john cotter
john cotter
Verified email at ucd.ie
TitleCited byYear
Multivariate modeling of daily REIT volatility
J Cotter, S Stevenson
The Journal of Real Estate Finance and Economics 32 (3), 305-325, 2006
1472006
Extreme spectral risk measures: an application to futures clearinghouse margin requirements
J Cotter, K Dowd
Journal of Banking & Finance 30 (12), 3469-3485, 2006
1202006
Margin exceedences for European stock index futures using extreme value theory
J Cotter
Journal of Banking & Finance 25 (8), 1475-1502, 2001
1142001
Spectral risk measures: properties and limitations
K Dowd, J Cotter, G Sorwar
Journal of Financial Services Research 34 (1), 61-75, 2008
842008
Reevaluating hedging performance
J Cotter, J Hanly
Journal of Futures Markets: Futures, Options, and Other Derivative Productsá…, 2006
782006
How unlucky is 25-sigma?
K Dowd, J Cotter, C Humphrey, M Woods
The Journal of Portfolio Management 34 (4), 76-80, 2008
582008
Housing risk and return: Evidence from a housing asset-pricing model
K Case, J Cotter, S Gabriel
The Journal of Portfolio Management 37 (5), 89-109, 2011
502011
Disinfection of meticillin-resistant Staphylococcus aureus and Staphylococcus epidermidis biofilms using a remote non-thermal gas plasma
JJ Cotter, P Maguire, F Soberon, S Daniels, JP O’Gara, E Casey
Journal of Hospital Infection 78 (3), 204-207, 2011
452011
Modeling long memory in REITs
J Cotter, S Stevenson
Real Estate Economics 36 (3), 533-554, 2008
452008
Anatomy of a bail-in
T Conlon, J Cotter
Journal of Financial Stability 15, 257-263, 2014
422014
Varying the VaR for unconditional and conditional environments
J Cotter
Journal of International Money and Finance 26 (8), 1338-1354, 2007
412007
An empirical analysis of dynamic multiscale hedging using wavelet decomposition
T Conlon, J Cotter
Journal of Futures Markets 32 (3), 272-299, 2012
392012
Uncovering volatility dynamics in daily REIT returns
J Cotter, S Stevenson
Journal of Real Estate Portfolio Management 13 (2), 119-128, 2007
392007
Can housing risk be diversified? A cautionary tale from the housing boom and bust
J Cotter, S Gabriel, R Roll
The Review of Financial Studies 28 (3), 913-936, 2014
382014
Extreme measures of agricultural financial risk
W Morgan, J Cotter, K Dowd
Journal of Agricultural Economics 63 (1), 65-82, 2012
382012
Sovereign and bank CDS spreads: Two sides of the same coin?
D Avino, J Cotter
Journal of International Financial Markets, Institutions and Money 32, 72-85, 2014
322014
Uncovering long memory in high frequency UK futures
J Cotter
The European Journal of Finance 11 (4), 325-337, 2005
312005
Hedging effectiveness under conditions of asymmetry
J Cotter, J Hanly
The european Journal of finance 18 (2), 135-147, 2012
302012
Commodity futures hedging, risk aversion and the hedging horizon
T Conlon, J Cotter, R Genšay
The European Journal of Finance 22 (15), 1534-1560, 2016
262016
Time-varying risk aversion: an application to energy hedging
J Cotter, J Hanly
Energy Economics 32 (2), 432-441, 2010
252010
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Articles 1–20