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 volatilityJ Cotter, S StevensonThe Journal of Real Estate Finance and Economics 32 (3), 305-325, 20061862006
2-) Extreme spectral risk measures: an application to futures clearinghouse margin requirementsJ Cotter, K DowdJournal of Banking & Finance 30 (12), 3469-3485, 20061492006
3-) Margin exceedences for European stock index futures using extreme value theoryJ CotterJournal of Banking & Finance 25 (8), 1475-1502, 20011272001
4-) Spectral risk measures: properties and limitationsK Dowd, J Cotter, G SorwarJournal of Financial Services Research 34, 61-75, 20081282008
5-) Green bonds and other assets: Evidence from extreme risk transmissionMA Naeem, T Conlon, J CotterJournal of Environmental Management 305, 114358, 20221142022