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Cotter, John's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
4,528 |
Total
Citations
92 |
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1.
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A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics
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Cotter, John
University College Dublin Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
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Posted:
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07 Dec 09
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Last Revised:
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09 Dec 10
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312
(46,066)
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2
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Cotter, John
University College Dublin Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
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Cotter, John
University College Dublin Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
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312
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2
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REITs, real estate risk
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2.
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Cotter, John
University College Dublin Longin, Francois M.
ESSEC Business School - Finance Department
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242
(61,291)
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Implied Correlation, Model Risk, Normality, Value at Risk
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3.
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Cotter, John
University College Dublin
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209
(71,520)
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16
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Stock Index Futures, Extreme Value Theory, Margin Levels
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4.
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Cotter, John
University College Dublin Hanly, Jim
Dublin Institute of Technology
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193
(77,492)
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Hedging Performance, Lower Partial Moments, Downside Risk, Variance, Semi-Variance, Value at Risk, Conditional Value at Risk
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5.
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Case, Karl E.
Wellesley College Cotter, John
University College Dublin Gabriel, Stuart A.
University of California, Los Angeles - Anderson School of Management
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04 Dec 09
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Last Revised:
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22 Apr 11
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188
(79,476)
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1
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asset pricing, house price returns, risk factors
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6.
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Cotter, John
University College Dublin
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188
(79,476)
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7.
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Cotter, John
University College Dublin Blake, David P.
City University London - Cass Business School - The Pensions Institute Dowd, Kevin
Nottingham University Business School (NUBS)
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175
(85,082)
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3
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8.
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Cotter, John
University College Dublin Dowd, Kevin
Nottingham University Business School (NUBS)
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174
(85,563)
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spectral risk measures, risk aversion functions, exponential utility
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9.
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Cotter, John
University College Dublin
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174
(85,563)
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10.
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Cotter, John
University College Dublin Dowd, Kevin
Nottingham University Business School (NUBS)
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161
(91,865)
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1
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non-parametric, futures, risk measures
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11.
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Cotter, John
University College Dublin Dowd, Kevin
Nottingham University Business School (NUBS)
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140
(103,960)
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core inflation, wavelets, trend inflation, inflation prediction
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12.
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Cotter, John
University College Dublin Dowd, Kevin
Nottingham University Business School (NUBS)
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129
(111,356)
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limit orders, market orders, seasonality
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13.
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Cotter, John
University College Dublin
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122
(116,505)
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2
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risk measures, Asian equity markets, extreme value theory
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14.
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Integration and Contagion in US Housing Markets
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Versions (3)
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Gabriel, Stuart A.
University of California, Los Angeles - Anderson School of Management Cotter, John
University College Dublin Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
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Posted:
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16 Oct 11
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Last Revised:
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19 Mar 12
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120
(118,116)
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Cotter, John
University College Dublin Gabriel, Stuart A.
University of California, Los Angeles - Anderson School of Management Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
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30
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integration, correlation, contagion, house price returns
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Cotter, John
University College Dublin Gabriel, Stuart A.
University of California, Los Angeles - Anderson School of Management Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
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20 Oct 11
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Last Revised:
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16 Dec 11
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69
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integration, correlation, contagion, house price returns
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Gabriel, Stuart A.
University of California, Los Angeles - Anderson School of Management Cotter, John
University College Dublin Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
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21
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integration, correlation, contagion, house price returns
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15.
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Cotter, John
University College Dublin Longin, Francois M.
ESSEC Business School - Finance Department
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116
(121,311)
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1
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clearinghouse, extreme value theory, futures markets, high-frequency data, intraday
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16.
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Cotter, John
University College Dublin Dowd, Kevin
Nottingham University Business School (NUBS)
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115
(122,131)
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13
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Spectral risk measures, Expected Shortfall, Value at Risk, GARCH
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17.
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Cotter, John
University College Dublin Dowd, Kevin
Nottingham University Business School (NUBS)
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114
(122,943)
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Value at Risk, Expected Shortfall, Spectral Risk Measures, Moments
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18.
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Cotter, John
University College Dublin Hanly, Jim
Dublin Institute of Technology
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104
(131,633)
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1
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Hedging Performance, Asymmetry, Downside Risk, Value at Risk, Conditional
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19.
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Cotter, John
University College Dublin Dowd, Kevin
Nottingham University Business School (NUBS)
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98
(137,138)
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17
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Spectral risk measures, Expected Shortfall, Value at Risk, Extreme Value
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20.
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Cotter, John
University College Dublin
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94
(141,051)
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2
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Long Memory, APARCH, High Frequency Futures
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21.
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Cotter, John
University College Dublin
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91
(144,128)
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4
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risk estimation, extreme value theory, fat-tailed equity returns
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22.
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Cotter, John
University College Dublin Stevenson, Simon
City University London - Sir John Cass Business School
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81
(155,199)
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1
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23.
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Cotter, John
University College Dublin Bredin, Don
University College Dublin
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81
(155,199)
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Exports, Volatility, Real & Nominal effects
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24.
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Cotter, John
University College Dublin
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78
(158,827)
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extreme returns, extreme value theory
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25.
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Cotter, John
University College Dublin
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71
(168,040)
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1
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26.
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Cotter, John
University College Dublin Dowd, Kevin
Nottingham University Business School (NUBS)
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71
(168,040)
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1
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limit orders, market orders, tail risks
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27.
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Conlon, Thomas
University College Dublin Cotter, John
University College Dublin Gencay, Ramazan
Simon Fraser University
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67
(173,545)
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commodity markets, futures hedging, risk aversion, hedging horizon, wavelet analysis, selective hedging
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28.
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Dowd, Kevin
Nottingham University Business School (NUBS) Cotter, John
University College Dublin Humphrey, Christopher
University of Manchester - Division of Accounting and Finance Woods, Margaret
Aston Business School
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67
(173,545)
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1
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risk
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29.
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Cotter, John
University College Dublin
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66
(174,931)
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5
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Value at Risk, extreme value theory, GARCH filter, conditional risk
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30.
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Cotter, John
University College Dublin Dowd, Kevin
Nottingham University Business School (NUBS) Morgan, C. Wyn
University of Nottingham
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64
(177,820)
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Agricultural financial risk, Spectral risk measures, Expected Shortfall
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31.
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Modeling Long Memory in Reits
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Versions (2)
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Cotter, John
University College Dublin Stevenson, Simon
City University London - Sir John Cass Business School
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Posted:
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22 Jun 07
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Last Revised:
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22 Aug 08
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60
(183,895)
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2
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Cotter, John
University College Dublin Stevenson, Simon
City University London - Sir John Cass Business School
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2
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2
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Cotter, John
University College Dublin Stevenson, Simon
City University London - Sir John Cass Business School
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58
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32.
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Cotter, John
University College Dublin Hanly, Jim
Dublin Institute of Technology
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59
(185,412)
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1
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Hedging Effectiveness, Scaling, Volatility Modelling, Forecasting
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33.
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Cotter, John
University College Dublin
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59
(185,412)
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34.
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Cotter, John
University College Dublin Hanly, Jim
Dublin Institute of Technology
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58
(188,656)
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Energy, Hedging, Risk Management, Risk Aversion, Forecasting
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35.
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Cotter, John
University College Dublin
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58
(187,005)
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4
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36.
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Conlon, Thomas
University College Dublin Cotter, John
University College Dublin
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54
(193,643)
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37.
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Dowd, Kevin
Nottingham University Business School (NUBS) Cotter, John
University College Dublin Sorwar, Ghulam
Nottingham University Business School
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51
(198,748)
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4
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coherent risk measures, spectral risk measures, exponential utility
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38.
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Cotter, John
University College Dublin
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44
(211,811)
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5
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equity market linkages, return and volatility spillovers, dual trading.
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39.
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Can Metropolitan Housing Risk Be Diversified? A Cautionary Tale from the Recent Boom and Bust
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Show Abstracts |
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Versions (2)
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Export Bibliographic Info |
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Cotter, John
University College Dublin Gabriel, Stuart A.
University of California, Los Angeles - Anderson School of Management Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
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Posted:
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12 Jul 12
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Last Revised:
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02 Aug 12
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39
(221,995)
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Cotter, John
University College Dublin Gabriel, Stuart A.
University of California, Los Angeles - Anderson School of Management Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
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10
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integration, correlation, contagion, house price returns
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Cotter, John
University College Dublin Gabriel, Stuart A.
University of California, Los Angeles - Anderson School of Management Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
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| Posted: |
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12 Jul 12
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Last Revised:
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20 Jul 12
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29
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integration, correlation, contagion, house price returns
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40.
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Cotter, John
University College Dublin
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39
(221,995)
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4
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Extreme Value Theory, Tail Behaviour, GARCH, The Euro
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41.
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Volatility and Irish Exports
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Show Abstracts |
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Versions (2)
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Bredin, Don
University College Dublin Cotter, John
University College Dublin
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Posted:
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25 Jun 07
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Last Revised:
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19 Nov 08
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38
(224,129)
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Bredin, Don
University College Dublin Cotter, John
University College Dublin
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2
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Bredin, Don
University College Dublin Cotter, John
University College Dublin
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36
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Exports, risk measurement, distributed lags
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42.
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Cotter, John
University College Dublin
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35
(230,915)
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Scaling, Value at Risk, extreme value theory, conditional risk
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43.
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Conlon, Thomas
University College Dublin Cotter, John
University College Dublin
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29
(246,109)
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energy hedging, futures hedging, wavelet transform, hedging horizon, downside risk
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44.
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Cotter, John
University College Dublin Stevenson, Simon
University College Dublin (UCD) - Michael Smurfit Graduate School of Business
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Multivariate GARCH, volatility modeling, REITs
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