Browsing by Author Cotter, John


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Published DateTitleAuthor(s)
May-2006Managing foreign exchange exposure for Irish exportsCotter, JohnBredin, Donal
Aug-2001Margin exceedences for European stock index futures using extreme value theoryCotter, John
14-Jun-2004Margin requirements with intraday dynamicsCotter, JohnLongin, François
27-Jun-2006Margin setting with high-frequency dataCotter, JohnLongin, François
Feb-2004Minimum capital requirement calculations for UK futuresCotter, John
2004Minimum capital requirement calculations for UK futuresCotter, John
Jan-2017Mixed-Frequency Macro-Financial SpilloversCotter, JohnHallam, MarkYilmaz, Kamil
2008Modeling long memory in REITsCotter, JohnSimon Stevenson, Simon
Nov-2006Modeling long memory in REITsCotter, JohnStevenson, Simon
6-Apr-2005Modelling catastrophic risk in international equity markets : an extreme value approachCotter, John
Nov-2004Modelling extreme financial returns of global equity marketsCotter, John
2004Modelling financial crises of global equity marketsCotter, John
25-Apr-2005Multivariate modeling of daily REIT volatilityCotter, JohnStevenson, Simon
Oct-2014The non-linear trade-off between return and risk: a regime-switching multi-factor frameworkCotter, JohnSalvador, Enrique
26-Oct-2016Nowhere to run, nowhere to hide: asset diversification in a flat worldCotter, JohnGabriel, Stuart A.Roll, Richard
4-Mar-2014Performance of Utility Based HedgesCotter, JohnHanly, Jim
May-2015Performance of Utility Based HedgesCotter, JohnHanly, Jim
24-Jul-2005Re-evaluating hedging performanceCotter, JohnHanly, Jim
2012Re-evaluating hedging performance for asymmetry : the case of crude oilCotter, JohnHanly, Jim
19-Nov-2009Real & nominal foreign exchange volatility effects on exports – the importance of timingBredin, DonalCotter, John