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 2 130
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 28 0 0 0 73
Anatomy of a Bail-In 0 0 0 105 1 1 3 340
Anatomy of a Bail-In 0 0 0 38 0 0 0 163
Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk 0 0 0 35 0 1 6 166
Co-skewness across Return Horizons 0 0 0 32 0 0 1 169
Co-skewness across Return Horizons 0 1 1 11 4 5 6 41
Commodity futures hedging, risk aversion and the hedging horizon 0 0 2 123 0 0 5 625
Credit Default Swaps as Indicators of Bank financial Distress 0 0 1 66 0 3 12 332
Cross-Correlation Dynamics in Financial Time Series 0 0 0 117 1 3 4 262
Downside risk and the energy hedger's horizon 0 0 0 22 0 0 1 176
Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs 0 0 5 8 0 1 12 14
Long-run international diversification 0 0 1 29 0 1 7 229
Machine Learning and Factor-Based Portfolio Optimization 0 0 0 19 0 0 4 33
Machine Learning and Factor-Based Portfolio Optimization 0 2 5 51 4 10 33 255
Multiscaled Cross-Correlation Dynamics in Financial Time-Series 0 0 0 28 1 2 2 89
Operational Risk Capital 0 0 0 5 0 1 1 28
Operational Risk Capital 0 0 0 18 0 3 3 33
Random Matrix Theory and Fund of Funds Portfolio Optimisation 0 0 1 43 0 0 4 163
Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks 0 0 0 71 1 1 5 292
The Intervaling Effect on Higher-Order Co-Moments 0 0 0 19 0 0 1 200
The illusion of oil return predictability: The choice of data matters! 0 0 1 1 0 0 2 6
Total Working Papers 0 3 17 898 13 33 114 3,819


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 3 6 21
An empirical analysis of dynamic multiscale hedging using wavelet decomposition 0 0 0 0 0 0 1 42
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 0 2 9 31 2 13 42 134
Asset allocation with correlation: A composite trade-off 0 0 0 7 0 1 2 90
Asset allocation with factor-based covariance matrices 0 0 0 0 1 2 3 3
Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes? 0 0 0 10 0 2 2 65
Beyond common equity: The influence of secondary capital on bank insolvency risk 0 0 0 6 0 0 2 52
Bitcoin forks: What drives the branches? 0 0 1 2 0 0 5 10
Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition 0 0 1 10 1 1 6 32
Climate risk and financial stability: evidence from syndicated lending 0 1 6 6 0 6 14 14
Co-Skewness across Return Horizons* 0 0 0 0 1 1 2 3
Commodity futures hedging, risk aversion and the hedging horizon 0 0 2 13 1 2 7 138
Composite jet fuel cross-hedging 0 0 5 12 2 2 11 31
Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX 2 2 6 8 4 4 30 33
Corporate reputational dynamics and their impact on global commodity markets 1 1 1 1 1 1 1 1
Credit default swaps as indicators of bank financial distress 0 1 2 18 0 1 8 194
Cross-correlation dynamics in financial time series 0 0 0 2 1 1 4 31
Diversification with globally integrated US stocks 0 0 2 5 0 0 7 13
Does corporate hedging enhance shareholder value? A meta-analysis 0 1 2 12 1 2 4 84
Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon 2 5 10 92 5 11 35 283
Does national culture influence malfeasance in banks around the world? 0 0 0 3 0 1 8 15
Downside risk and the energy hedger's horizon 0 0 0 10 0 0 0 98
Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar 0 0 0 0 3 4 7 8
Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets 0 0 0 4 0 0 1 24
Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages 0 0 2 4 0 0 6 13
Forecasting the price of oil: A cautionary note 0 0 4 6 3 4 14 20
HACKED: Understanding the stock market response to cyberattacks 0 0 1 1 3 4 18 18
Herding unmasked: Insights into cryptocurrencies, stocks and US ETFs 0 0 0 0 0 1 1 1
Inflation and cryptocurrencies revisited: A time-scale analysis 0 0 2 30 0 2 20 119
Is gold a hedge against inflation? A wavelet time-scale perspective 2 3 6 26 2 6 17 124
Long-run wavelet-based correlation for financial time series 1 1 2 12 1 1 5 125
MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES 0 0 0 0 0 0 0 13
Measuring excess-predictability of asset returns and market efficiency over time 0 0 0 2 0 0 1 24
Mutual fund performance and changes in factor exposure 0 2 8 28 0 3 16 54
Predictability and pricing efficiency in forward and spot, developed and emerging currency markets 0 0 0 4 1 1 1 25
Random matrix theory and fund of funds portfolio optimisation 0 0 0 9 1 1 1 61
Safe haven or risky hazard? Bitcoin during the Covid-19 bear market 1 6 15 44 3 15 56 203
Scaling the twin peaks: Systemic risk and dual regulation 0 2 3 7 0 2 4 43
Seeking a shock haven: Hedging extreme upward oil price changes 0 0 0 0 1 1 4 5
Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks 0 0 0 3 0 0 2 39
The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges 0 1 8 10 5 7 26 36
The illusion of oil return predictability: The choice of data matters! 0 0 1 3 1 1 5 19
The influence of European MiCa regulation on cryptocurrencies 0 0 4 4 3 7 16 16
The price of shelter - Downside risk reduction with precious metals 1 1 3 12 1 1 9 66
Understanding sentiment shifts in central bank digital currencies 0 2 3 3 0 3 4 4
Understanding the FTX exchange collapse: A dynamic connectedness approach 0 1 1 12 1 3 9 33
Wavelet multiscale analysis for Hedge Funds: Scaling and strategies 0 0 0 1 0 0 1 23
Total Journal Articles 10 32 112 503 50 121 448 2,693


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 3 5 9 12 17 23
Total Chapters 0 0 3 5 9 12 17 23


Statistics updated 2025-09-05