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 1 7 11 84
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 29 4 8 14 143
Anatomy of a Bail-In 0 0 1 106 2 3 16 353
Anatomy of a Bail-In 0 0 0 38 5 6 9 172
Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk 0 0 0 35 1 1 9 173
Co-skewness across Return Horizons 0 0 1 11 2 17 38 74
Co-skewness across Return Horizons 0 0 0 32 2 8 16 185
Commodity futures hedging, risk aversion and the hedging horizon 0 0 1 123 4 5 17 641
Credit Default Swaps as Indicators of Bank financial Distress 0 1 2 68 1 3 15 343
Cross-Correlation Dynamics in Financial Time Series 0 1 1 118 2 7 19 278
Downside risk and the energy hedger's horizon 0 0 0 22 4 4 12 188
Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs 0 0 0 8 6 12 24 36
Long-run international diversification 0 0 0 29 4 4 9 236
Machine Learning and Factor-Based Portfolio Optimization 0 0 4 53 3 6 39 279
Machine Learning and Factor-Based Portfolio Optimization 0 0 2 21 1 6 18 51
Multiscaled Cross-Correlation Dynamics in Financial Time-Series 0 0 1 29 2 3 14 101
Operational Risk Capital 0 0 0 18 1 3 12 42
Operational Risk Capital 0 0 0 5 1 5 11 38
Random Matrix Theory and Fund of Funds Portfolio Optimisation 0 0 0 43 2 8 13 175
Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks 0 0 0 71 0 4 11 301
The Intervaling Effect on Higher-Order Co-Moments 0 0 0 19 1 4 7 207
The illusion of oil return predictability: The choice of data matters! 0 0 0 1 2 3 5 11
Total Working Papers 0 2 13 907 51 127 339 4,111


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 1 16 34
An empirical analysis of dynamic multiscale hedging using wavelet decomposition 0 0 0 0 4 8 12 53
Anatomy of a bail-in 0 0 1 29 3 4 7 196
Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic 0 2 8 35 15 63 108 223
Asset allocation with correlation: A composite trade-off 0 0 0 7 5 7 20 109
Asset allocation with factor-based covariance matrices 0 0 1 1 6 11 26 26
Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes? 1 1 1 11 5 10 19 82
Beyond common equity: The influence of secondary capital on bank insolvency risk 0 0 0 6 0 1 10 62
Bitcoin forks: What drives the branches? 0 0 2 3 2 5 23 32
Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition 0 0 1 11 3 4 14 45
Climate risk and financial stability: evidence from syndicated lending 1 2 5 9 1 4 19 26
Co-Skewness across Return Horizons* 0 0 0 0 2 10 23 25
Commodity futures hedging, risk aversion and the hedging horizon 0 0 1 14 1 2 20 156
Composite jet fuel cross-hedging 0 0 3 14 4 12 25 52
Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX 0 0 2 8 4 5 26 54
Corporate reputational dynamics and their impact on global commodity markets 0 0 1 1 2 5 21 21
Credit default swaps as indicators of bank financial distress 0 0 3 20 2 9 26 218
Cross-correlation dynamics in financial time series 0 0 0 2 0 2 15 43
Diversification with globally integrated US stocks 0 0 0 5 5 5 14 27
Does corporate hedging enhance shareholder value? A meta-analysis 1 1 5 16 6 9 29 111
Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon 2 4 13 100 14 34 83 350
Does national culture influence malfeasance in banks around the world? 0 0 0 3 5 11 23 37
Downside risk and the energy hedger's horizon 0 0 0 10 3 3 9 107
Drivers of firm-level tail dependence: A machine learning approach 0 0 1 1 1 4 6 6
Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar 0 0 0 0 5 7 24 27
Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets 0 0 0 4 2 3 6 30
Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages 0 0 2 6 5 9 19 31
Forecasting the price of oil: A cautionary note 0 0 5 9 2 4 22 32
HACKED: Understanding the stock market response to cyberattacks 2 3 9 10 6 18 62 71
Herding unmasked: Insights into cryptocurrencies, stocks and US ETFs 0 0 0 0 2 4 14 14
Inflation and cryptocurrencies revisited: A time-scale analysis 0 0 3 33 1 2 24 136
Is gold a hedge against inflation? A wavelet time-scale perspective 0 1 5 28 3 16 40 155
Long-run wavelet-based correlation for financial time series 0 0 1 12 2 7 24 147
MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES 0 0 0 0 3 4 14 27
Measuring excess-predictability of asset returns and market efficiency over time 0 0 0 2 1 1 7 31
Memecoin contagion: Irrationality, illicit behaviour, and Cryptocurrency risk 0 2 2 2 3 11 14 14
Mutual fund performance and changes in factor exposure 0 0 5 31 4 4 20 70
Navigating the green transition: the influence of energy volatility on green and sustainable ETFs 0 0 4 4 1 1 10 10
Persistence and Market Timing Ability of Cryptocurrency Funds 0 0 0 0 0 9 17 17
Predictability and pricing efficiency in forward and spot, developed and emerging currency markets 0 0 0 4 0 3 9 33
Random matrix theory and fund of funds portfolio optimisation 0 0 1 10 1 3 18 78
Safe haven or risky hazard? Bitcoin during the Covid-19 bear market 1 6 26 60 23 60 148 328
Scaling the twin peaks: Systemic risk and dual regulation 0 0 2 7 0 3 13 54
Seeking a shock haven: Hedging extreme upward oil price changes 2 2 2 2 8 11 25 28
Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks 0 0 0 3 3 4 10 49
Tail Risk Hedging: The Superiority of the Naïve Hedging Strategy 0 1 1 1 8 25 36 36
The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges 2 4 7 15 12 46 114 139
The illusion of oil return predictability: The choice of data matters! 0 0 0 3 8 9 15 33
The influence of European MiCa regulation on cryptocurrencies 1 2 8 10 15 26 58 64
The price of shelter - Downside risk reduction with precious metals 0 0 2 12 4 9 22 85
Trends and key determinants of firm-level integration 1 1 3 3 5 7 18 18
Understanding sentiment shifts in central bank digital currencies 0 0 4 4 9 11 29 29
Understanding the FTX exchange collapse: A dynamic connectedness approach 0 1 7 18 0 3 21 49
Wavelet multiscale analysis for Hedge Funds: Scaling and strategies 0 0 0 1 3 6 12 34
Total Journal Articles 14 33 147 601 232 555 1,459 3,964


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


Statistics updated 2026-05-06