Thomas Conlon : Citation Profile

Are you Thomas Conlon?

University College Dublin

14

H index

21

i10 index

1114

Citations

RESEARCH PRODUCTION:

39

Articles

21

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2007 - 2024). See details.
   Cites by year: 65
   Journals where Thomas Conlon has often published
   Relations with other researchers
   Recent citing documents: 247.    Total self citations: 30 (2.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco913
   Updated: 2024-12-03    RAS profile: 2023-12-05    
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Relations with other researchers

Works with:

cotter, john (12)

Corbet, Shaen (8)

HU, YANG (2)

Eyiah-Donkor, Emmanuel (2)

Potì, Valerio (2)

Ongena, Steven (2)

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

Is cited by:

Corbet, Shaen (42)

lucey, brian (22)

Shahzad, Syed Jawad Hussain (21)

HU, YANG (18)

Hassan, M. Kabir (18)

Umar, Zaghum (17)

Salisu, Afees (16)

GUPTA, RANGAN (16)

Yarovaya, Larisa (16)

Goutte, Stéphane (13)

Sensoy, Ahmet (13)

Cites to:

cotter, john (51)

Corbet, Shaen (39)

lucey, brian (37)

Kilian, Lutz (26)

Engle, Robert (24)

Potì, Valerio (18)

TARAZI, Amine (17)

Rua, António (15)

Baumeister, Christiane (14)

Bredin, Don (14)

Stulz, René (14)

Main data

Where Thomas Conlon has published?

Journals with more than one article published# docs
International Review of Financial Analysis5
Economics Letters4
Journal of Commodity Markets3
Physica A: Statistical Mechanics and its Applications3
Journal of International Financial Markets, Institutions and Money3
Research in International Business and Finance2
Journal of International Money and Finance2
Journal of Financial Stability2
Finance Research Letters2
European Journal of Operational Research2
Journal of Empirical Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Geary Institute, University College Dublin12
Papers / arXiv.org6

Recent works citing Thomas Conlon (2024 and 2023)

YearTitle of citing document
2024.

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2023Adaptive hedging horizon and hedging performance estimation. (2023). Han, Qing ; Di, Junpeng ; Haoyu, Wang. In: Papers. RePEc:arx:papers:2302.00251.

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2023Age and market capitalization drive large price variations of cryptocurrencies. (2023). Ribeiro, Haroldo V ; Perc, Matjaz. In: Papers. RePEc:arx:papers:2302.12319.

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2023Cryptocurrencies Are Becoming Part of the World Global Financial Market. (2023). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2303.00495.

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2023Collective dynamics, diversification and optimal portfolio construction for cryptocurrencies. (2023). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2304.08902.

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2023Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2307.06400.

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2023The Effect of COVID-19 on Cryptocurrencies and the Stock Market Volatility -- A Two-Stage DCC-EGARCH Model Analysis. (2023). Ampountolas, Apostolos. In: Papers. RePEc:arx:papers:2307.09137.

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2023Announcement Effect of COVID-19 on Cryptocurrencies. (2022). , Nduka ; Nwanneka, Kodili ; Usman, Nuruddeen. In: Asian Economics Letters. RePEc:ayb:jrnael:57.

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2023Monetary policy, ownership structure, and risk?taking at financial intermediaries. (2023). Figueira, Catarina ; Caselli, Giorgio. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:167-191.

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2023Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573.

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2023Asymmetric volatility spillover between crude oil and other asset markets. (2023). Mazouz, Khelifa ; Guan, BO ; Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/27.

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2023Competition and Risk Taking in Local Bank Markets: Evidence from the Business Loans Segment. (2023). Ulsaker, Simen ; Nilsen, Oivind Anti ; Canta, Chiara. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10448.

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2023Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the European Banking Sector. (2023). van Wijnbergen, Sweder ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:768.

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2023War and cryptocurrency markets: An empirical investigation. (2023). Barguellil, Adel ; Gomes, Mathieu ; Ayed, Sabrine ; Arouri, Mohamed. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00183.

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2023An Empirical Investigation of Bitcoin Hedging Capabilities against Inflation using VECM: The Case of United States, Eurozone, Philippines, Ukraine, Canada, India, and Nigeria. (2023). Gbolahan, Kolawole Ibrahim. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-06-11.

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2024Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). Corbet, Shaen ; Hou, Yang ; Hu, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042.

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2023The increased interest in Bitcoin and the immediate and long-term impact of Bitcoin volatility on global stock markets. (2023). Bazan-Palomino, Walter. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1080-1095.

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2023The impact of regulation on cryptocurrency market volatility in the context of the COVID-19 pandemic — evidence from China. (2023). Qi, Jiayin ; Xu, Kunpeng ; Zhang, Pengcheng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:222-246.

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2023Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns. (2023). Peng, Zhe ; Xu, Mengyu ; Zhang, Zhengjun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003613.

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2023Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092.

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2023Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios. (2023). Huelamo, Diego ; Esparcia, Carlos ; Diaz, Antonio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001735.

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2023How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?. (2023). Mao, Weifang ; Huang, Fei ; Zhu, Huiming ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002005.

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2023Searching hedging instruments against diverse global risks and uncertainties. (2023). Rafia, Humaira Tahsin ; Gider, Zeynullah ; Hassan, Kabir M ; Hasan, Md Bokhtiar ; Rashid, Mamunur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000165.

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2023Interactions between investors’ fear and greed sentiment and Bitcoin prices. (2023). Schweizer, Denis ; Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000475.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Jeribi, Ahmed ; Bejaoui, Azza ; Fakhfekh, Mohamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

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2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horvath, Matu ; Linnertova, Dagmar Vagnerova ; Hampl, Filip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

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2024Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures. (2024). Park, Sung Y. ; Joo, Young C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000524.

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2024Green bonds and traditional and emerging investments: Understanding connectedness during crises. (2024). Corbet, Shaen ; Hu, Yang ; Xu, Danyang ; Oxley, Les ; Hou, Yang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000676.

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2024Predicting financial distress in Latin American companies: A comparative analysis of logistic regression and random forest models. (2024). Altman, Edward ; Barboza, Flavio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000834.

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2023A deep analysis of the economics and finance research on cryptocurrencies. (2023). Marthinsen, John ; Li, Zhi ; Gordon, Steven. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001611.

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2023Cryptocurrencies and stock market fluctuations. (2023). Musholombo, Bashige. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004536.

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2024Integrated nested Laplace approximations for threshold stochastic volatility models. (2024). Rue, Hvard ; Marin, Miguel J ; de Zea, P ; Veiga, Helena. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:15-35.

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2023Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831.

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2023Analysis of the performance of Islamic gold-backed cryptocurrencies during the bear market of 2020. (2023). Hj, Aina Nazurah ; Muhd, Ayu Nadhirah ; Wasiuzzaman, Shaista. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000371.

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2023Risk substitution in cryptocurrencies: Evidence from BRICS announcements. (2023). Pisera, Stefano ; Paltrinieri, Andrea ; Dreassi, Alberto ; Chiaramonte, Laura ; Alon, Ilan ; Goodell, John W. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000553.

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2023Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321.

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2023Are cryptocurrencies a safe haven for stock investors? A regime-switching approach. (2023). Miu, Peter ; Li, Leon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:367-385.

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2023Competition and risk taking in local bank markets: Evidence from the business loans segment. (2023). Ulsaker, Simen ; Nilsen, Øivind ; Canta, Chiara. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:153-169.

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2023Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk. (2023). Kang, Sang Hoon ; Maitra, Debasish ; Jain, Prachi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300035x.

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2023Interdependence of clean energy and green markets with cryptocurrencies. (2023). Karim, Sitara ; Mirza, Nawazish ; Boubaker, Sabri ; Naeem, Muhammad Abubakr ; Arfaoui, Nadia. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000828.

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2023Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event. (2023). Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Lang, Chunlin ; Hu, Yang. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003274.

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2023Financial markets, energy shocks, and extreme volatility spillovers. (2023). Boubaker, Sabri ; Karim, Sitara ; Sharma, Gagan Deep ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005297.

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2023Do clean and dirty cryptocurrencies connect with financial assets differently? The role of economic policy uncertainty. (2023). Zhao, Yanqi ; Duan, Kun ; Huang, Yingying ; Urquhart, Andrew. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005777.

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2024Asymmetric volatility spillover between crude oil and other asset markets. (2024). Xu, Yongdeng ; Mazouz, Khelifa ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000136.

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2023The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395.

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2023Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis. (2023). Ghosh, Sudeshna ; Dogan, Buhari ; Mefteh-Wali, Salma ; Khalfaoui, Rabeh. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000121.

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2023The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns. (2023). Peng, Zhe ; Arkorful, Gideon Bruce ; Ma, Huan ; Zhang, Chuanhai. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000133.

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2023On the drivers of technical analysis profits in cryptocurrency markets: A Distributed Lag approach. (2023). Svogun, Daniel ; Bazan-Palomino, Walter. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000327.

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2023Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks. (2023). Nichols, Brian ; Jaffri, Ali ; Butt, Hassan Anjum ; Aharon, David Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001679.

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2023Does personal experience with COVID-19 impact investment decisions? Evidence from a survey of US retail investors. (2023). Bell, Adrian ; Sangiorgi, Ivan ; Niculaescu, Corina E. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002193.

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2023Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. (2023). Urquhart, Andrew ; Duan, Kun ; Gao, DA ; Feng, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002727.

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2023Diversification in financial and crypto markets. (2023). Naoui, Kamel ; Hamdi, Haykel ; Guesmi, Khaled ; Galariotis, Emilios ; ben Osman, Myriam. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003010.

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2023Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling. (2023). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Goutte, Stéphane ; Xidonas, Panos. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003745.

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2023A bibliometric review of portfolio diversification literature. (2023). Paltrinieri, Andrea ; Goodell, John W ; Migliavacca, Milena. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003526.

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2023The impact of bank FinTech on commercial banks risk-taking in China. (2023). Yang, Keng ; Jin, Tianhe ; Wu, Xin ; Qi, Hanying. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300460x.

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2024Is downside risk priced in cryptocurrency market?. (2024). Dobrynskaya, Victoria. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004635.

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2024The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets. (2024). Hanif, Hasan ; Naveed, Muhammad ; Ali, Shoaib ; Gubareva, Mariya. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005616.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2024Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies. (2024). Chishti, Muhammad Zubair ; Teplova, Tamara ; Gubareva, Mariya ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001133.

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2024Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets. (2024). Park, Hail ; Zhao, Mingguo. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001303.

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2024Diversification, hedging, and safe-haven characteristics of cryptocurrencies: A structural change approach. (2024). Cheng, Po-Keng ; Yang, Yiwen ; Hsu, Shu-Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001431.

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2024Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy. (2024). Lucey, Brian ; Qi, Jiajun ; Feng, Lingbing. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001716.

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2024Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness. (2024). Jareo, Francisco ; Escribano, Ana ; Esparcia, Carlos. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002199.

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2024To hedge or not to hedge? Cryptocurrencies, gold and oil against stock market risk. (2024). Kliber, Agata ; Just, Magorzata ; Echaust, Krzysztof. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002242.

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2023Commodity market exposure to energy-firm distress: Evidence from the Colonial Pipeline ransomware attack. (2023). Corbet, Shaen ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005086.

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2023Safe havens for Bitcoin. (2023). Krištoufek, Ladislav ; Nedved, Martin. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006134.

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2023The relationship between global risk aversion and returns from safe-haven assets. (2023). Teplova, Tamara ; Choi, Sun-Yong ; Bossman, Ahmed ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006213.

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2023Can altcoins act as hedges or safe-havens for Bitcoin?. (2023). Urquhart, Andrew ; Lucey, Brian ; Li, YI. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005372.

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2023Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis. (2023). Gözgör, Giray ; Goodell, John W ; Khalfaoui, Rabeh. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005426.

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2023The mitigation role of corporate sustainability: Evidence from the CDS spread. (2023). la Rosa, Giovanni ; Galloppo, Giuseppe ; Caiazza, Stefano. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007371.

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2023Connectedness between travel & tourism tokens, tourism equity, and other assets. (2023). Goodell, John W ; Abrar, Afsheen ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007711.

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2023Systemic risks in the cryptocurrency market: Evidence from the FTX collapse. (2023). Matkovskyy, Roman ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000442.

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2023Reputational contagion and the fall of FTX: Examining the response of tokens to the delegitimization of FTT. (2023). Goodell, John W ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000788.

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2023Linkages between CBDC and cryptocurrency uncertainties, and digital payment stocks. (2023). Goodell, John W ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001381.

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2023Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications. (2023). Lee, Chi-Chuan ; Adeabah, David ; Abakah, Emmanuel ; Abdullah, Mohammad. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004348.

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2023FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies. (2023). Kinateder, Harald ; Kamal, Elham ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004713.

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2023Subsample analysis of stock market – cryptocurrency returns tail dependence: A copula approach for the tails. (2023). Lahiani, Amine ; Jeribi, Ahmed ; Jlassi, Nabila Boukef ; Mefteh-Wali, Salma. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323004282.

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2023Exploring the time-varying dependence between Bitcoin and the global stock market: Evidence from a TVP-VAR approach. (2023). Zhang, Tianding ; Zhao, Junming. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323007146.

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2023Quantile connectedness between cryptocurrency and commodity futures. (2023). Park, Sung Y. ; Joo, Young C. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008449.

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2023Categorical uncertainty in policy and bitcoin volatility. (2023). Wu, Xiangfang ; Huang, Qing ; Wang, Qingyu ; Sun, Panxu ; Tan, Jin. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s154461232301036x.

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2024Enhanced safe-haven status of Bitcoin: Evidence from the Silicon Valley Bank collapse. (2024). Tian, Xiujuan ; Jin, Changlun. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010619.

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2024Bitcoin attention and economic policy uncertainty. (2024). Ordoez, Javier ; Monfort, Mercedes ; Lafuente, Juan A ; Gill-De, Belen. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012114.

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2024Exploiting the potential of a directional changes-based trading algorithm in the stock market. (2024). Li, Munan ; Ao, Han. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013089.

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2024The interdependence structure of cryptocurrencies and Chinese financial assets. (2024). Du, Dongying ; Wang, Huaiming ; Gao, Ting. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001168.

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2024Does bitcoin still enhance an investment portfolio in a post Covid-19 world?. (2024). Hughen, Keener W ; Gorman, Michael. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002009.

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2024Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Biswal, Pratap Chandra ; Jain, Anshul ; Choudhary, Sangita. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502.

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2024Exploring connectedness among cryptocurrency, technology communication, and FinTech through dynamic and fractal analysis. (2024). Demir, Ender ; Mokni, Khaled ; Assaf, Ata. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002903.

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2023CEO power, bank risk-taking and national culture: International evidence. (2023). Amini, Shima ; Murinde, Victor ; Uddin, Moshfique ; Pour, Eilnaz Kashefi. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000335.

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2024Hedging inflation expectations in the cryptocurrency futures market. (2024). Valcarcel, Victor J ; Liu, Jinan. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001055.

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2024Assessing the systemic risk impact of bank bail-ins. (2024). Trappl, Stefan ; Spitzer, Ralph ; Hafner-Guth, Martin ; Siebenbrunner, Christoph. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000147.

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2024Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress. (2024). Alam, Md Rafayet ; Billah, Mabruk ; Hoque, Mohammad Enamul ; Tiwari, Aviral Kumar. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s104402832400036x.

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2023Time-varying dependence between Bitcoin and green financial assets: A comparison between pre- and post-COVID-19 periods. (2023). Urquhart, Andrew ; Duan, Kun ; Huang, Yingying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001597.

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More than 100 citations found, this list is not complete...

Works by Thomas Conlon:

YearTitleTypeCited
2010Multiscaled Cross-Correlation Dynamics in Financial Time-Series In: Papers.
[Full Text][Citation analysis]		paper14
2009MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES.(2009) In: Advances in Complex Systems (ACS).
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This paper has nother version. Agregated cites: 14		article
2010Cross-Correlation Dynamics in Financial Time Series In: Papers.
[Full Text][Citation analysis]		paper23
2009Cross-correlation dynamics in financial time series.(2009) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 23		article
2010Random Matrix Theory and Fund of Funds Portfolio Optimisation In: Papers.
[Full Text][Citation analysis]		paper18
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 nother version. Agregated cites: 18		article
2011An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition In: Papers.
[Full Text][Citation analysis]		paper30
2011An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 30		paper
2012An empirical analysis of dynamic multiscale hedging using wavelet decomposition.(2012) In: Journal of Futures Markets.
[Citation analysis]
This paper has nother version. Agregated cites: 30		article
2014Anatomy of a Bail-In In: Papers.
[Full Text][Citation analysis]		paper23
2014Anatomy of a bail-in.(2014) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2014Anatomy of a Bail-In.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 23		paper
2021Machine Learning and Factor-Based Portfolio Optimization In: Papers.
[Full Text][Citation analysis]		paper0
2021Machine Learning and Factor-Based Portfolio Optimization.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2022Mutual fund performance and changes in factor exposure In: Journal of Financial Research.
[Full Text][Citation analysis]		article4
2020Operational Risk Capital In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2020Operational Risk Capital.(2020) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 0		paper
2019Measuring excess-predictability of asset returns and market efficiency over time In: Economics Letters.
[Full Text][Citation analysis]		article10
2019Scaling the twin peaks: Systemic risk and dual regulation In: Economics Letters.
[Full Text][Citation analysis]		article3
2020Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes? In: Economics Letters.
[Full Text][Citation analysis]		article5
2021Inflation and cryptocurrencies revisited: A time-scale analysis In: Economics Letters.
[Full Text][Citation analysis]		article26
2017Asset allocation with correlation: A composite trade-off In: European Journal of Operational Research.
[Full Text][Citation analysis]		article18
2018Long-run wavelet-based correlation for financial time series In: European Journal of Operational Research.
[Full Text][Citation analysis]		article10
2022Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2023A financial modeling approach to industry exchange-traded funds selection In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2013Downside risk and the energy hedgers horizon In: Energy Economics.
[Full Text][Citation analysis]		article20
2012Downside risk and the energy hedgers horizon.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 20		paper
2015Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article160
2017The price of shelter - Downside risk reduction with precious metals In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article43
2019Does corporate hedging enhance shareholder value? A meta-analysis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article10
2024The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2024Seeking a shock haven: Hedging extreme upward oil price changes In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2020Safe haven or risky hazard? Bitcoin during the Covid-19 bear market In: Finance Research Letters.
[Full Text][Citation analysis]		article336
2023Understanding the FTX exchange collapse: A dynamic connectedness approach In: Finance Research Letters.
[Full Text][Citation analysis]		article14
2020Beyond common equity: The influence of secondary capital on bank insolvency risk In: Journal of Financial Stability.
[Full Text][Citation analysis]		article10
2018Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 10		paper
2024Does national culture influence malfeasance in banks around the world? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2024Diversification with globally integrated US stocks In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article1
2024Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article1
2022The illusion of oil return predictability: The choice of data matters! In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article7
2022The illusion of oil return predictability: The choice of data matters!.(2022) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2024Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article1
2020Predictability and pricing efficiency in forward and spot, developed and emerging currency markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article1
2019Credit default swaps as indicators of bank financial distress In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article15
2016Credit Default Swaps as Indicators of Bank financial Distress.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2023Composite jet fuel cross-hedging In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article0
2024Forecasting the price of oil: A cautionary note In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article0
2018Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article6
2008Wavelet multiscale analysis for Hedge Funds: Scaling and strategies In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article10
2020Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic In: Research in International Business and Finance.
[Full Text][Citation analysis]		article221
2024Bitcoin forks: What drives the branches? In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2018Is gold a hedge against inflation? A wavelet time-scale perspective In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article29
2023Co-Skewness across Return Horizons* In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article0
2019Co-skewness across Return Horizons.(2019) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2022Co-skewness across Return Horizons.(2022) In: Working Papers.
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2016Commodity futures hedging, risk aversion and the hedging horizon In: The European Journal of Finance.
[Full Text][Citation analysis]		article37
2012Commodity futures hedging, risk aversion and the hedging horizon.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 37		paper
2015Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks In: Working Papers.
[Full Text][Citation analysis]		paper4
2015Long-run international diversification In: Working Papers.
[Full Text][Citation analysis]		paper1
2016The Intervaling Effect on Higher-Order Co-Moments In: Working Papers.
[Full Text][Citation analysis]		paper0
2023Distilling a Disruptive Disintermediary’s Data: Interpretable Machine-Learning Explanations for LendingClub Customers In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team