Multivariate modeling of daily REIT volatility J Cotter, S Stevenson The Journal of Real Estate Finance and Economics 32, 305-325, 2006 | 206 | 2006 |
Extreme spectral risk measures: an application to futures clearinghouse margin requirements J Cotter, K Dowd Journal of Banking & Finance 30 (12), 3469-3485, 2006 | 172 | 2006 |
Margin exceedences for European stock index futures using extreme value theory J Cotter Journal of Banking & Finance 25 (8), 1475-1502, 2001 | 131 | 2001 |
Spectral risk measures: properties and limitations K Dowd, J Cotter, G Sorwar Journal of Financial Services Research 34, 61-75, 2008 | 128 | 2008 |
Reevaluating hedging performance J Cotter, J Hanly Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006 | 112 | 2006 |
Green bonds and other assets: Evidence from extreme risk transmission MA Naeem, T Conlon, J Cotter Journal of Environmental Management 305, 114358, 2022 | 109 | 2022 |
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 | 88 | 2015 |
Anatomy of a bail-in T Conlon, J Cotter Journal of Financial Stability 15, 257-263, 2014 | 87 | 2014 |
How unlucky is 25-sigma? K Dowd, J Cotter, C Humphrey, M Woods arXiv preprint arXiv:1103.5672, 2011 | 78 | 2011 |
Commodity futures hedging, risk aversion and the hedging horizon T Conlon, J Cotter, R Gençay The European Journal of Finance 22 (15), 1534-1560, 2016 | 77 | 2016 |
An empirical analysis of dynamic multiscale hedging using wavelet decomposition T Conlon, J Cotter Journal of Futures Markets 32 (3), 272-299, 2012 | 77 | 2012 |
Modeling long memory in REITs J Cotter, S Stevenson Real Estate Economics 36 (3), 533-554, 2008 | 76 | 2008 |
Housing risk and return: Evidence from a housing asset-pricing model K Case, J Cotter, S Gabriel arXiv preprint arXiv:1103.5971, 2011 | 75 | 2011 |
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 | 68 | 2011 |
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 | 59 | 2014 |
Hedging effectiveness under conditions of asymmetry J Cotter, J Hanly The european Journal of finance 18 (2), 135-147, 2012 | 56 | 2012 |
Varying the VaR for unconditional and conditional environments J Cotter Journal of International Money and Finance 26 (8), 1338-1354, 2007 | 56 | 2007 |
Extreme measures of agricultural financial risk W Morgan, J Cotter, K Dowd Journal of Agricultural Economics 63 (1), 65-82, 2012 | 55 | 2012 |
Uncovering volatility dynamics in daily REIT returns J Cotter, S Stevenson Journal of Real Estate Portfolio Management 13 (2), 119-128, 2007 | 53 | 2007 |
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 | 49 | 2015 |