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

25

DOWNLOADS
Rank 13,591

SSRN RANKINGS

Top 13,591

in Total Papers Downloads

3,545

SSRN CITATIONS
Rank 29,208

SSRN RANKINGS

Top 29,208

in Total Papers Citations

15

CROSSREF CITATIONS

7

Scholarly Papers (25)

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 587 (45,606)

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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 486 (58,013)
Citation 1

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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 332 (91,013)
Citation 7

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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 303 (100,575)
Citation 3

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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 240 (128,506)

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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 176 (172,005)

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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 133 (217,368)
Citation 5

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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 129 (222,633)

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Cross-Correlation, Eigenspectrum Analysis

9.

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 120 (235,057)
Citation 3

Abstract:

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International Diversification, International Finance, Long-Run, Correlation

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: 61 Posted: 09 May 2018
Thomas Conlon, John Cotter and Philip Molyneux
University College Dublin, University College Dublin and University of Sharjah - College of Business Administration
Downloads 85 (299,269)

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

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

Number of pages: 60 Posted: 01 Mar 2018
Thomas Conlon, John Cotter and Philip Molyneux
University College Dublin, University College Dublin and University of Sharjah - College of Business Administration
Downloads 30 (483,849)

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

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 115 (242,573)

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

12.

The Price of Shelter - Downside Risk Reduction with Precious Metals

Number of pages: 34 Posted: 05 Apr 2016 Last Revised: 21 Feb 2017
Don Bredin, Thomas Conlon and Valerio Potì
University College Dublin (UCD) - Department of Banking & Finance, University College Dublin and University College Dublin
Downloads 112 (247,101)
Citation 2

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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 102 (263,859)

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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 84 (298,817)

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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 84 (298,817)

Abstract:

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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 (310,022)

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

17.

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 63 (351,076)
Citation 1

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

18.

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 59 (362,746)

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Corporate Hedging, Derivatives, Firm Value, Meta Analysis

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 58 (365,772)

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20.

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 44 (412,836)

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

21.

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 40 (428,003)

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characteristic factors, macroeconomic fundamentals, variance decomposition, quantile regression

22.

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 37 (440,367)
Citation 1

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Scaling, Cross-Correlation, Wavelets, Hedge Funds

23.

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 22 (514,836)

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Blockchain, Bitcoin, Gambling, Lottery

24.

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 14 (562,278)

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bank regulation, financial stability, regulatory model, systemic risk

25.

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 11 (581,073)

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