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Details about Thomas Conlon

E-mail:
Homepage:https://people.ucd.ie/conlon.thomas
Workplace:Michael Smurfit Graduate School of Business, School of Business, University College Dublin, (more information at EDIRC)

Access statistics for papers by Thomas Conlon.

Last updated 2021-03-08. Update your information in the RePEc Author Service.

Short-id: pco913


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Working Papers

2020

  1. Operational Risk Capital
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2020) Downloads

2019

  1. Co-skewness across Return Horizons
    Working Papers, Geary Institute, University College Dublin Downloads

2018

  1. Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk
    Working Papers, Geary Institute, University College Dublin Downloads
    See also Journal Article in Journal of Financial Stability (2020)

2016

  1. Credit Default Swaps as Indicators of Bank financial Distress
    Working Papers, Geary Institute, University College Dublin Downloads View citations (2)
    See also Journal Article in Journal of International Money and Finance (2019)
  2. The Intervaling Effect on Higher-Order Co-Moments
    Working Papers, Geary Institute, University College Dublin Downloads

2015

  1. Long-run international diversification
    Working Papers, Geary Institute, University College Dublin Downloads View citations (1)
  2. Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks
    Working Papers, Geary Institute, University College Dublin Downloads View citations (4)
    See also Journal Article in Journal of Common Market Studies (2019)

2014

  1. Anatomy of a Bail-In
    Working Papers, Geary Institute, University College Dublin Downloads View citations (17)
    Also in Papers, arXiv.org (2014) Downloads View citations (16)

    See also Journal Article in Journal of Financial Stability (2014)

2012

  1. Commodity futures hedging, risk aversion and the hedging horizon
    Working Papers, Geary Institute, University College Dublin Downloads View citations (19)
    See also Journal Article in The European Journal of Finance (2016)
  2. Downside risk and the energy hedger's horizon
    Working Papers, Geary Institute, University College Dublin Downloads
    See also Journal Article in Energy Economics (2013)

2011

  1. An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition
    Working Papers, Geary Institute, University College Dublin Downloads View citations (1)
    Also in Papers, arXiv.org (2011) Downloads View citations (1)

    See also Journal Article in Journal of Futures Markets (2012)

2010

  1. Cross-Correlation Dynamics in Financial Time Series
    Papers, arXiv.org Downloads
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2009)
  2. Multiscaled Cross-Correlation Dynamics in Financial Time-Series
    Papers, arXiv.org Downloads View citations (1)
    See also Journal Article in Advances in Complex Systems (ACS) (2009)
  3. Random Matrix Theory and Fund of Funds Portfolio Optimisation
    Papers, arXiv.org Downloads
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2007)

Journal Articles

2020

  1. Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic
    Research in International Business and Finance, 2020, 54, (C) Downloads View citations (20)
  2. Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes?
    Economics Letters, 2020, 191, (C) Downloads
  3. Beyond common equity: The influence of secondary capital on bank insolvency risk
    Journal of Financial Stability, 2020, 47, (C) Downloads View citations (1)
    See also Working Paper (2018)
  4. Evaluation of hydrologic impact of an irrigation curtailment program using Landsat satellite data
    Papers published in Journals (Open Access), 2020, 34(8):1697-1713. Downloads
  5. Predictability and pricing efficiency in forward and spot, developed and emerging currency markets
    Journal of International Money and Finance, 2020, 107, (C) Downloads
  6. Safe haven or risky hazard? Bitcoin during the Covid-19 bear market
    Finance Research Letters, 2020, 35, (C) Downloads View citations (39)

2019

  1. Credit default swaps as indicators of bank financial distress
    Journal of International Money and Finance, 2019, 94, (C), 132-139 Downloads View citations (2)
    See also Working Paper (2016)
  2. Does corporate hedging enhance shareholder value? A meta-analysis
    International Review of Financial Analysis, 2019, 61, (C), 222-232 Downloads View citations (3)
  3. Measuring excess-predictability of asset returns and market efficiency over time
    Economics Letters, 2019, 175, (C), 92-96 Downloads View citations (6)
  4. Scaling the twin peaks: Systemic risk and dual regulation
    Economics Letters, 2019, 178, (C), 98-101 Downloads
  5. Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks
    Journal of Common Market Studies, 2019, 57, (4), 857-876 Downloads View citations (2)
    See also Working Paper (2015)

2018

  1. Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets
    Journal of Commodity Markets, 2018, 9, (C), 1-20 Downloads View citations (1)
  2. Is gold a hedge against inflation? A wavelet time-scale perspective
    Review of Quantitative Finance and Accounting, 2018, 51, (2), 317-345 Downloads View citations (8)
  3. Long-run wavelet-based correlation for financial time series
    European Journal of Operational Research, 2018, 271, (2), 676-696 Downloads View citations (2)

2017

  1. Asset allocation with correlation: A composite trade-off
    European Journal of Operational Research, 2017, 262, (3), 1164-1180 Downloads View citations (13)
  2. The price of shelter - Downside risk reduction with precious metals
    International Review of Financial Analysis, 2017, 49, (C), 48-58 Downloads View citations (23)

2016

  1. Commodity futures hedging, risk aversion and the hedging horizon
    The European Journal of Finance, 2016, 22, (15), 1534-1560 Downloads View citations (17)
    See also Working Paper (2012)

2015

  1. Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon
    International Review of Financial Analysis, 2015, 41, (C), 320-328 Downloads View citations (85)

2014

  1. Anatomy of a bail-in
    Journal of Financial Stability, 2014, 15, (C), 257-263 Downloads View citations (16)
    See also Working Paper (2014)

2013

  1. Downside risk and the energy hedger's horizon
    Energy Economics, 2013, 36, (C), 371-379 Downloads View citations (18)
    See also Working Paper (2012)

2012

  1. An empirical analysis of dynamic multiscale hedging using wavelet decomposition
    Journal of Futures Markets, 2012, 32, (3), 272-299 View citations (28)
    See also Working Paper (2011)

2009

  1. Cross-correlation dynamics in financial time series
    Physica A: Statistical Mechanics and its Applications, 2009, 388, (5), 705-714 Downloads View citations (12)
    See also Working Paper (2010)
  2. MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES
    Advances in Complex Systems (ACS), 2009, 12, (04n05), 439-454 Downloads View citations (12)
    See also Working Paper (2010)

2008

  1. Wavelet multiscale analysis for Hedge Funds: Scaling and strategies
    Physica A: Statistical Mechanics and its Applications, 2008, 387, (21), 5197-5204 Downloads View citations (9)

2007

  1. Random matrix theory and fund of funds portfolio optimisation
    Physica A: Statistical Mechanics and its Applications, 2007, 382, (2), 565-576 Downloads View citations (14)
    See also Working Paper (2010)
 
Page updated 2021-09-17