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Author

John Cotter

Observed names: Cotter, John, JOHN COTTER, cotter, john
ORCID: 0000-0001-7290-8606
Observed ORCID: 0000-0001-7290-8606
OpenAlex ID: A5022386192
Green bonds and other assets: Evidence from extreme risk transmission
2021 · Muhammad Abubakr Naeem, Thomas Conlon, et al. · Journal of Environmental Management · 182
Multivariate Modeling of Daily REIT Volatility
2006 · John Cotter, Simon Stevenson · The Journal of Real Estate Finance and Economics · 182
Extreme spectral risk measures: An application to futures clearinghouse margin requirements
2006 · John Cotter, Kevin Dowd · Journal of Banking & Finance · 123
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Anatomy of a bail-in
2014 · Thomas Conlon, John Cotter · Journal of Financial Stability · 102
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Spectral Risk Measures: Properties and Limitations
2008 · Kevin Dowd, John Cotter, et al. · Journal of Financial Services Research · 101
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Margin exceedences for European stock index futures using extreme value theory
2001 · John Cotter · Journal of Banking & Finance · 92
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Reevaluating hedging performance
2006 · John Cotter, Jim Hanly · Journal of Futures Markets · 77
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Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust
2014 · John Cotter, Stuart Gabriel, et al. · Review of Financial Studies · 69
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Commodity futures hedging, risk aversion and the hedging horizon
2015 · Thomas Conlon, John Cotter, et al. · European Journal of Finance · 62
Modeling Long Memory in REITs
2008 · John Cotter, Simon Stevenson · Real Estate Economics · 62
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An empirical analysis of dynamic multiscale hedging using wavelet decomposition
2011 · Thomas Conlon, John Cotter · Journal of Futures Markets · 58
Macro-Financial Spillovers
2017 · John Cotter, Mark Hallam, et al. · Journal of International Money and Finance · 52
Sovereign and bank CDS spreads: Two sides of the same coin?
2014 · Davide Avino, John Cotter · Journal of International Financial Markets Institutions and Money · 45
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Downside risk and the energy hedger's horizon
2012 · Thomas Conlon, John Cotter · Energy Economics · 45
Housing Risk and Return: Evidence from a HousingAsset-Pricing Model
2011 · Karl Case, John Cotter, et al. · The Journal of Portfolio Management · 43
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A Comparative Anatomy of Residential REITs and Private Real Estate Markets: Returns, Risks and Distributional Characteristics
2014 · John Cotter, Richard Roll · Real Estate Economics · 41
Varying the VaR for unconditional and conditional environments
2007 · John Cotter · Journal of International Money and Finance · 41
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Uncovering Volatility Dynamics in Daily REIT Returns
2007 · John Cotter, Simon Stevenson · Journal of Real Estate Portfolio Management · 41
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Hedging Effectiveness Under Conditions of Asymmetry
2006 · John Cotter, Jim Hanly · European Journal of Finance · 41
Long-Run Wavelet-Based Correlation for Financial Time Series
2018 · Thomas Conlon, John Cotter, et al. · European Journal of Operational Research · 39
Asset allocation with correlation: A composite trade-off
2017 · Rachael Carroll, Thomas Conlon, et al. · European Journal of Operational Research · 39
Time-varying risk aversion: An application to energy hedging
2009 · John Cotter, Jim Hanly · Energy Economics · 39
A utility based approach to energy hedging
2011 · John Cotter, Jim Hanly · Energy Economics · 33
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Extreme Measures of Agricultural Financial Risk
2011 · Wyn Morgan, John Cotter, et al. · Journal of Agricultural Economics · 32
Uncovering long memory in high frequency UK futures
2005 · John Cotter · European Journal of Finance · 32
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Works count: 164
Citation count: 2,449
H-index: 28
I10-index: 51
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