 3 0 4 7 25
The influence of European MiCa regulation on cryptocurrencies 1 1 7 9 6 17 43 49
The price of shelter - Downside risk reduction with precious metals 0 0 2 12 2 11 20 81
Trends and key determinants of firm-level integration 0 1 2 2 1 5 13 13
Understanding sentiment shifts in central bank digital currencies 0 0 4 4 1 6 20 20
Understanding the FTX exchange collapse: A dynamic connectedness approach 1 1 7 18 2 5 22 49
Wavelet multiscale analysis for Hedge Funds: Scaling and strategies 0 0 0 1 1 6 9 31
Total Journal Articles 11 26 145 587 152 586 1,279 3,732


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 4 24 35
Total Chapters 0 0 0 5 0 4 24 35


Statistics updated 2026-04-09