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The demise of California reconsidered : interstate migration over the economic cycle

Gabriel, Stuart A. - In: Economic review : an annual report of the Economic … (1995), pp. 30-45

Persistent link: https://www.econbiz.de/10001191566

Credit rationing and the demand for owner-occupied housing

Rosenthal, Stuart S. - In: Journal of urban economics 30 (1991) 1, pp. 48-63

Persistent link: https://www.econbiz.de/10001163098

Modelling catastrophic risk in international equity markets : an extreme value approach

Cotter, John - In: Applied financial economics letters 2 (2006) 1, pp. 13-17

Persistent link: https://www.econbiz.de/10003301507

International equity market integration in a small open economy : Ireland january 1990 - december 2000

Cotter, John - In: International review of financial analysis 13 (2004) 5, pp. 669-685

Persistent link: https://www.econbiz.de/10002487626

Tail behaviour of the euro

Cotter, John - In: Applied economics 37 (2005) 7, pp. 827-840

Persistent link: https://www.econbiz.de/10002759640

Testing distribution models for the Irish equity market

Cotter, John - In: The economic and social review 29 (1998) 4, pp. 369-382

Persistent link: https://www.econbiz.de/10001538423

Volatility and Irish exports

Bredin, Donal; Cotter, John - In: Economic inquiry : journal of the Western Economic … 46 (2008) 4, pp. 540-560

Persistent link: https://www.econbiz.de/10003775242

Reevaluating hedging performance

Cotter, John; Hanly, Jim - In: The journal of futures markets 26 (2006) 7, pp. 677-702

Persistent link: https://www.econbiz.de/10003331429

The non-linear trade-off between return and risk : a regime-switching multi-factor framework

Cotter, John; Salvador, Enrique - 2014

Persistent link: https://www.econbiz.de/10010465672

An Empirical Analysis of Dynamic Multiscale Hedging Using Wavelet Decomposition

Conlon, Thomas - 2014

This paper investigates the hedging effectiveness of a dynamic moving window OLS hedging model, formed using wavelet decomposed time-series. The wavelet transform is applied to calculate the appropriate dynamic minimum-variance hedge ratio for various hedging horizons for a number of assets. The...

Persistent link: https://www.econbiz.de/10013068624