13
H index
19
i10 index
567
Citations
University College Dublin | 13 H index 19 i10 index 567 Citations RESEARCH PRODUCTION: 42 Articles 131 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with john cotter. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Geary Institute, University College Dublin | 58 |
Papers / arXiv.org | 36 |
MPRA Paper / University Library of Munich, Germany | 34 |
Year | Title of citing document |
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2020 | An application of geographically weighted quantile LASSO to weather index insurance design. (2020). Miquelluti, David J ; Ozaki, Vitor. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304288. Full description at Econpapers || Download paper |
2020 | Grain Imports Risk Hedging in Morocco. (2020). Harbouze, Rachid ; Boubrahimi, Nabil ; el Mekki, Abdelkader Ait ; Jouamaa, Mohammed Adil. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:307656. Full description at Econpapers || Download paper |
2020 | Single-Commodity vs. Joint Hedging in Cattle Feeding Cycle: Is Joint Hedging Always Essential?. (2020). Anderson, David ; Stevens, Reid B ; Vedenov, Dmitry ; Fei, Chengcheng. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:304776. Full description at Econpapers || Download paper |
2020 | The US Term Structure and Return Volatility in Global REIT Markets. (2020). GUPTA, RANGAN ; Demirer, Riza ; Yuksel, Aydin. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:3:p:84-109. Full description at Econpapers || Download paper |
2020 | Sector connectedness in the Chinese stock markets. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Ma, Jun-Chao ; Jiang, Zhi-Qiang ; Shen, Ying-Ying. In: Papers. RePEc:arx:papers:2002.09097. Full description at Econpapers || Download paper |
2020 | Predicting tail events in a RIA-EVT-Copula framework. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhai, Jin-Rui ; Li, Wei-Zhen. In: Papers. RePEc:arx:papers:2004.03190. Full description at Econpapers || Download paper |
2020 | A Dual Characterisation of Regulatory Arbitrage for Coherent Risk Measures. (2020). Khan, Nazem ; Herdegen, Martin. In: Papers. RePEc:arx:papers:2009.05498. Full description at Econpapers || Download paper |
2020 | Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent. (2020). Fernandez Bariviera, Aurelio ; Vampa, Victoria ; Pastor, Ver'Onica E ; Arouxet, Bel'En M. In: Papers. RePEc:arx:papers:2009.05652. Full description at Econpapers || Download paper |
2021 | Optimal Hedging with Margin Constraints and Default Aversion and its Application to Bitcoin Perpetual Futures. (2021). Zou, Bin ; Deng, Jun ; Alexander, Carol. In: Papers. RePEc:arx:papers:2101.01261. Full description at Econpapers || Download paper |
2021 | Liquidation, Leverage and Optimal Margin in Bitcoin Futures Markets. (2021). Wang, Tianyi ; Yu, Mei ; Cheng, Zhiyong ; Deng, Jun. In: Papers. RePEc:arx:papers:2102.04591. Full description at Econpapers || Download paper |
2020 | Macro-financial interactions in a changing world. (2020). Leiva-Leon, Danilo ; Gerba, Eddie. In: Working Papers. RePEc:bde:wpaper:2018. Full description at Econpapers || Download paper |
2020 | Assessing the Vulnerability to Price Spikes in Agricultural Commodity Markets. (2020). Sarris, Alexandros ; Dotsis, George ; Triantafyllou, Athanasios. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:71:y:2020:i:3:p:631-651. Full description at Econpapers || Download paper |
2020 | Denoised Inflation: A New Measure of Core Inflation. (2020). Iqbal, Javaid ; Hanif, Muhammad Nadim ; Salam, Muhammad Abdus ; Ali, Syed Hamza. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:2:p:131-154. Full description at Econpapers || Download paper |
2020 | Evaluating sovereign risk spillovers on domestic banks during the European debt crisis. (2020). Keddad, Benjamin ; Schalck, Christophe. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:356-375. Full description at Econpapers || Download paper |
2020 | Macro-uncertainty and financial stress spillovers in the Eurozone. (2020). Mikaliunaite, Ieva ; Cipollini, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:546-558. Full description at Econpapers || Download paper |
2020 | Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach. (2020). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303006. Full description at Econpapers || Download paper |
2020 | Risk dependence and cointegration between pharmaceutical stock markets: The case of China and the USA. (2020). Pérez-RodrÃÂguez, Jorge ; Lopez-Valcarcel, Beatriz Gonzalez ; Perez-Rodriguez, Jorge V ; Qian, Huanhuan ; Zhou, Xinmiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300723. Full description at Econpapers || Download paper |
2020 | Spillover effects in oil-related CDS markets during and after the sub-prime crisis. (2020). Ozdemir, Zeynel ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301467. Full description at Econpapers || Download paper |
2020 | Dependent relationships between Chinese commodity markets and the international financial market: Evidence from quantile time-frequency analysis. (2020). Hau, Liya ; Ge, Yajing ; Meng, Liang ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301534. Full description at Econpapers || Download paper |
2020 | Computationally efficient inference in large Bayesian mixed frequency VARs. (2020). Poon, Aubrey ; Koop, Gary ; Gefang, Deborah. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176520301014. Full description at Econpapers || Download paper |
2020 | An ordinal classification framework for bank failure prediction: Methodology and empirical evidence for US banks. (2020). Galariotis, Emilios ; Zopounidis, Constantin ; Doumpos, Michalis ; Manthoulis, Georgios. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:2:p:786-801. Full description at Econpapers || Download paper |
2020 | Optimal ordering policy for complementary components with partial backordering and emergency replenishment under spectral risk measure. (2020). Ou, Jinwen ; Li, Yanhai. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:538-549. Full description at Econpapers || Download paper |
2020 | Integrated dynamic models for hedging international portfolio risks. (2020). Vladimirou, Hercules ; Topaloglou, Nikolas ; Zenios, Stavros A. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:1:p:48-65. Full description at Econpapers || Download paper |
2021 | Horses for courses: Mean-variance for asset allocation and 1/N for stock selection. (2021). Sutcliffe, Charles ; Ye, Xiaoxia ; Platanakis, Emmanouil. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:302-317. Full description at Econpapers || Download paper |
2020 | Optimal hedging under biased energy futures markets. (2020). Torro, Hipolit ; Furio, Dolores. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s014098832030089x. Full description at Econpapers || Download paper |
2020 | Theyre back! Post-financialization diversification benefits of commodities. (2020). Manseau, Guillaume ; Gagnon, Marie-Helene ; Power, Gabriel J. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301599. Full description at Econpapers || Download paper |
2020 | Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?. (2020). Yang, Chen ; Lv, Fei ; Fang, Libing. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301812. Full description at Econpapers || Download paper |
2020 | Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach. (2020). Iania, Leonardo ; Allard, Anne-Florence ; Smedts, Kristien. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302015. Full description at Econpapers || Download paper |
2020 | Bitcoin futures: An effective tool for hedging cryptocurrencies. (2020). Sebastião, Helder ; Godinho, Pedro ; Sebastio, Helder. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319301849. Full description at Econpapers || Download paper |
2020 | Does the jump risk in the US market matter for Japan and Hong Kong? An investigation on the REIT market. (2020). Wang, Yung-Jang ; Chang, Kuang-Liang ; HE, CHI-WEI . In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s154461231830761x. Full description at Econpapers || Download paper |
2020 | An alternative approach to predicting bank credit risk in Europe with Google data. (2020). Gonzalez-Velasco, Carmen ; Gonzalez-Fernandez, Marcos. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319305318. Full description at Econpapers || Download paper |
2020 | Systemic risk and financial stability dynamics during the Eurozone debt crisis. (2020). Kouretas, Georgios ; Bratis, Theodoros ; Laopodis, Nikiforos T. In: Journal of Financial Stability. RePEc:eee:finsta:v:47:y:2020:i:c:s1572308920300012. Full description at Econpapers || Download paper |
2020 | Are bank capital requirements optimally set? Evidence from researchers’ views. (2020). Ristolainen, Kim ; HASAN, IFTEKHAR ; Ambrocio, Gene ; Jokivuolle, Esa. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300711. Full description at Econpapers || Download paper |
2020 | Dealing with tail risk in energy commodity markets: Futures contracts versus exchange-traded funds. (2020). Leatham, David J ; Sukcharoen, Kunlapath ; Arunanondchai, Panit. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300777. Full description at Econpapers || Download paper |
2020 | The diabolical sovereigns/banks risk loop: A VAR quantile design. (2020). Angelini, Eliana ; Foglia, Matteo. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300050. Full description at Econpapers || Download paper |
2020 | Setting the margins of Hang Seng Index Futures on different positions using an APARCH-GPD Model based on extreme value theory. (2020). Yu, Wenqiang ; Chen, Yan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:544:y:2020:i:c:s0378437119318023. Full description at Econpapers || Download paper |
2020 | Feedback trading strategies and long-term volatility. (2020). Koulakiotis, Athanasios ; Kiohos, Apostolos ; Babalos, Vassilios ; Kyriakou, Maria I. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:181-189. Full description at Econpapers || Download paper |
2020 | Time-varying linkages among gold, stocks, bonds and real estate. (2020). Yunus, Nafeesa. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:165-185. Full description at Econpapers || Download paper |
2020 | Natural gas price, market fundamentals and hedging effectiveness. (2020). Zhu, Zhen ; Chen, Sheng-Hung ; Chiou-Wei, Song-Zan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:321-337. Full description at Econpapers || Download paper |
2020 | Composite hedge and utility maximization for optimal futures hedging. (2020). Feng, Yun ; Cui, Yan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:15-32. Full description at Econpapers || Download paper |
2021 | Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre. (2021). Oxley, Les ; Corbet, Shaen ; Xu, Danyang ; Hu, Yang ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:55-81. Full description at Econpapers || Download paper |
2020 | Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic. (2020). Corbet, Shaen ; Conlon, Thomas ; McGee, Richard J. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920304438. Full description at Econpapers || Download paper |
2020 | Handling financial risks in crude oil imports: Taking into account crude oil prices as well as country and transportation risks. (2020). Wang, Shuang ; Gu, Yewen ; Lu, Jing ; Wallace, Stein W. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:133:y:2020:i:c:s1366554519311883. Full description at Econpapers || Download paper |
2020 | Supporting a financially constrained supplier under spectral risk measures: The efficiency of buyer lending. (2020). Gu, Chaocheng ; Li, Yanhai ; Ou, Jinwen. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:136:y:2020:i:c:s1366554519312700. Full description at Econpapers || Download paper |
2020 | Overreaction in the REITs Market: New Evidence from Quantile Autoregression Approach. (2020). Julio, Ivan F ; Manohar, Catherine Anitha ; Ngene, Geoffrey M. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:282-:d:445319. Full description at Econpapers || Download paper |
2020 | The Role of Redenomination Risk in the Price Evolution of Italian Banks’ CDS Spreads. (2020). Zedda, Stefano ; Toscano, Mario ; Patane, Michele ; Anelli, Michele. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:150-:d:382904. Full description at Econpapers || Download paper |
2020 | Geopolitical Risk and Tourism Stocks of Emerging Economies. (2020). Shahzad, Syed Jawad Hussain ; Naeem, Muhammad Abubakr ; Hasan, Mudassar ; Nor, Safwan Mohd ; Arif, Muhammad. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:21:p:9261-:d:441495. Full description at Econpapers || Download paper |
2020 | Assessment of Conditional Dependence Structures in Commodity Futures Markets Using Copula-GARCH Models and Fuzzy Clustering Methods. (2020). Just, Magorzata ; Uczak, Aleksandra. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2571-:d:336499. Full description at Econpapers || Download paper |
2020 | Momentum Strategies with Home Price Indices and Stocks. (2020). Yang, Jing ; Li, Yuming. In: International Real Estate Review. RePEc:ire:issued:v:23:n:02:2020:p:861-892. Full description at Econpapers || Download paper |
2020 | The Pricing of Spatial Linkages in Companies’ Underlying Assets. (2020). Milcheva, Stanimira ; Zhu, Bing. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:61:y:2020:i:3:d:10.1007_s11146-018-9666-z. Full description at Econpapers || Download paper |
2020 | Safe Assets, Credit Provision and Debt Management. (2020). Chiesa, Gabriella. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:3:d:10.1007_s11079-019-09542-w. Full description at Econpapers || Download paper |
2020 | Multiday expected shortfall under generalized t distributions: evidence from global stock market. (2020). Choudhry, Taufiq ; Baker, Rose ; Sorwar, Ghulam ; Iqbal, Robina . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:3:d:10.1007_s11156-019-00860-1. Full description at Econpapers || Download paper |
2020 | Mortgage-related bank penalties and systemic risk among U.S. banks. (2020). KoÄenda, Evžen ; Broza, Vaclav ; Kocenda, Evzen . In: KIER Working Papers. RePEc:kyo:wpaper:1024. Full description at Econpapers || Download paper |
2020 | Banki na progu upad?o?ci – refleksje nad post?powaniem. (2020). Stopczyski, Andrzej R. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:51:y:2020:i:5:p:517-548. Full description at Econpapers || Download paper |
2020 | Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs. (2020). Poon, Aubrey ; Gefang, Deborah ; Koop, Gary. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2020-07. Full description at Econpapers || Download paper |
2020 | Stock market comovements among Asian emerging economies: A wavelet-based approach. (2020). Joyo, Ahmed Shafique ; Basheer, Muhammad Farhan ; Longsheng, Cheng ; Younis, Ijaz. In: PLOS ONE. RePEc:plo:pone00:0240472. Full description at Econpapers || Download paper |
2020 | On the Stationarity of Futures Hedge Ratios. (2020). Degiannakis, Stavros ; Vougas, Dimitrios ; Salvador, Enrique ; Floros, Christos. In: MPRA Paper. RePEc:pra:mprapa:102907. Full description at Econpapers || Download paper |
2020 | Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach. (2020). Walther, Thomas ; Topaloglou, Nikolas ; Nguyen, Duc Khuong. In: MPRA Paper. RePEc:pra:mprapa:103870. Full description at Econpapers || Download paper |
2020 | Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?. (2020). GUPTA, RANGAN ; Bonato, Matteo ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:2020100. Full description at Econpapers || Download paper |
2020 | Applying multivariate-fractionally integrated volatility analysis on emerging market bond portfolios. (2020). Unal, Gazanfer ; Demirel, Mustafa. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00203-3. Full description at Econpapers || Download paper |
2020 | Comparison of Some Static Hedging Models of Agricultural Commodities Price Uncertainty. (2020). SADEFO, Jules ; Moumouni, Zoulkiflou. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:18:y:2020:i:3:d:10.1007_s40953-020-00206-y. Full description at Econpapers || Download paper |
2020 | A robust behavioral portfolio selection: model with investor attitudes and biases. (2020). Seifi, Abbas ; Esfahanipour, Akbar ; Momen, Omid. In: Operational Research. RePEc:spr:operea:v:20:y:2020:i:1:d:10.1007_s12351-017-0330-9. Full description at Econpapers || Download paper |
2020 | Debt holder monitoring and implicit guarantees: did the BRRD improve market discipline?. (2020). Cutura, Jannic Alexander. In: ESRB Working Paper Series. RePEc:srk:srkwps:2020111. Full description at Econpapers || Download paper |
2020 | Global financial crisis and multiscale systematic risk: Evidence from selected European stock markets. (2020). Hasan, Mohammad S ; Alexandridis, Antonios K. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:4:p:518-546. Full description at Econpapers || Download paper |
2021 | Regime switches and permanent changes in impacts of housing risk factors on MSA?level housing returns. (2021). Huang, Meichi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:310-342. Full description at Econpapers || Download paper |
2020 | A novel risk management framework for natural gas markets. (2020). Pouliasis, Panos ; Visvikis, Ilias D ; Kryukov, Alexander A ; Papapostolou, Nikos C. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:3:p:430-459. Full description at Econpapers || Download paper |
2020 | Should investors include Bitcoin in their portfolios? A portfolio theory approach. (2020). Urquhart, Andrew ; Platanakis, Emmanouil. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:4:s0890838919300605. Full description at Econpapers || Download paper |
2020 | Evaluating sovereign risk spillovers on domestic banks during the European debt crisis. (2020). Keddad, Benjamin ; Schalck, Christophe. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:356-375. Full description at Econpapers || Download paper |
2020 | Optimal hedging under biased energy futures markets. (2020). Torro, Hipolit ; Furio, Dolores. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s014098832030089x. Full description at Econpapers || Download paper |
2020 | Systemic risk and financial stability dynamics during the Eurozone debt crisis. (2020). Kouretas, Georgios ; Bratis, Theodoros ; Laopodis, Nikiforos T. In: Journal of Financial Stability. RePEc:eee:finsta:v:47:y:2020:i:c:s1572308920300012. Full description at Econpapers || Download paper |
2020 | Beyond common equity: The influence of secondary capital on bank insolvency risk. (2020). Cotter, John ; Conlon, Thomas ; Molyneux, Philip. In: Journal of Financial Stability. RePEc:eee:finsta:v:47:y:2020:i:c:s1572308920300103. Full description at Econpapers || Download paper |
2020 | The diabolical sovereigns/banks risk loop: A VAR quantile design. (2020). Angelini, Eliana ; Foglia, Matteo. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300050. Full description at Econpapers || Download paper |
2020 | Composite hedge and utility maximization for optimal futures hedging. (2020). Feng, Yun ; Cui, Yan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:15-32. Full description at Econpapers || Download paper |
2020 | An energy-based measure for long-run horizon risk quantification. (2020). Maurer, Frantz ; Tzagkarakis, George . In: Annals of Operations Research. RePEc:spr:annopr:v:289:y:2020:i:2:d:10.1007_s10479-020-03609-5. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2011 | An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition In: Papers. [Full Text][Citation analysis] | paper | 24 |
2011 | An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2012 | An empirical analysis of dynamic multiscale hedging using wavelet decomposition.(2012) In: Journal of Futures Markets. [Citation analysis] This paper has another version. Agregated cites: 24 | article | |
2011 | Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements In: Papers. [Full Text][Citation analysis] | paper | 5 |
2006 | Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2011 | Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2011 | Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2011 | Exponential Spectral Risk Measures In: Papers. [Full Text][Citation analysis] | paper | 1 |
2007 | Exponential Spectral Risk Measures.(2007) In: The IUP Journal of Financial Economics. [Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2007 | Exponential Spectral Risk Measures.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2011 | Hedging Effectiveness under Conditions of Asymmetry In: Papers. [Full Text][Citation analysis] | paper | 9 |
2007 | Hedging Effectiveness under Conditions of Asymmetry.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2012 | Hedging effectiveness under conditions of asymmetry.(2012) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2011 | Hedging Effectiveness under Conditions of Asymmetry.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2011 | Margin setting with high-frequency data1 In: Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Modeling Long Memory in REITs In: Papers. [Full Text][Citation analysis] | paper | 23 |
2008 | Modeling Long Memory in REITs.(2008) In: Real Estate Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
2007 | Modeling Long Memory in REITs.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2011 | Modelling Long Memory in REITs.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2011 | Minimum Capital Requirement Calculations for UK Futures In: Papers. [Full Text][Citation analysis] | paper | 0 |
2004 | Minimum Capital Requirement Calculations for UK Futures.(2004) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2011 | Minimum Capital Requirement Calculations for UK Futures.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2004 | Minimum capital requirement calculations for UK futures.(2004) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2011 | Uncovering Volatility Dynamics in Daily REIT Returns In: Papers. [Full Text][Citation analysis] | paper | 9 |
2005 | Uncovering Volatility Dynamics in Daily REIT Returns.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2011 | Tail Behaviour of the Euro In: Papers. [Full Text][Citation analysis] | paper | 5 |
2005 | Tail Behaviour of the Euro.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2005 | Tail behaviour of the euro.(2005) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2011 | Tail Behaviour of the Euro.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2011 | Varying the VaR for Unconditional and Conditional Environments In: Papers. [Full Text][Citation analysis] | paper | 17 |
2007 | Varying the VaR for unconditional and conditional environments.(2007) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
2004 | Varying the VaR for Unconditional and Conditional Environments,.(2004) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2011 | Varying the VaR for Unconditional and Conditional Environments.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2011 | Uncovering Long Memory in High Frequency UK Futures In: Papers. [Full Text][Citation analysis] | paper | 18 |
2004 | Uncovering Long Memory in High Frequency UK Futures.(2004) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2005 | Uncovering long memory in high frequency UK futures.(2005) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
2011 | Uncovering Long Memory in High Frequency UK Futures.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2011 | Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements In: Papers. [Full Text][Citation analysis] | paper | 29 |
2006 | Extreme spectral risk measures: An application to futures clearinghouse margin requirements.(2006) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | article | |
2006 | Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2011 | Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2011 | Implied correlation from VaR In: Papers. [Full Text][Citation analysis] | paper | 2 |
2006 | Implied correlation from VaR.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2011 | Implied Correlation from VaR.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2011 | Modelling catastrophic risk in international equity markets: An extreme value approach In: Papers. [Full Text][Citation analysis] | paper | 1 |
2006 | Modelling catastrophic risk in international equity markets: An extreme value approach.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2006 | Modelling catastrophic risk in international equity markets: an extreme value approach.(2006) In: Applied Financial Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2011 | Modelling Catastrophic Risk in International Equity Markets: An Extreme Value Approach.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2011 | U.S. Core Inflation: A Wavelet Analysis In: Papers. [Full Text][Citation analysis] | paper | 13 |
2011 | U.S. CORE INFLATION: A WAVELET ANALYSIS.(2011) In: Macroeconomic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2006 | U.S. Core Inflation: A Wavelet Analysis.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2011 | U.S. Core Inflation: A Wavelet Analysis.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2011 | Multivariate Modeling of Daily REIT Volatility In: Papers. [Full Text][Citation analysis] | paper | 65 |
2006 | Multivariate Modeling of Daily REIT Volatility.(2006) In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 65 | article | |
2005 | Multivariate Modeling of Daily REIT Volatility.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 65 | paper | |
2011 | Multivariate Modelling of Daily REIT Volatility.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 65 | paper | |
2011 | The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders In: Papers. [Full Text][Citation analysis] | paper | 2 |
2007 | The tail risks of FX return distributions: A comparison of the returns associated with limit orders and market orders.(2007) In: Finance Research Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2007 | The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2011 | Intra-Day Seasonality in Foreign Exchange Market Transactions In: Papers. [Full Text][Citation analysis] | paper | 3 |
2010 | Intra-day seasonality in foreign exchange market transactions.(2010) In: International Review of Economics & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2007 | Intra-Day Seasonality in Foreign Exchange Market Transactions.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2011 | Evaluating the Precision of Estimators of Quantile-Based Risk Measures In: Papers. [Full Text][Citation analysis] | paper | 2 |
2007 | Evaluating the Precision of Estimators of Quantile-Based Risk Measures.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2011 | Evaluating the Precision of Estimators of Quantile-Based Risk Measures.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2011 | Estimating financial risk measures for futures positions: a non-parametric approach In: Papers. [Full Text][Citation analysis] | paper | 8 |
2007 | Estimating financial risk measures for futures positions: a non-parametric approach.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2011 | Estimating Financial Risk Measures for Futures Positions:A Non-Parametric Approach.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2010 | Estimating financial risk measures for futures positions: A nonparametric approach.(2010) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2011 | Spectral Risk Measures and the Choice of Risk Aversion Function In: Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | How Unlucky is 25-Sigma? In: Papers. [Full Text][Citation analysis] | paper | 8 |
2010 | How Unlucky is 25-Sigma?.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2011 | Spectral Risk Measures: Properties and Limitations In: Papers. [Full Text][Citation analysis] | paper | 27 |
2008 | Spectral Risk Measures: Properties and Limitations.(2008) In: Journal of Financial Services Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | article | |
2010 | Spectral Risk Measures: Properties and Limitations.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2011 | Extreme Measures of Agricultural Financial Risk In: Papers. [Full Text][Citation analysis] | paper | 6 |
2012 | Extreme Measures of Agricultural Financial Risk.(2012) In: Journal of Agricultural Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2011 | Scaling conditional tail probability and quantile estimators In: Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Scaling conditional tail probability and quantile estimators.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2011 | Hedging: Scaling and the Investor Horizon In: Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | Hedging: Scaling and the Investor Horizon.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2011 | Time Varying Risk Aversion: An Application to Energy Hedging In: Papers. [Full Text][Citation analysis] | paper | 8 |
2010 | Time-varying risk aversion: An application to energy hedging.(2010) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2010 | Time Varying Risk Aversion: An Application to Energy Hedging.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2011 | Housing risk and return: Evidence from a housing asset-pricing model In: Papers. [Full Text][Citation analysis] | paper | 8 |
2010 | Housing Risk and Return: Evidence From a Housing Asset-Pricing Model.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2011 | A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics In: Papers. [Full Text][Citation analysis] | paper | 5 |
2010 | A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2011 | A Utility Based Approach to Energy Hedging In: Papers. [Full Text][Citation analysis] | paper | 12 |
2012 | A utility based approach to energy hedging.(2012) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
2011 | A Utility Based Approach to Energy Hedging.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2011 | Absolute Return Volatility In: Papers. [Full Text][Citation analysis] | paper | 2 |
2005 | Absolute Return Volatility.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2005 | Absolute Return Volatility.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2011 | Absolute Return Volatility.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2011 | Financial Risks and the Pension Protection Fund: Can it Survive Them? In: Papers. [Full Text][Citation analysis] | paper | 1 |
2006 | Financial Risks and the Pension Protection Fund: Can it Survive Them?.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2011 | Financial Risks and the Pension Protection Fund:Can It Survive Them?.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2011 | Integration and Contagion in US Housing Markets In: Papers. [Full Text][Citation analysis] | paper | 13 |
2011 | Integration and contagion in US housing markets.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2011 | Integration and Contagion in US Housing Markets.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2012 | Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from the Recent Boom and Bust In: Papers. [Full Text][Citation analysis] | paper | 2 |
2012 | Can metropolitan housing risk be diversified? A cautionary tale from the recent boom and bust.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2014 | Anatomy of a Bail-In In: Papers. [Full Text][Citation analysis] | paper | 13 |
2014 | Anatomy of a bail-in.(2014) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2014 | Anatomy of a Bail-In.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2014 | The non-linear trade-off between return and risk: a regime-switching multi-factor framework In: Papers. [Full Text][Citation analysis] | paper | 3 |
2014 | The non-linear trade-off between return and risk: a regime-switching multi-factor framework.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2008 | VOLATILITY AND IRISH EXPORTS In: Economic Inquiry. [Full Text][Citation analysis] | article | 1 |
2005 | Volatility and Irish Exports.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2011 | Volatility and Irish Exports.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2000 | The Distributional Characteristics of a Selection of Contracts Traded on the London International Financial Futures Exchange In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 0 |
2019 | Subordinate Resolution â€â€ An Empirical Analysis of European Union Subsidiary Banks In: Journal of Common Market Studies. [Full Text][Citation analysis] | article | 4 |
2015 | Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2015 | A Comparative Anatomy of Residential REITs and Private Real Estate Markets: Returns, Risks and Distributional Characteristics In: Real Estate Economics. [Full Text][Citation analysis] | article | 8 |
2017 | Asset allocation with correlation: A composite trade-off In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 10 |
2018 | Long-run wavelet-based correlation for financial time series In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 1 |
2013 | Downside risk and the energy hedgers horizon In: Energy Economics. [Full Text][Citation analysis] | article | 17 |
2012 | Downside risk and the energy hedgers horizon.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2015 | Performance of utility based hedges In: Energy Economics. [Full Text][Citation analysis] | article | 14 |
2014 | Performance of Utility Based Hedges.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2004 | International equity market integration in a small open economy: Ireland January 1990-December 2000 In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 6 |
2004 | International Equity Market Integration in a Small Open Economy: Ireland January 1990 – December 2000.(2004) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2015 | The conditional pricing of systematic and idiosyncratic risk in the UK equity market In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
2014 | The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2017 | Predictability and diversification benefits of investing in commodity and currency futures In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 4 |
2020 | Beyond common equity: The influence of secondary capital on bank insolvency risk In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 1 |
2018 | Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2014 | Sovereign and bank CDS spreads: Two sides of the same coin? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 28 |
2014 | Sovereign and bank CDS spreads: two sides of the same coin?.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2014 | Sovereign and bank CDS spreads: two sides of the same coin?.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2001 | Margin exceedences for European stock index futures using extreme value theory In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 24 |
2001 | Margin Exceedences for European Stock Index Futures using Extreme Value Theory.(2001) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2019 | Credit default swaps as indicators of bank financial distress In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 3 |
2016 | Credit Default Swaps as Indicators of Bank financial Distress.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
1994 | Event Studies of Irish Equities: Earnings Announcements, Seasonality and Size. In: University College Cork - Department of Economics. [Citation analysis] | paper | 0 |
2017 | Mixed-Frequency Macro-Financial Spillovers In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] | paper | 6 |
2017 | Mixed-frequency macro-financial spillovers.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2004 | Realized volatility and minimum capital requirements In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] | paper | 0 |
2015 | Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust In: Review of Financial Studies. [Full Text][Citation analysis] | article | 13 |
2014 | Can housing risk be diversified? A cautionary tale from the housing boom and bust.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2006 | Real & Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2005 | Re-evaluating Hedging Performance In: MPRA Paper. [Full Text][Citation analysis] | paper | 24 |
2011 | Re-evaluating Hedging Performance.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2006 | Reevaluating hedging performance.(2006) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | article | |
2006 | Margin setting with high-frequency data In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2004 | Modelling extreme financial returns of global equity markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2000 | Volatility and the Euro: an Irish perspective In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2007 | Extreme risk in Asian equity markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
2004 | Downside Risk for European Equity Markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 9 |
2004 | Downside risk for European equity markets.(2004) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2013 | Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability? In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2005 | Extreme risk in futures contracts In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2006 | Extreme Value Estimation of Boom and Crash Statistics In: The European Journal of Finance. [Full Text][Citation analysis] | article | 2 |
2016 | Commodity futures hedging, risk aversion and the hedging horizon In: The European Journal of Finance. [Full Text][Citation analysis] | article | 24 |
2012 | Commodity futures hedging, risk aversion and the hedging horizon.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2019 | Spillovers in risk of financial institutions In: The European Journal of Finance. [Full Text][Citation analysis] | article | 3 |
2018 | Spillovers in Risk of Financial Institutions.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2011 | Margin Requirements with Intraday Dynamics In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2011 | Real and Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2011 | Intra-Day Seasonality in Foreign Market Transactions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Intra-Day Seasonality in Foreign Market Transactions.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2011 | Intra-Day Seasonality in Foreign Market Transactions.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2012 | What Should Be Done About The Underfunding of Defined Benefit Pension Schemes? In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Long-run international diversification In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | The Intervaling Effect on Higher-Order Co-Moments In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Nowhere to run, nowhere to hide: asset diversification in a flat world In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | Nowhere to Run, Nowhere to Hide - Asset Diversification in a Flat World.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2018 | Are equity market anomalies disappearing? Evidence from the U.K. In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | Co-skewness across Return Horizons In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Integration Among US Banks In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Macro-Financial Spillovers In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Commodity Futures Return Predictability and Intertemporal Asset Pricing In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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