John Cotter

John Cotter

University College Dublin - Dublin / Ireland
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1830243
Coláiste na hOllscoile, Baile Átha Cliath
person_outline John Cotter's MOST POPULAR ARTICLES
1-) Multivariate modeling of daily REIT volatility The Journal of Real Estate Finance and Economics 32, 305-325, 2006
2-) Extreme spectral risk measures: an application to futures clearinghouse margin requirements Journal of Banking & Finance 30 (12), 3469-3485, 2006
3-) Margin exceedences for European stock index futures using extreme value theory Journal of Banking & Finance 25 (8), 1475-1502, 2001
4-) Green bonds and other assets: Evidence from extreme risk transmission Journal of Environmental Management 305, 114358, 2022
5-) Spectral risk measures: properties and limitations Journal of Financial Services Research 34, 61-75, 2008