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 0 5 14 143
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 28 0 5 11 84
Anatomy of a Bail-In 0 0 0 38 0 5 9 172
Anatomy of a Bail-In 0 0 1 106 1 3 15 354
Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk 0 0 0 35 2 3 10 175
Co-skewness across Return Horizons 0 0 0 32 0 6 16 185
Co-skewness across Return Horizons 1 1 2 12 2 7 40 76
Commodity futures hedging, risk aversion and the hedging horizon 0 0 0 123 0 5 16 641
Credit Default Swaps as Indicators of Bank financial Distress 0 0 2 68 0 2 14 343
Cross-Correlation Dynamics in Financial Time Series 0 0 1 118 0 4 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 5 16 28 41
Long-run international diversification 0 0 0 29 0 4 8 236
Machine Learning and Factor-Based Portfolio Optimization 0 0 4 53 4 9 38 283
Machine Learning and Factor-Based Portfolio Optimization 1 1 3 22 2 6 20 53
Multiscaled Cross-Correlation Dynamics in Financial Time-Series 0 0 1 29 0 3 14 101
Operational Risk Capital 0 0 0 5 0 1 11 38
Operational Risk Capital 0 0 0 18 1 3 13 43
Random Matrix Theory and Fund of Funds Portfolio Optimisation 0 0 0 43 4 11 16 179
Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks 0 0 0 71 0 2 10 301
The Intervaling Effect on Higher-Order Co-Moments 0 0 0 19 1 4 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 2 14 909 22 110 347 4,133


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 35
An empirical analysis of dynamic multiscale hedging using wavelet decomposition 0 0 0 0 2 8 13 55
Anatomy of a bail-in 0 0 0 29 1 4 7 197
Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic 0 0 6 35 3 28 105 226
Asset allocation with correlation: A composite trade-off 0 0 0 7 1 6 21 110
Asset allocation with factor-based covariance matrices 1 1 2 2 3 13 28 29
Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes? 0 1 1 11 4 13 23 86
Beyond common equity: The influence of secondary capital on bank insolvency risk 0 0 0 6 1 1 11 63
Bitcoin forks: What drives the branches? 0 0 1 3 4 7 26 36
Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition 0 0 1 11 1 4 15 46
Climate risk and financial stability: evidence from syndicated lending 0 2 4 9 3 6 21 29
Co-Skewness across Return Horizons* 0 0 0 0 1 6 24 26
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 13 26 55
Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX 0 0 2 8 6 11 31 60
Corporate reputational dynamics and their impact on global commodity markets 0 0 1 1 0 3 21 21
Credit default swaps as indicators of bank financial distress 0 0 3 20 4 10 29 222
Cross-correlation dynamics in financial time series 0 0 0 2 0 2 13 43
Diversification with globally integrated US stocks 0 0 0 5 0 5 14 27
Does corporate hedging enhance shareholder value? A meta-analysis 0 1 5 16 2 9 31 113
Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon 2 6 15 102 8 37 86 358
Does national culture influence malfeasance in banks around the world? 0 0 0 3 0 8 23 37
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 1 3 7 7
Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar 0 0 0 0 1 7 24 28
Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets 0 0 0 4 0 3 6 30
Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages 0 0 2 6 0 5 18 31
Forecasting the price of oil: A cautionary note 0 0 3 9 1 4 17 33
HACKED: Understanding the stock market response to cyberattacks 0 3 9 10 5 17 62 76
Herding unmasked: Insights into cryptocurrencies, stocks and US ETFs 0 0 0 0 3 6 17 17
Inflation and cryptocurrencies revisited: A time-scale analysis 0 0 3 33 2 3 21 138
Is gold a hedge against inflation? A wavelet time-scale perspective 1 2 6 29 2 9 39 157
Long-run wavelet-based correlation for financial time series 1 1 2 13 1 6 24 148
MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES 0 0 0 0 0 4 14 27
Measuring excess-predictability of asset returns and market efficiency over time 0 0 0 2 1 2 8 32
Memecoin contagion: Irrationality, illicit behaviour, and Cryptocurrency risk 1 3 3 3 2 9 16 16
Mutual fund performance and changes in factor exposure 0 0 5 31 0 4 19 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 8 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 1 3 19 79
Safe haven or risky hazard? Bitcoin during the Covid-19 bear market 1 4 23 61 15 58 155 343
Scaling the twin peaks: Systemic risk and dual regulation 0 0 2 7 1 2 14 55
Seeking a shock haven: Hedging extreme upward oil price changes 0 2 2 2 2 11 26 30
Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks 0 0 0 3 0 4 10 49
Tail Risk Hedging: The Superiority of the Naïve Hedging Strategy 0 0 1 1 4 22 40 40
The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges 0 2 6 15 9 35 119 148
The illusion of oil return predictability: The choice of data matters! 0 0 0 3 1 9 16 34
The influence of European MiCa regulation on cryptocurrencies 1 3 7 11 17 38 72 81
The price of shelter - Downside risk reduction with precious metals 0 0 1 12 4 10 24 89
Trends and key determinants of firm-level integration 0 1 3 3 1 7 19 19
Understanding sentiment shifts in central bank digital currencies 1 1 4 5 5 15 33 34
Understanding the FTX exchange collapse: A dynamic connectedness approach 1 2 8 19 3 5 22 52
Wavelet multiscale analysis for Hedge Funds: Scaling and strategies 0 0 0 1 1 5 12 35
Total Journal Articles 10 35 140 611 131 515 1,523 4,095


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 3 27 38
Total Chapters 0 0 0 5 0 3 27 38


Statistics updated 2026-06-04