Thomas Conlon

University College Dublin

Associate Professor of Banking and Finance

Smurfit Graduate Business School

Blackrock

Co. Dublin, n/a

Ireland

http://www.ucd.ie/bankingfinance/staff/drthomasconlon/

SCHOLARLY PAPERS

26

DOWNLOADS
Rank 13,617

SSRN RANKINGS

Top 13,617

in Total Papers Downloads

3,706

SSRN CITATIONS
Rank 21,392

SSRN RANKINGS

Top 21,392

in Total Papers Citations

30

CROSSREF CITATIONS

8

Scholarly Papers (26)

1.

Is Gold a Hedge Against Inflation? A Wavelet Time-Scale Perspective

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 57 Posted: 10 Oct 2015 Last Revised: 07 Oct 2017
Thomas Conlon, Brian M. Lucey and Gazi Salah Uddin
University College Dublin, Trinity Business School, Trinity College Dublin and Linkoping University - Department of Management and Engineering Division
Downloads 594 (47,117)

Abstract:

Loading...

Gold, Realized Inflation, Unexpected Inflation, Holding Period

2.

Anatomy of a Bail-In

Journal of Financial Stability, Vol. 15, 2014
Number of pages: 26 Posted: 16 Jul 2013 Last Revised: 10 Dec 2014
Thomas Conlon and John Cotter
University College Dublin and University College Dublin
Downloads 499 (58,709)
Citation 3

Abstract:

Loading...

Bank Resolution, Bail-In, European Bank Failure, Global Financial Crisis, Impairment Charges

3.

Does Gold Glitter in the Long-Run? Gold as a Hedge and Safe Haven Across Time and Investment Horizon

International Review of Financial Analysis, Vol. 41, 2015
Number of pages: 50 Posted: 21 Aug 2014 Last Revised: 31 Mar 2016
Don Bredin, Thomas Conlon and Valerio Potì
University College Dublin (UCD) - Department of Banking & Finance, University College Dublin and University College Dublin
Downloads 340 (92,561)
Citation 8

Abstract:

Loading...

Downside Risk, Gold, Hedge, Horizon, Safe Haven, Wavelet Analysis

4.

Eurozone Bank Resolution and Bail-In -- Intervention, Triggers and Writedowns

Number of pages: 33 Posted: 14 Jan 2015
Thomas Conlon and John Cotter
University College Dublin and University College Dublin
Downloads 307 (103,596)
Citation 3

Abstract:

Loading...

Bail-In, Global Financial Crisis, Recapitalization, Triggers, Writedowns

5.

Asset Allocation with Correlation: A Composite Trade-Off

European Journal of Operational Research, Forthcoming
Number of pages: 40 Posted: 08 Apr 2017
Trinity College (Dublin), University College Dublin, University College Dublin and Universitat Jaume I - Department of Finance and Accounting
Downloads 249 (129,327)
Citation 2

Abstract:

Loading...

Decision Analysis, Optimization, Asset Allocation, Dynamic Correlation, Rebalancing & Transaction Costs

6.

Credit Default Swaps as Indicators of Bank Financial Distress

Journal of International Money and Finance, Vol. 94, pp. 132-139, 2019
Number of pages: 41 Posted: 06 Dec 2015 Last Revised: 14 Apr 2019
Davide E. Avino, Thomas Conlon and John Cotter
University of Liverpool, University College Dublin and University College Dublin
Downloads 179 (176,604)
Citation 2

Abstract:

Loading...

Bank Failure, Market Discipline, Credit Default Swap, CDS

7.

Commodity Futures Hedging, Risk Aversion and the Hedging Horizon

European Journal of Finance (Forthcoming)
Number of pages: 37 Posted: 13 Sep 2012 Last Revised: 07 Jan 2015
Thomas Conlon, John Cotter and Ramazan Gencay
University College Dublin, University College Dublin and Simon Fraser University
Downloads 138 (219,818)
Citation 5

Abstract:

Loading...

commodity markets, futures hedging, risk aversion, hedging horizon, wavelet analysis, selective hedging

8.

Cross-Correlation Dynamics in Financial Time Series

Number of pages: 17 Posted: 11 Jan 2013
Thomas Conlon, Heather Ruskin and Martin Crane
University College Dublin, Dublin City University and Dublin City University
Downloads 131 (229,009)

Abstract:

Loading...

Cross-Correlation, Eigenspectrum Analysis

Beyond Common Equity: The Influence of Secondary Capital on Bank Insolvency Risk

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-4
Number of pages: 60 Posted: 09 May 2018 Last Revised: 10 Feb 2020
Thomas Conlon, John Cotter and Philip Molyneux
University College Dublin, University College Dublin and University of Sharjah - College of Business Administration
Downloads 94 (291,859)

Abstract:

Loading...

Regulatory Capital, Bank Risk, Regulatory Capital Arbitrage, Tier 1, Tier 2

Beyond Common Equity: The Influence of Secondary Capital on Bank Insolvency Risk

Journal of Financial Stability, 2020
Number of pages: 60 Posted: 01 Mar 2018 Last Revised: 10 Feb 2020
Thomas Conlon, John Cotter and Philip Molyneux
University College Dublin, University College Dublin and University of Sharjah - College of Business Administration
Downloads 31 (497,530)

Abstract:

Loading...

Regulatory Capital, Bank Risk, Regulatory Capital Arbitrage, Tier 1, Tier 2

10.

Long-Run International Diversification

Number of pages: 57 Posted: 05 Mar 2015 Last Revised: 20 Sep 2016
Thomas Conlon, John Cotter and Ramazan Gencay
University College Dublin, University College Dublin and Simon Fraser University
Downloads 123 (240,210)
Citation 3

Abstract:

Loading...

International Diversification, International Finance, Long-Run, Correlation

11.

Co-Skewness Across Return Horizons

Number of pages: 40 Posted: 07 Jan 2016 Last Revised: 25 Jul 2019
Thomas Conlon, John Cotter and Chenglu Jin
University College Dublin, University College Dublin and University College Dublin (UCD) - UCD School of Business
Downloads 118 (247,837)

Abstract:

Loading...

Co-Skewness, The Horizon Effect, Intertemporal Correlation, Asset Pricing

12.

The Price of Shelter - Downside Risk Reduction with Precious Metals

International Review of Financial Analysis, 2007, 49, 48-58
Number of pages: 34 Posted: 05 Apr 2016 Last Revised: 20 Feb 2020
Don Bredin, Thomas Conlon and Valerio Potì
University College Dublin (UCD) - Department of Banking & Finance, University College Dublin and University College Dublin
Downloads 114 (253,940)
Citation 2

Abstract:

Loading...

Downside Risk, Precious Metals, Horizon, Safe Haven, Value-at-Risk

13.

Predictability and Good Deals in Emerging and Developed Currency Markets: The Role of Spot vs. Forward Speculation

Number of pages: 53 Posted: 12 Jun 2018
Richard M. Levich, Thomas Conlon and Valerio Potì
New York University (NYU) - Department of Finance, University College Dublin and University College Dublin
Downloads 106 (267,292)

Abstract:

Loading...

Predictability, Foreign Exchange, Filter Rules, Market Efficiency

14.

Long-Run Wavelet-Based Correlation for Financial Time Series

European Journal of Operational Research - Forthcoming , Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-7
Number of pages: 41 Posted: 14 Jun 2018 Last Revised: 19 Sep 2018
Thomas Conlon, John Cotter and Ramazan Gencay
University College Dublin, University College Dublin and Simon Fraser University
Downloads 89 (299,849)

Abstract:

Loading...

Decision Analysis; Long-Run; Correlation; Wavelet; Portfolio Analysis

15.

An Empirical Analysis of Dynamic Multiscale Hedging Using Wavelet Decomposition

Journal of Futures Markets, 32 (3):272-299
Number of pages: 28 Posted: 10 Feb 2011 Last Revised: 10 Dec 2014
Thomas Conlon and John Cotter
University College Dublin and University College Dublin
Downloads 85 (308,605)
Citation 2

Abstract:

Loading...

16.

Energy Commodities Revealed through Hedging Characteristics: Evidence from Developing and Mature Markets

Number of pages: 40 Posted: 04 Sep 2015 Last Revised: 18 Dec 2015
Simon Spencer, Don Bredin and Thomas Conlon
University College Dublin (UCD) - Department of Banking & Finance, University College Dublin (UCD) - Department of Banking & Finance and University College Dublin
Downloads 79 (322,439)

Abstract:

Loading...

Hedging, Corn, Ethanol, Renewable Fuel Standard, data set choice, model choice, 2013 corn harvest

17.

Does Corporate Hedging Enhance Shareholder Value? A Meta-Analysis

International Review of Financial Analysis, Forthcoming, Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 19-4
Number of pages: 35 Posted: 19 Dec 2018 Last Revised: 21 Feb 2019
Wolfgang Bessler, Thomas Conlon and Xing Huan
Justus-Liebig-University Giessen, University College Dublin and University of Warwick - Accounting Group
Downloads 69 (347,932)
Citation 2

Abstract:

Loading...

Corporate Hedging, Derivatives, Firm Value, Meta Analysis

18.

Downside Risk and the Energy Hedger's Horizon

Energy Economics, Vol. 36, 2013
Number of pages: 27 Posted: 13 Sep 2012 Last Revised: 05 Nov 2014
Thomas Conlon and John Cotter
University College Dublin and University College Dublin
Downloads 64 (362,074)
Citation 2

Abstract:

Loading...

energy hedging, futures hedging, wavelet transform, hedging horizon, downside risk

19.

Measuring Excess-Predictability of Asset Returns and Market Efficiency over Time

Number of pages: 14 Posted: 02 Jan 2019
Richard M. Levich, Thomas Conlon and Valerio Potì
New York University (NYU) - Department of Finance, University College Dublin and University College Dublin
Downloads 59 (377,198)

Abstract:

Loading...

20.

Fundamental Factor Models and Macroeconomic Risks - An Orthogonal Decomposition

Number of pages: 51 Posted: 17 Jul 2019
University of Minho, Justus-Liebig-University Giessen and University College Dublin
Downloads 55 (390,140)

Abstract:

Loading...

characteristic factors, macroeconomic fundamentals, variance decomposition, quantile regression

21.

What Drives the Profitability of Momentum Strategies?

Number of pages: 36 Posted: 02 Feb 2017 Last Revised: 18 Sep 2017
Thomas Conlon, Richard M. Levich and Valerio Potì
University College Dublin, New York University (NYU) - Department of Finance and University College Dublin
Downloads 46 (421,512)

Abstract:

Loading...

Predictability, Momentum, Reversal, Horizon, Safe Havens, Market Efficiency

22.

Safe Haven or Risky Hazard? Bitcoin during the COVID-19 Bear Market

Number of pages: 11 Posted: 27 Mar 2020
Thomas Conlon and Richard McGee
University College Dublin and Smurfit Business School
Downloads 38 (470,750)

Abstract:

Loading...

Bitcoin; Safe Haven; Downside Risk; COVID-19

23.

Wavelet Multiscale Analysis for Hedge Funds: Scaling and Strategies

Number of pages: 13 Posted: 29 Aug 2017
Thomas Conlon, Martin Crane and Heather Ruskin
University College Dublin, Dublin City University and Dublin City University
Downloads 38 (453,386)
Citation 1

Abstract:

Loading...

Scaling, Cross-Correlation, Wavelets, Hedge Funds

24.

Betting on Bitcoin: Does Gambling Volume on the Blockchain Explain Bitcoin Price Changes?

Number of pages: 10 Posted: 05 Aug 2019
Thomas Conlon and Richard McGee
University College Dublin and Smurfit Business School
Downloads 29 (495,016)
Citation 1

Abstract:

Loading...

Blockchain, Bitcoin, Gambling, Lottery

25.

Scaling the Twin Peaks: Systemic Risk and Dual Regulation

Economics Letters, 2019
Number of pages: 14 Posted: 29 Mar 2019 Last Revised: 01 May 2019
Thomas Conlon and Xing Huan
University College Dublin and University of Warwick - Accounting Group
Downloads 17 (565,608)

Abstract:

Loading...

bank regulation, financial stability, regulatory model, systemic risk

26.

Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks

Journal of Common Market Studies, Forthcoming
Number of pages: 30 Posted: 02 Jan 2019
Thomas Conlon and John Cotter
University College Dublin and University College Dublin
Downloads 15 (578,140)

Abstract:

Loading...

Resolution Planning; Bail-In; Bank Failure; Bank Subsidiaries