Browsing by Author Cotter, John

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Published DateTitleAuthor(s)
2004Absolute return volatilityCotter, John
4-Mar-2014Anatomy of a Bail-InConlon, ThomasCotter, John
1-Dec-2014Anatomy of a Bail-inConlon, ThomasCotter, John
1998An assessment of the market reaction Of UK firms to a private placement announcementCotter, John
2007Beyond the hedgeCotter, John
Sep-2014Can housing risk be diversified? A cautionary tale from the housing boom and bustCotter, JohnGabriel, Stuart A.Roll, Richard
Jul-2012Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from the Recent Boom and BustCotter, JohnGabriel, Stuart A.Roll, Richard
2012Commodity Futures Hedging, Risk Aversion and the Hedging HorizonConlon, ThomasGençay, RamazanCotter, John
28-Oct-2009A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional CharacteristicsCotter, JohnRoll, Richard
Mar-2014The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity MarketCotter, JohnO'Sullivan, NiallRossi, Francesco
7-Jan-2016Credit Default Swaps as Indicators of Bank Financial DistressAvino, DavideConlon, ThomasCotter, John
Apr-2000The distributional characteristics of a selection of contracts traded on the London International Financial Futures ExchangeCotter, JohnMcKillop, Donal G.
Aug-2012Downside Risk and the Energy Hedger’s HorizonConlon, ThomasCotter, John
7-Mar-2011An empirical analysis of dynamic multiscale hedging using wavelet decompositionConlon, ThomasCotter, John
23-Dec-2006Estimating financial risk measures for futures positions : a non-parametric approachCotter, JohnDowd, Kevin
5-Feb-2015Eurozone bank resolution and Bail-In-Intervention, triggers and writedownsConlon, ThomasCotter, John
May-2007Evaluating the precision of estimators of quantile-based risk measuresDowd, KevinCotter, John
20-Mar-2007Exponential spectral risk measuresDowd, KevinCotter, John
Nov-2011Extreme global equity market riskCotter, JohnDowd, Kevin
Feb-2012Extreme measures of agricultural financial riskCotter, JohnDowd, KevinMorgan, Wyn