Results for 10012856485

Results for 10012856485 Showing 1 - 50 results of 455 Laminas_Feed_Writer 2 (https://getlaminas.org) https://www.econbiz.de/similar/results?mlt=author&lng=en&view=rss&id=10012856485&sort=econbiz_created+desc&limit=50 455 0 50 Are the diversification benefits of emerging and frontier markets retained in the long-run? Tue, 14 Apr 2026 12:38:31 +0000 https://www.econbiz.de/Record/are-the-diversification-benefits-of-emerging-and-frontier-markets-retained-in-the-long-run-conlon-thomas/10015627185?sid=1534817038 https://www.econbiz.de/Record/are-the-diversification-benefits-of-emerging-and-frontier-markets-retained-in-the-long-run-conlon-thomas/10015627185?sid=1534817038 Conlon, Thomas Book / Working Paper 2025 Conlon, Thomas 0 Trends and key determinants of firm-level integration Tue, 20 Jan 2026 11:22:37 +0000 https://www.econbiz.de/Record/trends-and-key-determinants-of-firm-level-integration-conlon-thomas/10015573334?sid=1534817038 https://www.econbiz.de/Record/trends-and-key-determinants-of-firm-level-integration-conlon-thomas/10015573334?sid=1534817038 Conlon, Thomas Article 2025 Conlon, Thomas 0 Asset allocation with factor-based covariance matrices Mon, 28 Jul 2025 14:45:32 +0000 https://www.econbiz.de/Record/asset-allocation-with-factor-based-covariance-matrices-conlon-thomas/10015433232?sid=1534817038 https://www.econbiz.de/Record/asset-allocation-with-factor-based-covariance-matrices-conlon-thomas/10015433232?sid=1534817038 Conlon, Thomas Article 2025 Conlon, Thomas 0 Re-Evaluating Hedging Performance for Asymmetry: The Case of Crude Oil Tue, 29 Apr 2025 06:55:10 +0000 https://www.econbiz.de/Record/re-evaluating-hedging-performance-for-asymmetry-the-case-of-crude-oil-cotter-john/10015377674?sid=1534817038 https://www.econbiz.de/Record/re-evaluating-hedging-performance-for-asymmetry-the-case-of-crude-oil-cotter-john/10015377674?sid=1534817038 Cotter, John Article 2012 Cotter, John 0 On the Stationarity of Futures Hedge Ratios Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/on-the-stationarity-of-futures-hedge-ratios-degiannakis-stavros/10015218391?sid=1534817038 https://www.econbiz.de/Record/on-the-stationarity-of-futures-hedge-ratios-degiannakis-stavros/10015218391?sid=1534817038 Degiannakis, Stavros Book / Working Paper 2020 Degiannakis, Stavros 0 Integration and contagion in US housing markets Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/integration-and-contagion-in-us-housing-markets-cotter-john/10015229179?sid=1534817038 https://www.econbiz.de/Record/integration-and-contagion-in-us-housing-markets-cotter-john/10015229179?sid=1534817038 Cotter, John Book / Working Paper 2011 Cotter, John 0 Varying the VaR for Unconditional and Conditional Environments Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/varying-the-var-for-unconditional-and-conditional-environments-cotter-john/10015229308?sid=1534817038 https://www.econbiz.de/Record/varying-the-var-for-unconditional-and-conditional-environments-cotter-john/10015229308?sid=1534817038 Cotter, John Book / Working Paper 2004 Cotter, John 0 The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/the-tail-risks-of-fx-return-distributions-a-comparison-of-the-returns-associated-with-limit-orders-and-market-orders-cotter-john/10015229480?sid=1534817038 https://www.econbiz.de/Record/the-tail-risks-of-fx-return-distributions-a-comparison-of-the-returns-associated-with-limit-orders-and-market-orders-cotter-john/10015229480?sid=1534817038 Cotter, John Book / Working Paper 2007 Cotter, John 0 Real & Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/real-nominal-foreign-exchange-volatility-effects-on-exports-the-importance-of-timing-cotter-john/10015229484?sid=1534817038 https://www.econbiz.de/Record/real-nominal-foreign-exchange-volatility-effects-on-exports-the-importance-of-timing-cotter-john/10015229484?sid=1534817038 Cotter, John Book / Working Paper 2006 Cotter, John 0 Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/spectral-risk-measures-with-an-application-to-futures-clearinghouse-variation-margin-requirements-cotter-john/10015229491?sid=1534817038 https://www.econbiz.de/Record/spectral-risk-measures-with-an-application-to-futures-clearinghouse-variation-margin-requirements-cotter-john/10015229491?sid=1534817038 Cotter, John Book / Working Paper 2006 Cotter, John 0 Financial Risks and the Pension Protection Fund: Can it Survive Them? Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/financial-risks-and-the-pension-protection-fund-can-it-survive-them-cotter-john/10015229508?sid=1534817038 https://www.econbiz.de/Record/financial-risks-and-the-pension-protection-fund-can-it-survive-them-cotter-john/10015229508?sid=1534817038 Cotter, John Book / Working Paper 2006 Cotter, John 0 Exponential Spectral Risk Measures Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/exponential-spectral-risk-measures-cotter-john/10015229514?sid=1534817038 https://www.econbiz.de/Record/exponential-spectral-risk-measures-cotter-john/10015229514?sid=1534817038 Cotter, John Book / Working Paper 2007 Cotter, John 0 Modeling Long Memory in REITs Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/modeling-long-memory-in-reits-cotter-john/10015229521?sid=1534817038 https://www.econbiz.de/Record/modeling-long-memory-in-reits-cotter-john/10015229521?sid=1534817038 Cotter, John Book / Working Paper 2007 Cotter, John 0 Hedging Effectiveness under Conditions of Asymmetry Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/hedging-effectiveness-under-conditions-of-asymmetry-cotter-john/10015229527?sid=1534817038 https://www.econbiz.de/Record/hedging-effectiveness-under-conditions-of-asymmetry-cotter-john/10015229527?sid=1534817038 Cotter, John Book / Working Paper 2007 Cotter, John 0 Intra-Day Seasonality in Foreign Exchange Market Transactions Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/intra-day-seasonality-in-foreign-exchange-market-transactions-cotter-john/10015229533?sid=1534817038 https://www.econbiz.de/Record/intra-day-seasonality-in-foreign-exchange-market-transactions-cotter-john/10015229533?sid=1534817038 Cotter, John Book / Working Paper 2007 Cotter, John 0 Estimating financial risk measures for futures positions: a non-parametric approach Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/estimating-financial-risk-measures-for-futures-positions-a-non-parametric-approach-cotter-john/10015229536?sid=1534817038 https://www.econbiz.de/Record/estimating-financial-risk-measures-for-futures-positions-a-non-parametric-approach-cotter-john/10015229536?sid=1534817038 Cotter, John Book / Working Paper 2007 Cotter, John 0 Evaluating the Precision of Estimators of Quantile-Based Risk Measures Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/evaluating-the-precision-of-estimators-of-quantile-based-risk-measures-cotter-john/10015229543?sid=1534817038 https://www.econbiz.de/Record/evaluating-the-precision-of-estimators-of-quantile-based-risk-measures-cotter-john/10015229543?sid=1534817038 Cotter, John Book / Working Paper 2007 Cotter, John 0 Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/extreme-spectral-risk-measures-an-application-to-futures-clearinghouse-margin-requirements-cotter-john/10015229549?sid=1534817038 https://www.econbiz.de/Record/extreme-spectral-risk-measures-an-application-to-futures-clearinghouse-margin-requirements-cotter-john/10015229549?sid=1534817038 Cotter, JOhn Book / Working Paper 2006 Cotter, JOhn 0 Implied correlation from VaR Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/implied-correlation-from-var-cotter-john/10015229555?sid=1534817038 https://www.econbiz.de/Record/implied-correlation-from-var-cotter-john/10015229555?sid=1534817038 Cotter, John Book / Working Paper 2006 Cotter, John 0 Modelling catastrophic risk in international equity markets: An extreme value approach Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/modelling-catastrophic-risk-in-international-equity-markets-an-extreme-value-approach-cotter-john/10015229565?sid=1534817038 https://www.econbiz.de/Record/modelling-catastrophic-risk-in-international-equity-markets-an-extreme-value-approach-cotter-john/10015229565?sid=1534817038 Cotter, John Book / Working Paper 2006 Cotter, John 0 U.S. Core Inflation: A Wavelet Analysis Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/u-s-core-inflation-a-wavelet-analysis-cotter-john/10015229622?sid=1534817038 https://www.econbiz.de/Record/u-s-core-inflation-a-wavelet-analysis-cotter-john/10015229622?sid=1534817038 Cotter, John Book / Working Paper 2006 Cotter, John 0 Volatility and Irish Exports Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/volatility-and-irish-exports-cotter-john/10015229634?sid=1534817038 https://www.econbiz.de/Record/volatility-and-irish-exports-cotter-john/10015229634?sid=1534817038 Cotter, John Book / Working Paper 2005 Cotter, John 0 Re-evaluating Hedging Performance Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/re-evaluating-hedging-performance-cotter-john/10015229639?sid=1534817038 https://www.econbiz.de/Record/re-evaluating-hedging-performance-cotter-john/10015229639?sid=1534817038 Cotter, John Book / Working Paper 2005 Cotter, John 0 Multivariate Modeling of Daily REIT Volatility Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/multivariate-modeling-of-daily-reit-volatility-cotter-john/10015229645?sid=1534817038 https://www.econbiz.de/Record/multivariate-modeling-of-daily-reit-volatility-cotter-john/10015229645?sid=1534817038 Cotter, John Book / Working Paper 2005 Cotter, John 0 Uncovering Long Memory in High Frequency UK Futures Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/uncovering-long-memory-in-high-frequency-uk-futures-cotter-john/10015229650?sid=1534817038 https://www.econbiz.de/Record/uncovering-long-memory-in-high-frequency-uk-futures-cotter-john/10015229650?sid=1534817038 Cotter, John Book / Working Paper 2004 Cotter, John 0 Minimum Capital Requirement Calculations for UK Futures Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/minimum-capital-requirement-calculations-for-uk-futures-cotter-john/10015229663?sid=1534817038 https://www.econbiz.de/Record/minimum-capital-requirement-calculations-for-uk-futures-cotter-john/10015229663?sid=1534817038 Cotter, John Book / Working Paper 2004 Cotter, John 0 Margin setting with high-frequency data Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/margin-setting-with-high-frequency-data-cotter-john/10015229669?sid=1534817038 https://www.econbiz.de/Record/margin-setting-with-high-frequency-data-cotter-john/10015229669?sid=1534817038 Cotter, John Book / Working Paper 2004 Cotter, John 0 Absolute Return Volatility Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/absolute-return-volatility-cotter-john/10015229676?sid=1534817038 https://www.econbiz.de/Record/absolute-return-volatility-cotter-john/10015229676?sid=1534817038 Cotter, John Book / Working Paper 2004 Cotter, John 0 Absolute Return Volatility Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/absolute-return-volatility-cotter-john/10015229685?sid=1534817038 https://www.econbiz.de/Record/absolute-return-volatility-cotter-john/10015229685?sid=1534817038 Cotter, John Book / Working Paper 2004 Cotter, John 0 Tail Behaviour of the Euro Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/tail-behaviour-of-the-euro-cotter-john/10015229690?sid=1534817038 https://www.econbiz.de/Record/tail-behaviour-of-the-euro-cotter-john/10015229690?sid=1534817038 Cotter, John Book / Working Paper 2004 Cotter, John 0 Modelling extreme financial returns of global equity markets Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/modelling-extreme-financial-returns-of-global-equity-markets-cotter-john/10015229696?sid=1534817038 https://www.econbiz.de/Record/modelling-extreme-financial-returns-of-global-equity-markets-cotter-john/10015229696?sid=1534817038 Cotter, John Book / Working Paper 2004 Cotter, John 0 Uncovering Volatility Dynamics in Daily REIT Returns Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/uncovering-volatility-dynamics-in-daily-reit-returns-cotter-john/10015229703?sid=1534817038 https://www.econbiz.de/Record/uncovering-volatility-dynamics-in-daily-reit-returns-cotter-john/10015229703?sid=1534817038 Cotter, John Book / Working Paper 2004 Cotter, John 0 Margin Exceedences for European Stock Index Futures using Extreme Value Theory Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/margin-exceedences-for-european-stock-index-futures-using-extreme-value-theory-cotter-john/10015229711?sid=1534817038 https://www.econbiz.de/Record/margin-exceedences-for-european-stock-index-futures-using-extreme-value-theory-cotter-john/10015229711?sid=1534817038 Cotter, John Book / Working Paper 2000 Cotter, John 0 Volatility and the Euro: an Irish perspective Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/volatility-and-the-euro-an-irish-perspective-cotter-john/10015229720?sid=1534817038 https://www.econbiz.de/Record/volatility-and-the-euro-an-irish-perspective-cotter-john/10015229720?sid=1534817038 Cotter, John Book / Working Paper 2000 Cotter, John 0 Extreme risk in Asian equity markets Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/extreme-risk-in-asian-equity-markets-cotter-john/10015229730?sid=1534817038 https://www.econbiz.de/Record/extreme-risk-in-asian-equity-markets-cotter-john/10015229730?sid=1534817038 Cotter, John Book / Working Paper 2007 Cotter, John 0 Downside Risk for European Equity Markets Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/downside-risk-for-european-equity-markets-cotter-john/10015229738?sid=1534817038 https://www.econbiz.de/Record/downside-risk-for-european-equity-markets-cotter-john/10015229738?sid=1534817038 Cotter, John Book / Working Paper 2004 Cotter, John 0 International Equity Market Integration in a Small Open Economy: Ireland January 1990 – December 2000 Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/international-equity-market-integration-in-a-small-open-economy-ireland-january-1990-december-2000-cotter-john/10015229745?sid=1534817038 https://www.econbiz.de/Record/international-equity-market-integration-in-a-small-open-economy-ireland-january-1990-december-2000-cotter-john/10015229745?sid=1534817038 Cotter, John Book / Working Paper 2004 Cotter, John 0 Sovereign and bank CDS spreads: two sides of the same coin? Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/sovereign-and-bank-cds-spreads-two-sides-of-the-same-coin-avino-davide/10015242052?sid=1534817038 https://www.econbiz.de/Record/sovereign-and-bank-cds-spreads-two-sides-of-the-same-coin-avino-davide/10015242052?sid=1534817038 Avino, Davide Book / Working Paper 2014 Avino, Davide 0 Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability? Thu, 27 Feb 2025 07:44:46 +0000 https://www.econbiz.de/Record/sovereign-and-bank-cds-spreads-two-sides-of-the-same-coin-for-european-bank-default-predictability-avino-davide/10015243009?sid=1534817038 https://www.econbiz.de/Record/sovereign-and-bank-cds-spreads-two-sides-of-the-same-coin-for-european-bank-default-predictability-avino-davide/10015243009?sid=1534817038 Avino, Davide Book / Working Paper 2013 Avino, Davide 0 Drivers of firm-level tail dependence : a machine learning approach Fri, 14 Feb 2025 16:29:29 +0000 https://www.econbiz.de/Record/drivers-of-firm-level-tail-dependence-a-machine-learning-approach-conlon-thomas/10015197988?sid=1534817038 https://www.econbiz.de/Record/drivers-of-firm-level-tail-dependence-a-machine-learning-approach-conlon-thomas/10015197988?sid=1534817038 Conlon, Thomas Book / Working Paper 2024 Conlon, Thomas 0 Uncovering the risk-return trade-off through ridge regressions Fri, 14 Feb 2025 06:29:32 +0000 https://www.econbiz.de/Record/uncovering-the-risk-return-trade-off-through-ridge-regressions-alemany-nuria/10015197449?sid=1534817038 https://www.econbiz.de/Record/uncovering-the-risk-return-trade-off-through-ridge-regressions-alemany-nuria/10015197449?sid=1534817038 Alemany, Nuria Article 2025 Alemany, Nuria 0 Contingent claims and hedging of credit risk with equity options Mon, 19 Aug 2024 09:18:53 +0000 https://www.econbiz.de/Record/contingent-claims-and-hedging-of-credit-risk-with-equity-options-avino-davide/10015046144?sid=1534817038 https://www.econbiz.de/Record/contingent-claims-and-hedging-of-credit-risk-with-equity-options-avino-davide/10015046144?sid=1534817038 Avino, Davide E. Article 2024 Avino, Davide E. 0 Volatility, trading volume and open interest in futures markets Wed, 14 Aug 2024 13:49:35 +0000 https://www.econbiz.de/Record/volatility-trading-volume-and-open-interest-in-futures-markets-floros-christos/10014785499?sid=1534817038 https://www.econbiz.de/Record/volatility-trading-volume-and-open-interest-in-futures-markets-floros-christos/10014785499?sid=1534817038 Floros, Christos Article 2016 Floros, Christos 0 Diversification with globally integrated US stocks Tue, 14 May 2024 10:18:54 +0000 https://www.econbiz.de/Record/diversification-with-globally-integrated-us-stocks-conlon-thomas/10014529105?sid=1534817038 https://www.econbiz.de/Record/diversification-with-globally-integrated-us-stocks-conlon-thomas/10014529105?sid=1534817038 Conlon, Thomas Book / Working Paper 2024 Conlon, Thomas 0 Forecasting the price of oil : a cautionary note Tue, 07 May 2024 07:03:52 +0000 https://www.econbiz.de/Record/forecasting-the-price-of-oil-a-cautionary-note-conlon-thomas/10014526497?sid=1534817038 https://www.econbiz.de/Record/forecasting-the-price-of-oil-a-cautionary-note-conlon-thomas/10014526497?sid=1534817038 Conlon, Thomas Article 2024 Conlon, Thomas 0 Diversification with globally integrated US stocks Wed, 20 Mar 2024 08:33:52 +0000 https://www.econbiz.de/Record/diversification-with-globally-integrated-us-stocks-conlon-thomas/10014494707?sid=1534817038 https://www.econbiz.de/Record/diversification-with-globally-integrated-us-stocks-conlon-thomas/10014494707?sid=1534817038 Conlon, Thomas Article 2024 Conlon, Thomas 0 The time-varying risk-return trade-off and its explanatory and predictive factors Fri, 08 Mar 2024 08:08:53 +0000 https://www.econbiz.de/Record/the-time-varying-risk-return-trade-off-and-its-explanatory-and-predictive-factors-alemany-nuria/10014485269?sid=1534817038 https://www.econbiz.de/Record/the-time-varying-risk-return-trade-off-and-its-explanatory-and-predictive-factors-alemany-nuria/10014485269?sid=1534817038 Alemany, Nuria Article 2023 Alemany, Nuria 0 Commodity futures return predictability and intertemporal asset pricing Tue, 27 Feb 2024 14:03:56 +0000 https://www.econbiz.de/Record/commodity-futures-return-predictability-and-intertemporal-asset-pricing-cotter-john/10014477804?sid=1534817038 https://www.econbiz.de/Record/commodity-futures-return-predictability-and-intertemporal-asset-pricing-cotter-john/10014477804?sid=1534817038 Cotter, John Article 2023 Cotter, John 0 A financial modeling approach to industry exchange-traded funds selection Mon, 26 Feb 2024 14:48:56 +0000 https://www.econbiz.de/Record/a-financial-modeling-approach-to-industry-exchange-traded-funds-selection-conlon-thomas/10014477136?sid=1534817038 https://www.econbiz.de/Record/a-financial-modeling-approach-to-industry-exchange-traded-funds-selection-conlon-thomas/10014477136?sid=1534817038 Conlon, Thomas Article 2023 Conlon, Thomas 0 Co-skewness across return horizons Fri, 05 Jan 2024 07:53:34 +0000 https://www.econbiz.de/Record/co-skewness-across-return-horizons-jin-chenglu/10014444689?sid=1534817038 https://www.econbiz.de/Record/co-skewness-across-return-horizons-jin-chenglu/10014444689?sid=1534817038 Jin, Chenglu Article 2023 Jin, Chenglu 0