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 2 4 77
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition 0 0 0 29 2 4 7 135
Anatomy of a Bail-In 0 0 0 38 1 2 3 166
Anatomy of a Bail-In 0 1 1 106 4 10 13 350
Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk 0 0 0 35 2 5 10 172
Co-skewness across Return Horizons 0 0 0 32 3 7 9 177
Co-skewness across Return Horizons 0 0 1 11 9 14 22 57
Commodity futures hedging, risk aversion and the hedging horizon 0 0 2 123 9 10 13 636
Credit Default Swaps as Indicators of Bank financial Distress 0 1 1 67 3 7 15 340
Cross-Correlation Dynamics in Financial Time Series 0 0 0 117 3 7 13 271
Downside risk and the energy hedger's horizon 0 0 0 22 2 7 8 184
Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs 0 0 0 8 5 9 14 24
Long-run international diversification 0 0 1 29 2 3 8 232
Machine Learning and Factor-Based Portfolio Optimization 0 1 2 21 2 10 13 45
Machine Learning and Factor-Based Portfolio Optimization 1 2 7 53 10 15 45 273
Multiscaled Cross-Correlation Dynamics in Financial Time-Series 1 1 1 29 5 9 11 98
Operational Risk Capital 0 0 0 5 2 5 6 33
Operational Risk Capital 0 0 0 18 5 6 9 39
Random Matrix Theory and Fund of Funds Portfolio Optimisation 0 0 0 43 1 3 5 167
Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks 0 0 0 71 3 5 8 297
The Intervaling Effect on Higher-Order Co-Moments 0 0 0 19 2 3 3 203
The illusion of oil return predictability: The choice of data matters! 0 0 0 1 1 2 3 8
Total Working Papers 2 6 16 905 77 145 242 3,984


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 7 11 17 33
An empirical analysis of dynamic multiscale hedging using wavelet decomposition 0 0 0 0 1 3 4 45
Anatomy of a bail-in 0 0 2 29 2 2 5 192
Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic 0 2 9 33 4 20 60 160
Asset allocation with correlation: A composite trade-off 0 0 0 7 6 9 14 102
Asset allocation with factor-based covariance matrices 0 1 1 1 4 10 15 15
Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes? 0 0 0 10 5 7 9 72
Beyond common equity: The influence of secondary capital on bank insolvency risk 0 0 0 6 4 8 11 61
Bitcoin forks: What drives the branches? 0 1 2 3 9 17 19 27
Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition 0 0 1 11 6 8 11 41
Climate risk and financial stability: evidence from syndicated lending 0 0 6 7 1 6 18 22
Co-Skewness across Return Horizons* 0 0 0 0 9 11 13 15
Commodity futures hedging, risk aversion and the hedging horizon 0 1 1 14 6 16 20 154
Composite jet fuel cross-hedging 0 1 4 14 5 8 14 40
Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX 0 0 3 8 9 14 30 49
Corporate reputational dynamics and their impact on global commodity markets 0 0 1 1 3 14 16 16
Credit default swaps as indicators of bank financial distress 1 2 3 20 7 14 19 209
Cross-correlation dynamics in financial time series 0 0 0 2 5 10 14 41
Diversification with globally integrated US stocks 0 0 1 5 5 8 14 22
Does corporate hedging enhance shareholder value? A meta-analysis 0 1 5 15 5 14 21 102
Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon 0 3 11 96 5 17 58 316
Does national culture influence malfeasance in banks around the world? 0 0 0 3 4 7 16 26
Downside risk and the energy hedger's horizon 0 0 0 10 1 4 6 104
Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar 0 0 0 0 4 10 18 20
Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets 0 0 0 4 0 1 3 27
Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages 0 2 4 6 2 8 12 22
Forecasting the price of oil: A cautionary note 1 3 6 9 3 7 21 28
HACKED: Understanding the stock market response to cyberattacks 1 4 7 7 10 24 50 53
Herding unmasked: Insights into cryptocurrencies, stocks and US ETFs 0 0 0 0 5 6 10 10
Inflation and cryptocurrencies revisited: A time-scale analysis 0 2 5 33 5 10 31 134
Is gold a hedge against inflation? A wavelet time-scale perspective 0 1 5 27 6 12 28 139
Long-run wavelet-based correlation for financial time series 0 0 2 12 5 12 18 140
MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES 0 0 0 0 6 8 10 23
Measuring excess-predictability of asset returns and market efficiency over time 0 0 0 2 3 4 7 30
Mutual fund performance and changes in factor exposure 1 2 6 31 4 10 18 66
Predictability and pricing efficiency in forward and spot, developed and emerging currency markets 0 0 0 4 4 5 6 30
Random matrix theory and fund of funds portfolio optimisation 0 0 1 10 5 11 15 75
Safe haven or risky hazard? Bitcoin during the Covid-19 bear market 1 8 24 54 24 52 109 268
Scaling the twin peaks: Systemic risk and dual regulation 0 0 2 7 3 6 11 51
Seeking a shock haven: Hedging extreme upward oil price changes 0 0 0 0 3 9 15 17
Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks 0 0 0 3 0 6 6 45
Tail Risk Hedging: The Superiority of the Naïve Hedging Strategy 0 0 0 0 6 10 11 11
The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges 0 0 5 11 12 45 71 93
The illusion of oil return predictability: The choice of data matters! 0 0 0 3 3 5 6 24
The influence of European MiCa regulation on cryptocurrencies 0 3 8 8 6 17 36 38
The price of shelter - Downside risk reduction with precious metals 0 0 3 12 6 8 18 76
Trends and key determinants of firm-level integration 1 2 2 2 3 9 11 11
Understanding sentiment shifts in central bank digital currencies 0 0 4 4 4 10 18 18
Understanding the FTX exchange collapse: A dynamic connectedness approach 0 3 6 17 2 9 19 46
Wavelet multiscale analysis for Hedge Funds: Scaling and strategies 0 0 0 1 3 5 6 28
Total Journal Articles 6 42 140 563 250 557 1,008 3,387


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 4 7 25 35
Total Chapters 0 0 0 5 4 7 25 35


Statistics updated 2026-02-12