researcher

Thomas Conlon

Associate Professor

School of Business
S311
UCD Graduate School of Business
Carysfort Avenue
Blackrock
Co. Dublin

Tel: 0035317168909
Email: conlon.thomas@ucd.ie

Biography

Dr. Thomas Conlon is Associate Professor of Banking and Finance in the UCD School of Business.  Previously, he worked within asset management and as a consultant in the area of financial services.   He obtained his PhD and MSc from Dublin City University and undergraduate degree from Trinity College Dublin.

His main research interests are in banking, risk management and asset pricing.  In particular, he is interested in the impact of investor horizon on investment strategy, risk management and banking stability.  Recent Research has been published in journals such as the European Journal of Operational Research, the Journal of Financial Stability, the European Journal of Finance and the Journal of Futures Markets.    He has been a visiting researcher at Simon Fraser University, Canada, supported by a Dobbin Scholarship.   He was the recipient of a New Horizons Research grant from the Irish Research Council (2015).   

Thomas is Director of the UCD Centre for Financial Markets and Academic Director for the MSc Aviation Finance.  He has lectured in corporate finance, financial econometrics and quantitative methods at undergraduate, MSc and MBA levels.   Thomas was the recipient of a UCD School of Business award for Excellence in Teaching (2017).

Professional

               

Education

Year 2009 Institution: Dublin City University (DCU), IRL
Qualification: PhD Subject:
Year 2003 Institution: Dublin City University (DCU), IRL
Qualification: MSc Subject:
Year 2001 Institution: Trinity College Dublin
Qualification: BA (Mod) Subject:
         

Publications

 

Book Chapters

Conlon, T., Cotter, J. (2016) 'Euro area bank resolution and bail-in: Intervention, triggers and writedowns' In: Castaneda, J.E., Mayes, D.G., Wood, G (eds). European Banking Union. Oxfordshire: Routledge. , pp.78-99 [Details]
 

Peer Reviewed Journals

Conlon, T.; Carroll, R.; Cotter, J.; Salvador, E. (2017) 'Asset Allocation with Correlation: A Composite Trade-Off'. European Journal of Operational Research, 262 (3):1164-1180. [DOI] [Details]
Conlon, T., Lucey, B., Uddin, G.S. (2017) 'Is Gold a Hedge against Inflation? A Wavelet Time-Scale Perspective'. Review of Quantitative Finance and Accounting, Forthcoming . [Details]
Bredin, D., Conlon, T. and Poti, V. (2017) 'The Price of Shelter - Downside Risk Reduction with Precious Metals'. International Review of Financial Analysis, 49 (1):48-58. Available Online [Details]
Conlon, Thomas; Cotter, John; Gencay, Ramazan (2016) 'Commodity Futures Hedging, Risk Aversion and the Hedging Horizon'. European Journal of Finance, 22 (15):1534-1560. [DOI] [Details]
Bredin, Don; Conlon, Thomas; Potì, Valerio (2015) 'Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon'. International Review of Financial Analysis, 41 :320-328. Available Online [DOI] [Details]
Conlon,Thomas; Cotter, John (2014) 'Anatomy of a bail-in'. Journal of Financial Stability, 15 :257-263. [DOI] [Details]
Conlon, Thomas; Cotter, John (2013) 'Downside Risk and the Energy Hedger's Horizon'. Energy Economics, 36 :371-379. [DOI] [Details]
Conlon, Thomas; Cotter, John (2012) 'An empirical analysis of dynamic multiscale hedging using wavelet decomposition'. Journal of Futures Markets, 32 (3):272-299. [Details]
Conlon,Thomas; Ruskin, Heather J.; Crane, Martin (2009) 'Cross-correlation dynamics in financial time series'. Physica A, 388 (5):705-714. [Details]
Conlon, Thomas; Ruskin, Heather J.; Crane, Martin (2009) 'Multiscaled Cross-Correlation Dynamics in Financial Time Series'. Advances in Complex Systems, 12 (4-5):439-454. [Details]
Conlon, Thomas; Ruskin, Heather J.; Crane, Martin (2009) 'Seizure characterisation using frequency-dependent multivariate dynamics'. Computers in Biology and Medicine, 39 (9):760-767. [Details]
Conlon, Thomas; Crane, Martin; Ruskin, Heather J. (2008) 'Wavelet multiscale analysis for Hedge Funds: Scaling and strategies'. Physica A, 387 (21):5197-5204. [Details]
Conlon, Thomas; Ruskin, Heather J.; Crane, Martin (2007) 'Random Matrix Theory and Fund of Funds Portfolio Optimisation'. Physica A, 382 (2):565-576. [Details]
                                                                                                                                           

Research

Research Interests

Current Research and Working Papers are available online:  SSRN Working Papers 

Research Projects

Sponsor : Irish Research Council (IRC)
Title : Operational risk and European banking
Start Date / End Date : 01-NOV-15 / 01-FEB-17
Sponsor : University College Dublin (UCD)
Title : What is the information content of extreme divident events at financial institutions
Start Date / End Date : 01-NOV-15 / 31-OCT-17
Sponsor : University College Dublin (UCD)
Title : Time Varying Systematic and Idiosyncratic Risk Exposures of Airlines
Start Date / End Date : 09-DEC-16 / 08-DEC-18
Sponsor : University College Dublin (UCD)
Title : Biofuel Hedging
Start Date / End Date : 05-APR-13 / 31-DEC-14
Sponsor : University College Dublin (UCD)
Title : Capital Adequacy and Banking Risk
Start Date / End Date : 01-APR-14 / 30-SEP-15
   

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