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john cotter
john cotter
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Title
Cited by
Cited by
Year
Multivariate modeling of daily REIT volatility
J Cotter, S Stevenson
The Journal of Real Estate Finance and Economics 32, 305-325, 2006
1982006
Extreme spectral risk measures: an application to futures clearinghouse margin requirements
J Cotter, K Dowd
Journal of Banking & Finance 30 (12), 3469-3485, 2006
1632006
Margin exceedences for European stock index futures using extreme value theory
J Cotter
Journal of Banking & Finance 25 (8), 1475-1502, 2001
1262001
Spectral risk measures: properties and limitations
K Dowd, J Cotter, G Sorwar
Journal of Financial Services Research 34, 61-75, 2008
1242008
Reevaluating hedging performance
J Cotter, J Hanly
Journal of Futures Markets: Futures, Options, and Other Derivative Productsá…, 2006
1112006
Anatomy of a bail-in
T Conlon, J Cotter
Journal of Financial Stability 15, 257-263, 2014
842014
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, 2015
832015
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
772016
Green bonds and other assets: Evidence from extreme risk transmission
MA Naeem, T Conlon, J Cotter
Journal of Environmental Management 305, 114358, 2022
762022
An empirical analysis of dynamic multiscale hedging using wavelet decomposition
T Conlon, J Cotter
Journal of Futures Markets 32 (3), 272-299, 2012
762012
How unlucky is 25-sigma?
K Dowd, J Cotter, C Humphrey, M Woods
arXiv preprint arXiv:1103.5672, 2011
762011
Housing risk and return: Evidence from a housing asset-pricing model
K Case, J Cotter, S Gabriel
arXiv preprint arXiv:1103.5971, 2011
752011
Modeling long memory in REITs
J Cotter, S Stevenson
Real Estate Economics 36 (3), 533-554, 2008
732008
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
652011
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
592014
Hedging effectiveness under conditions of asymmetry
J Cotter, J Hanly
The european Journal of finance 18 (2), 135-147, 2012
562012
Varying the VaR for unconditional and conditional environments
J Cotter
Journal of International Money and Finance 26 (8), 1338-1354, 2007
542007
Extreme measures of agricultural financial risk
W Morgan, J Cotter, K Dowd
Journal of Agricultural Economics 63 (1), 65-82, 2012
522012
Uncovering volatility dynamics in daily REIT returns
J Cotter, S Stevenson
Journal of Real Estate Portfolio Management 13 (2), 119-128, 2007
512007
A comparative anatomy of residential REITs and private real estate markets: returns, risks and distributional characteristics
J Cotter, R Roll
Real Estate Economics 43 (1), 209-240, 2015
482015
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