Browsing by Author Cotter, John


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Published DateTitleAuthor(s)
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
2006Real & nominal foreign exchange volatility effects on exports – the importance of timingBredin, DonalCotter, John
2003Realized volatility and minimum capital requirementsCotter, John
Mar-2009Scaling conditional tail probability and quantile estimatorsCotter, John
1-Sep-2014Sovereign and Bank CDS Spreads: Two Sides of the Same Coin?Avino, DavideCotter, John
4-Mar-2014Sovereign and bank CDS spreads: two sides of the same coin?Cotter, JohnAvino, Davide
18-Apr-2008Spectral risk measures : properties and limitationsDowd, KevinCotter, JohnSorwar, Ghulam
11-Mar-2007Spectral risk measures and the choice of risk aversion functiorDowd, KevinCotter, John
31-Oct-2006Spectral risk measures with an application to futures clearinghouse variation margin requirementsCotter, JohnDowd, Kevin
2004Tail behaviour of the EuroCotter, John
18-May-2007The tail risks of FX return distributions : a comparison of the returns associated with limit orders and market ordersCotter, JohnDowd, Kevin
2009Time varying risk aversion : an application to energy hedgingCotter, JohnHanly, Jim
Aug-2009Time varying risk aversion : an application to energy hedgingCotter, JohnHanly, Jim
Mar-2010Time-varying risk aversion : an application to energy hedgingCotter, JohnHanly, Jim
10-Sep-2006U.S. core inflation : a wavelet analysisDowd, KevinCotter, John
Jun-2010U.S. core inflation : a wavelet analysisCotter, JohnDowd, KevinLoh, Lixia