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 1 11 84
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 29 0 4 14 143
Anatomy of a Bail-In 0 0 0 38 0 5 9 172
Anatomy of a Bail-In 0 0 1 106 0 3 15 354
Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk 0 0 0 35 1 4 11 176
Co-skewness across Return Horizons 0 1 2 12 0 4 40 76
Co-skewness across Return Horizons 0 0 0 32 3 5 19 188
Commodity futures hedging, risk aversion and the hedging horizon 0 0 0 123 0 4 16 641
Credit Default Swaps as Indicators of Bank financial Distress 1 1 3 69 3 4 16 346
Cross-Correlation Dynamics in Financial Time Series 0 0 1 118 0 2 19 278
Downside risk and the energy hedger's horizon 0 0 0 22 0 4 12 188
Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs 0 0 0 8 1 12 28 42
Long-run international diversification 0 0 0 29 1 5 9 237
Machine Learning and Factor-Based Portfolio Optimization 1 1 4 54 3 10 37 286
Machine Learning and Factor-Based Portfolio Optimization 0 1 3 22 5 8 25 58
Multiscaled Cross-Correlation Dynamics in Financial Time-Series 0 0 1 29 0 2 14 101
Operational Risk Capital 0 0 0 5 1 2 12 39
Operational Risk Capital 0 0 0 18 1 3 13 44
Random Matrix Theory and Fund of Funds Portfolio Optimisation 0 0 0 43 0 6 16 179
Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks 0 0 0 71 0 0 10 301
The Intervaling Effect on Higher-Order Co-Moments 0 0 0 19 0 2 8 208
The illusion of oil return predictability: The choice of data matters! 0 0 0 1 0 2 5 11
Total Working Papers 2 4 15 911 19 92 359 4,152


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 2 17 36
An empirical analysis of dynamic multiscale hedging using wavelet decomposition 0 0 0 0 0 6 13 55
Anatomy of a bail-in 0 0 0 29 1 5 8 198
Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic 0 0 5 35 2 20 99 228
Asset allocation with correlation: A composite trade-off 0 0 0 7 0 6 21 110
Asset allocation with factor-based covariance matrices 2 3 4 4 3 12 30 32
Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes? 0 1 1 11 0 9 23 86
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 15 21 41 51
Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition 0 0 1 11 1 5 16 47
Climate risk and financial stability: evidence from syndicated lending 0 1 3 9 2 6 19 31
Co-Skewness across Return Horizons* 0 0 0 0 1 4 25 27
Commodity futures hedging, risk aversion and the hedging horizon 0 0 1 14 0 1 20 156
Composite jet fuel cross-hedging 0 0 2 14 3 10 29 58
Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX 0 0 2 8 2 12 33 62
Corporate reputational dynamics and their impact on global commodity markets 0 0 1 1 0 2 21 21
Credit default swaps as indicators of bank financial distress 0 0 3 20 0 6 29 222
Cross-correlation dynamics in financial time series 1 1 1 3 1 1 14 44
Diversification with globally integrated US stocks 0 0 0 5 2 7 16 29
Does corporate hedging enhance shareholder value? A meta-analysis 1 2 6 17 2 10 33 115
Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon 0 4 15 102 1 23 86 359
Does national culture influence malfeasance in banks around the world? 0 0 0 3 1 6 24 38
Downside risk and the energy hedger's horizon 0 0 0 10 0 3 9 107
Drivers of firm-level tail dependence: A machine learning approach 0 0 1 1 0 2 7 7
Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar 0 0 0 0 4 10 28 32
Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets 0 0 0 4 0 2 6 30
Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages 0 0 2 6 1 6 19 32
Forecasting the price of oil: A cautionary note 0 0 3 9 0 3 17 33
HACKED: Understanding the stock market response to cyberattacks 0 2 9 10 0 11 61 76
Herding unmasked: Insights into cryptocurrencies, stocks and US ETFs 0 0 0 0 0 5 17 17
Inflation and cryptocurrencies revisited: A time-scale analysis 1 1 4 34 2 5 21 140
Is gold a hedge against inflation? A wavelet time-scale perspective 0 1 6 29 0 5 38 157
Long-run wavelet-based correlation for financial time series 1 2 3 14 1 4 25 149
MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES 1 1 1 1 1 4 15 28
Measuring excess-predictability of asset returns and market efficiency over time 0 0 0 2 0 2 8 32
Memecoin contagion: Irrationality, illicit behaviour, and Cryptocurrency risk 0 1 3 3 4 9 20 20
Mutual fund performance and changes in factor exposure 0 0 3 31 0 4 16 70
Navigating the green transition: the influence of energy volatility on green and sustainable ETFs 0 0 4 4 0 1 10 10
Persistence and Market Timing Ability of Cryptocurrency Funds 0 0 0 0 0 0 17 17
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 2 19 79
Safe haven or risky hazard? Bitcoin during the Covid-19 bear market 1 3 21 62 9 47 157 352
Scaling the twin peaks: Systemic risk and dual regulation 0 0 1 7 0 1 13 55
Seeking a shock haven: Hedging extreme upward oil price changes 0 2 2 2 0 10 26 30
Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks 0 0 0 3 1 4 11 50
Tail Risk Hedging: The Superiority of the Naïve Hedging Strategy 1 1 2 2 6 18 46 46
The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges 0 2 6 15 6 27 125 154
The illusion of oil return predictability: The choice of data matters! 0 0 0 3 0 9 16 34
The influence of European MiCa regulation on cryptocurrencies 2 4 9 13 8 40 78 89
The price of shelter - Downside risk reduction with precious metals 0 0 1 12 1 9 25 90
Trends and key determinants of firm-level integration 0 1 3 3 0 6 19 19
Understanding sentiment shifts in central bank digital currencies 0 1 2 5 0 14 30 34
Understanding the FTX exchange collapse: A dynamic connectedness approach 0 1 8 19 5 8 26 57
Wavelet multiscale analysis for Hedge Funds: Scaling and strategies 0 0 0 1 1 5 13 36
Total Journal Articles 11 35 141 622 88 451 1,575 4,183


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 6 9 32 44
Total Chapters 0 0 0 5 6 9 32 44


Statistics updated 2026-07-10