Browsing by Author Cotter, John


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Published DateTitleAuthor(s)
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
6-Oct-2008Extreme measures of agricultural financial riskCotter, JohnDowd, KevinMorgan, Wyn
Feb-2012Extreme measures of agricultural financial riskCotter, JohnDowd, KevinMorgan, Wyn
2004Extreme returns are importantCotter, John
1-Mar-2007Extreme risk in Asian equity marketsCotter, John
14-Dec-2005Extreme spectral risk measures : an application to futures clearinghouse margin requirementsCotter, JohnDowd, Kevin
Nov-2006Financial risks and the Pension Protection Fund : can it survive them?Blake, DavidCotter, JohnDowd, Kevin
Aug-2009Hedging : scaling and the investor horizonCotter, JohnHanly, Jim
2005Hedging and risk aversion constraintsCotter, JohnHanly, Jim
31-Jan-2012Hedging effectiveness under conditions of asymmetryCotter, JohnHanly, Jim
2007Hedging effectiveness under conditions of asymmetryCotter, JohnHanly, Jim
Jun-2006Hedging your betsHanly, JimCotter, John
2006Homemade Pies plcCotter, John