Thomas Conlon : Citation Profile


Are you Thomas Conlon?

University College Dublin

7

H index

5

i10 index

96

Citations

RESEARCH PRODUCTION:

5

Articles

7

Papers

RESEARCH ACTIVITY:

   10 years (2007 - 2017). See details.
   Cites by year: 9
   Journals where Thomas Conlon has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 2 (2.04 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pco913
   Updated: 2020-10-24    RAS profile: 2018-03-17    
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Relations with other researchers


Works with:

cotter, john (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Thomas Conlon.

Is cited by:

cotter, john (10)

Kočenda, Evžen (5)

Baruník, Jozef (4)

lucey, brian (3)

Molyneux, Philip (3)

Vacha, Lukas (3)

Balcilar, Mehmet (2)

Hüser, Anne-Caroline (2)

Halaj, Grzegorz (2)

Bouri, Elie (2)

Silva, Thiago (2)

Cites to:

cotter, john (6)

Rua, António (6)

Nunes, Luis (6)

Molyneux, Philip (5)

Guidolin, Massimo (5)

Stulz, René (4)

Gencay, Ramazan (4)

Engle, Robert (4)

Evanoff, Douglas (3)

Goddard, John (3)

Prescott, Edward (3)

Main data


Where Thomas Conlon has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications2

Working Papers Series with more than one paper published# docs
Working Papers / Geary Institute, University College Dublin5
Papers / arXiv.org2

Recent works citing Thomas Conlon (2020 and 2019)


YearTitle of citing document
2019Total, asymmetric and frequency connectedness between oil and forex markets. (2019). Kocenda, Evzen ; Baruník, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980.

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2019Bailing in Banks: costs and benefits. (2019). Silva, Thiago ; de Almeida, Carlos Eduardo ; Stancato, Sergio Rubens. In: Working Papers Series. RePEc:bcb:wpaper:504.

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2019Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks. (2019). Cotter, John ; Conlon, Thomas. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:57:y:2019:i:4:p:857-876.

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2019Centralized versus Decentralized Banking: Bank-level evidence from U.S. Call Reports. (2019). Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2019-03ua.

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2019Factibilidad del uso de contratos de futuros del Chicago Mercantile Exchange para la cobertura del riesgo de precio en el ganado bovino chileno. (2019). Monje, Juan Cabas ; Sepulveda, Ricardo Troncoso. In: Revista Lecturas de Economía. RePEc:col:000174:017438.

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2019On a spiked model for large volatility matrix estimation from noisy high-frequency data. (2019). Shen, Keren ; Li, Wai Keung ; Yao, Jianfeng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:131:y:2019:i:c:p:207-221.

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2020Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets. (2020). Kang, Sang Hoon ; Ali, Alanoud ; Ur, Mobeen ; Hammoudeh, Shawkat ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819301615.

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2019Long horizon predictability: An asset allocation perspective. (2019). Poncet, Patrice ; Lioui, Abraham. In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:3:p:961-975.

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2020Integrated 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.

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2020Optimal hedging under biased energy futures markets. (2020). Torro, Hipolit ; Furio, Dolores. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s014098832030089x.

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2019Does corporate hedging enhance shareholder value? A meta-analysis. (2019). Huan, Xing ; Conlon, Thomas ; Bessler, Wolfgang. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:222-232.

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2019When financial economics influences physics: The role of Econophysics. (2019). Mantegna, Rosario ; Schinckus, Christophe ; Jovanovic, Franck . In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s1057521918304162.

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2020Safe haven or risky hazard? Bitcoin during the Covid-19 bear market. (2020). McGee, Richard ; Conlon, Thomas. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320304244.

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2019Bailing in Banks: costs and benefits. (2019). Silva, Thiago ; Dealmeida, Carlos Eduardo ; de Almeida, Carlos Eduardo ; Stancato, Sergio Rubens. In: Journal of Financial Stability. RePEc:eee:finsta:v:45:y:2019:i:c:s1572308919306564.

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2020Beyond 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.

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2019Credit default swaps as indicators of bank financial distress. (2019). Cotter, John ; Conlon, Thomas ; Avino, Davide E. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:132-139.

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2020Asymmetric causality between stock returns and usual hedges: An industry-level analysis. (2020). Bahmani-Oskooee, Mohsen ; Hadzic, Muris ; Ghodsi, Seyed Hesam. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300074.

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2019Portfolio management and dependencies among precious metal markets: Evidence from a Copula quantile-on-quantile approach. (2019). Wanas, Idries Mohammad ; Maitra, Debasish ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719303496.

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2019Global Rényi index of the distance matrix. (2019). Nie, Chun-Xiao ; Song, Fu-Tie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:902-915.

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2019Forecasting downside risk in China’s stock market based on high-frequency data. (2019). Xie, Nan ; Gong, XU ; Chen, Sicen ; Wang, Zongrun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:530-541.

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2019Indicator of serious flight delays with the approach of time-delay stability. (2019). Hu, Chin-Kun ; Yan, Yong-jie ; Yang, Hui-Jie ; Wu, Fan ; Zhu, Chen-Ping ; Wang, Yan-Jun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:518:y:2019:i:c:p:363-373.

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2020Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices. (2020). Balli, Faruk ; Hussain, Syed Jawad ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:553:y:2020:i:c:s0378437120300583.

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2019Do gold mining stocks behave like gold or equities? Evidence from the UK and the US. (2019). Dar, Arif ; Bhanja, Niyati ; Paul, Manas . In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:369-384.

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2020Composite 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.

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2019Improved Covariance Matrix Estimation for Portfolio Risk Measurement: A Review. (2019). Sathye, Milind ; Liu, Shuangzhe ; Ma, Tiefeng ; Sun, Ruili. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:48-:d:216804.

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2019Emergence of correlations between securities at short time scales. (2019). Aboura, Sofiane ; Grebenkov, Denis ; Valeyre, Sebastien. In: Post-Print. RePEc:hal:journl:hal-02343888.

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2020Mortgage-related bank penalties and systemic risk among U.S. banks. (2020). Kočenda, Evžen ; Broza, Vaclav ; Kocenda, Evzen . In: KIER Working Papers. RePEc:kyo:wpaper:1024.

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2019Refinement of the hedging ratio using copula-GARCH models. (2019). Raïs, Hassen ; Rais, Hassen ; Louhichi, Wael. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:5:d:10.1057_s41260-019-00133-5.

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2019Understanding the consequences of diversification on financial stability. (2019). Banwo, Opeoluwa ; Medda, Francesca ; Harrald, Paul. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:14:y:2019:i:2:d:10.1007_s11403-018-0216-9.

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2019Nowhere to Run, Nowhere to Hide - Asset Diversification in a Flat World. (2019). cotter, john ; Roll, Richard ; Gabriel, Stuart. In: Working Papers. RePEc:ucd:wpaper:201909.

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2020Global 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.

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2019Hedging performance of multiscale hedge ratios. (2019). Alexandridis, Antonios K ; Sultan, Jahangir ; Guo, Xuxi ; Hasan, Mohammad. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:12:p:1613-1632.

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2020Should 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.

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2020Optimal hedging under biased energy futures markets. (2020). Torro, Hipolit ; Furio, Dolores. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s014098832030089x.

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2020Beyond 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.

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2020Composite 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.

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2020An 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.

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Works by Thomas Conlon:


YearTitleTypeCited
2010Multiscaled Cross-Correlation Dynamics in Financial Time-Series In: Papers.
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paper12
2009MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES.(2009) In: Advances in Complex Systems (ACS).
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This paper has another version. Agregated cites: 12
article
2010Random Matrix Theory and Fund of Funds Portfolio Optimisation In: Papers.
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paper11
2007Random matrix theory and fund of funds portfolio optimisation.(2007) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 11
article
2017Asset allocation with correlation: A composite trade-off In: European Journal of Operational Research.
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article7
2017The price of shelter - Downside risk reduction with precious metals In: International Review of Financial Analysis.
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article15
2008Wavelet multiscale analysis for Hedge Funds: Scaling and strategies In: Physica A: Statistical Mechanics and its Applications.
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article9
2012Commodity futures hedging, risk aversion and the hedging horizon In: Working Papers.
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paper21
2014Anatomy of a Bail-In In: Working Papers.
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paper16
2015Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks In: Working Papers.
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paper4
2015Long-run international diversification In: Working Papers.
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paper1
2016The Intervaling Effect on Higher-Order Co-Moments In: Working Papers.
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paper0

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