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John Cotter

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Biography

John Cotter is Professor in Finance and the Chair in Quantitative Finance at University College Dublin.  He is a Research Fellow at the UCLA Ziman Research Center for Real Estate.  John has previously had visiting positions at UCLA, London School of Economics, UBC and ESSEC Business School.

 

John¿s research, teaching and consultancy interests are in the areas of Volatility modelling and measuring, risk management and investment analysis with applications in equity, currency, derivative, fixed income and real estate markets.  He has taught extensively on undergraduate, graduate and executive programmes.  John has been awarded a UCD Faculty of Commerce Outstanding Educator Teaching Award. 

 

John is the founding Director of the Centre for Financial Markets at University College Dublin. He is the Director of the Financial Mathematics Computation Research Cluster (FMC2) a multi-university cross-discipline research body in Finance. John is Associate Editor of the Journal of Banking and Finance, the Journal of International Financial Markets, Institutions & Money and the European Journal of Finance.

 

John has published many professional papers including in the Review of Financial Studies, the Journal of Banking and Finance, and the Journal of International Money and Finance.  He has received many research grants including being a Principal Investigator in the Financial Mathematics Computation Research Cluster (FMC2) funded by Science Foundation Ireland. John was awarded an Outstanding Research Contribution Award at the UCD School of Business, University College Dublin.

 

John is a member of the Group of Economic Advisers for the European Securities Markets Authority (ESMA), the supra-national supervisor of European financial markets. John has consulted for many organizations both in and outside IrelandHe has also served as an expert witness in several financial cases.

Professional

Honours and Awards

Year: 2011.
Title: Outstanding Editorial Board Member for 2010 by American Real Estate and Urban Economics Association (AREUEA) for services to Real Estate Economics journal.
Year: 2008.
Title: Research Fellow for UCLA Ziman Center for Real Esatate
Year: 2008.
Title: UCLA Ziman Research Center for Real Estate grant
Year: 2008.
Title: Real Estate Research Institute grant
Year: 2009.
Title: Financial Mathematics and Computation Cluster
Year: 2008.
Title: UCLA Ziman Research Center for Real Estate grant
Year: 2009.
Title: UCLA Ziman Research Center for Real Estate grant
Year: 2009.
Title: Research Fellow at UCD Geary
Year: 2005.
Title: University College Dublin School of Business research grant
Year: 2002.
Title: Research Travel Award New York University
Year: 2003.
Title: Faculty of Commerce Research Grant
Year: 2001.
Title: Faculty of Commerce Research Grant
Year: 2001.
Title: Royal Economic Society Grant
Year: 2001.
Title: University College Dublin Presidents Research Award
Year: 2001.
Title: Euro Conference Grant
Year: 1999.
Title: CPA Grant
Year: 2000.
Title: University College Dublin Presidents Research Fund.
Year: 2000.
Title: University College Dublin Conference Travel Grant
Year: 2006.
Title: School of Business Seed Funding award
Year: 2006.
Title: Senior Research Associate to Centre for Risk and Insurance, University of Nottingham
Year: 2007.
Title: School of Business Seed Funding award

Associations

Association: American Economic Association, Function/Role: Member
Association: American Real Estate and Urban Economics Association, Function/Role: Member
Association: American Finance Association, Function/Role: Member
Association: Western Finance Association, Function/Role: programme committee for annual conference
Association: European Finance Association, Function/Role: programme committee for annual conference
Association: Financial Management Association, Function/Role: programme committee for annual conference
     

Conference Contributions

Cotter, J. & Stevenson, S.; (2004) A Multivariate Analysis of REIT Volatility. [International Refereed Conference], Second Annual Hong Kong-Singapore Research Symposium, Hong Kong , 16-AUG-04 - 17-AUG-04.
Cotter, J. & Stevenson, S.; (2004) Uncovering Volatility Dynamics in Daily REIT Returns. [International Refereed Conference], American Real Estate Society Annual Conference, Capitva Island, Florida, USA , 21-APR-04 - 24-APR-04.
Cotter, John, (Co-Authors Karl Case and Stuart Gabriel); (2010) Housing Risk and Return: New Evidence from a housing asset-pricing model. [International Refereed Conference], 2010 American Real Estate and Urban Economics Society Annual Conference, Atlanta, Georgia , 03-JAN-10 - 05-JAN-10.
Cotter, J, Co-author Jim Hanly; (2009) Time Varying Risk Aversion in the Hedging Framework: An Application to Energy Hedging. [International Refereed Conference], 2009 Annual Meeting of the Financial Management Association International, Reno, USA , 27-OCT-09 - 29-OCT-09.
Cotter, John, (Co-Author Yan Ping Zhong); (2009) Testing Model Specification for the Short-Term Interest Rate within a Value-at-Risk Framework. [International Refereed Conference], Forecasting Financial Markets Annual Conference, Luxembourg , 27-MAY-09 - 29-MAY-09.
Cotter, John, (Co-Authors Karl Case and Stuart Gabriel) ; (2009) Risk and house price returns. [International Refereed Conference], Asian Real Estate Society-American Real Estate and Urban Economics Society Joint International Conference, Los Angelus , 11-JUL-09 - 14-JUL-09.
Cotter, John, (Co-Author Yan Ping Zhong); (2009) Conditional Extreme Risk Measure Validation. [International Refereed Conference], Annual Meeting of the Financial Management Association International,, Reno, USA , 27-OCT-09 - 29-OCT-09.
Cotter, John, (Co-Author Kevin Dowd); (2009) Wavelet Based Measures of Core Inflation. [Invited Lecture], ESRC Seminar Series: Nonlinear Models in Macroeconomics,, Brunel University, UK , 07-JUL-09 - 08-JUL-09.
Cotter, John, (Co-Authors Karl Case and Stuart Gabriel), ; (2009) Housing Risk and Return: New Evidence from a housing asset-pricing model. [International Refereed Conference], Urban Economics Association (UEA) 56th Annual North American Meetings of the Regional Science Association International (RSAI), San Francisco , 25-NOV-09 - 27-NOV-09.
Cotter, John, (Co-Author Yan Ping Zhong), ; (2008) A Unifying Framework for Validating Risk Measures,. [International Refereed Conference], Annual Global Finance Association Annual Conference, China , 06-MAY-08 - 10-MAY-08.
Cotter, John, (Co-Author Yan Ping Zhong), ; (2008) A Unifying Framework for Validating Risk Measures,. [National Refereed Conference Paper], 6th INFINITI Conference on International Finance, Trinity College Dublin , 11-JUN-08 - 13-JUN-08.
Cotter, J., (Co-Author Y. Zhong); (2007) Validating Backtests of Risk Measures. [National Refereed Conference Paper], INFINITI Conference on International Finance, Trinity College Dublin , 11-JUN-07.
Cotter, J., 2006, (Co-Author K. Dowd); (2006) Spectral Risk Measures: An Application to Futures Clearinghouse Variation Margin Requirements. [National Refereed Conference Paper], *, CASS Business School, City University , 01-JAN-06.
Cotter, J., (Co-Author Y. Zhong); (2006) Validating Risk Measures. [National Refereed Conference Paper], Centre For Financial Markets Research Seminar Series, University College Dublin , 01-JAN-06.
Cotter, J.; (2006) Re-evaluating hedging effectiveness: the case of equity index and commodity oil hedging for symmetric and asymmetric distributions. [National Refereed Conference Paper], Irish Accounting and Finance Annual Conference, Dublin City University , 01-JAN-06.
Cotter, J. (Co-Author D. Bredin); (2006) The impact of foreign exchange exposure on Irish Exports. [National Refereed Conference Paper], Centre for Financial Markets, University College Dublin , 01-JAN-06.
Cotter, J. (Co-Author K. Dowd); (2006) Extreme spectral risk measures: an application to futures clearinghouse margin requirements. [International Refereed Conference], *, University of St. Andrews , 01-JAN-06.
Cotter, J., 2006, (Co-Author K. Dowd); (2006) Spectral Risk Measures: An Application to Futures Clearinghouse Variation Margin Requirements. [National Refereed Conference Paper], Centre for Financial Markets Research Seminar Series, University College Dublin , 01-JAN-06.
Cotter, J. (Co-Author D. Bredin); (2005) Foreign exchange exposure and risk management: the case of Irish Exports. [National Refereed Conference Paper], Irish Bankers Federation, * , 01-JAN-05.
Cotter, J. (Co-Author K. Dowd); (2005) Spectral Risk Measures: Properties, Measurement and Applications. [National Refereed Conference Paper], Centre For Financial Markets Research Seminar Series, University College Dublin , 01-JAN-05.
Cotter, J. (Co-Author K. Dowd); (2005) Extreme spectral risk measures: an application to futures clearing house margin requirements, Heavy tails and stable Paretian distributions in finance and macroeconomics. [International Refereed Conference], Deutsche Bundesbank Conference, Germany, Germany , 01-JAN-05.
Cotter, J., (Co-Author J. Hanly); (2005) Re-evaluating Hedging Performance. [International Refereed Conference], Global Finance Association Annual Conference Proceedings, * , 01-JAN-05.
Cotter, J., (Co-Author J. Hanly); (2005) Evaluating Hedging Performance using Downside Risk Approaches. [International Refereed Conference], Midwest Finance Association Annual Conference Proceedings, * , 01-JAN-05.
Cotter, J., (Co-Author F. Longin), ; (2005) Margin Setting With High-Frequency Data. [National Refereed Conference Paper], Irish Accounting and Finance Annual Conference Proceedings, * , 01-JAN-05.
Cotter, J., (Co-author L. Gallagher); (2005) Volatility forecasting for the Irish Equity Market. [National Refereed Conference Paper], Irish Economic Association Annual Conference, Kilkenny , 06-MAY-05.
Cotter, J. (Co-Author D. Bredin); (2005) Foreign exchange volatility and risk management: the case of Irish Exports. [National Refereed Conference Paper], Institute of International Trade in Ireland/Irish Exporters Association, * , 01-JAN-05.
Cotter, J., (Co-Author J. Hanly); (2005) Re-evaluating Hedging Performance. [National Refereed Conference Paper], Centre For Financial Markets Research Seminar Series, University College Dublin , 01-JAN-05.
Cotter, J., (Co-Author Y.. Zhong); (2005) Risk measurement and modelling. [National Refereed Conference Paper], Centre For Financial Markets Research Seminar Series, University College Dublin , 01-JAN-05.
Cotter, J., (Co-Author J. Hanly); (2005) Hedging and risk aversion constraints. [National Refereed Conference Paper], Centre For Financial Markets Research Seminar Series, University College Dublin , 01-JAN-05.
Cotter, J., (Co-Author D. Bredin); (2004) Volatility and Irish Trade. [National Refereed Conference Paper], Centre For Financial Markets Research Seminar Series, University College Dublin , 01-JAN-04.
Cotter, J. (Co-Author F. Longin); (2004) Margin Requirements With Intraday Dynamics. [International Refereed Conference], XIII International Tor Vergata Conference On Banking And Finance, University of Rome Tor Vergata , 01-JAN-04.
Cotter, J. (Co-Author F. Longin); (2004) Margin Requirements With Intraday Dynamics. [National Refereed Conference Paper], Centre For Financial Markets Research Seminar Series, University College Dublin , 01-JAN-04.
Cotter, J., (Co-Author D. Bredin); (2004) The Impact of Volatility on Irish Trade. [National Refereed Conference Paper], Irish Economic Association Annual Conference, Belfast , 01-JAN-04.
Cotter, J., (Co-Author S. Stevenson); (2004) A Multivariate Analysis Of REIT Volatility. [International Refereed Conference], Hong Kong-Singapore International Real Estate Research Symposium, Hong Kong , 16-AUG-04.
Cotter, J., (Co-Author S. Stevenson); (2004) A Multivariate Analysis Of REIT Volatility. [International Refereed Conference], *, University of Frankfurt , 01-JAN-04.
Cotter, J., (Co-Author S. Stevenson); (2004) Volatility Relationships In Daily REIT Returns. [International Refereed Conference], Pacific-Rim Real Estate Society Annual Conference, Bangkok, Thailand , 25-JAN-04.
Cotter, J., (Co-Author S. Stevenson); (2004) Volatility Relationships In Daily REIT Returns. [National Refereed Conference Paper], Second Annual Research Symposium, Centre For Real Estate Research, Smurfit School Of Business, UCD, UCD , 05-MAR-04.
Cotter, J., (Co-Author S. Stevenson); (2004) Volatility Relationships In Daily REIT Returns. [International Refereed Conference], American Real Estate Society Annual Conference, Capitva Island, Florida , 21-APR-04.
Cotter, J.; (2003) Realized Volatility And Minimum Capital Requirements. [International Refereed Conference], Money, Macro And Finance Annual Conference, * , 01-JAN-03.
Cotter, J.; (2003) Extreme Risk For Global Equity Markets. [National Refereed Conference Paper], Irish Economic Association Annual Conference, * , 01-JAN-03.
Cotter, J.; (2003) Trading Relationships For The Irish Equity Market. [National Refereed Conference Paper], Symposium On International Equity Market Integration,, TCD , 01-JAN-03.
Cotter, J.; (2003) Equity Market Relationships For The ISEQ. [National Refereed Conference Paper], *, Dublin City University , 01-JAN-03.
Cotter, J.; (2003) Crash And Boom Statistics For Global Equity Markets. [International Refereed Conference], XII International Tor Vergata Conference On Banking And Finance, University Of Rome Tor Vergata , 01-JAN-03.
Cotter, J.; (2002) Downside Risk In European Equity Markets. [National Refereed Conference Paper], *, Economics Department, University College Cork , 01-JAN-02.
Cotter, J.; (2002) Long Memory In The Volatility Of High Frequency UK Futures. [International Refereed Conference], Forecasting Financial Markets Annual Conference, * , 01-JAN-02.
Cotter, J.; (2002) Uncovering Long Memory In Volatility Processes,. [International Refereed Conference], International Symposium On Forecasting Annual Conference, * , 01-JAN-02.
Cotter, J.; (2002) Stability In The Euro: A Tail View Perspective. [International Refereed Conference], Symposium On The Euro: Valuation, Hedging And Capital Market Issues, Stern School, New York University , 01-JAN-02.
Cotter, J. and Dowd, K.; (2006) Extreme spectral risk measures: an application to futures clearinghouse margin requirements, Issues related to central counterparty clearing. [International Refereed Conference], A joint conference of the European Central Bank and the Federal Reserve Bank of Chicago, Germany , 04-APR-06.
Cotter, J. and Zhong, Y.; (2006) Validating the Backtests of Risk Measures. [International Refereed Conference], Forecasting Financial Markets Annual Conference Proceedings, Aix en Provence , 31-MAY-06 - 01-JUN-06.
Cotter, J. and Dowd, K.; (2005) Clearinghouses and margin setting with different risk measures. [International Refereed Conference], XIV International Tor Vergata Conference On Banking And Finance, * , 07-DEC-05 - 10-DEC-05.
Cotter, J. and Dowd, K.; (2005) Spectral Risk Measures with An Application to Futures Clearinghouse Margin Requirements. [International Refereed Conference], Deutsche Bundesbank Conference on: Stable Paretian distributions and its application in finance and macroeconomics, * , 08-NOV-05 - 10-NOV-05.
Cotter, J., (Co-Author Y. Zhong), ; (2007) Validating Backtests of Risk Measures. [International Refereed Conference], Financial Management Association Annual Meeting, Caribe Royale Hotel in Orlando, Florida , 17-OCT-07.
Cotter, J., (Co-Author S. Stevenson); (2007) Modelling Long Memory in REITs. [International Refereed Conference], 23rd Annual Meeting of the American Real Estate Society (ARES), San Francisco, California , 11-APR-07.
Cotter, J, (Co-author Jim Hanly); (2007) Time Varying Risk Aversion in the Hedging Framework. [Oral Presentation], An Application to Energy Hedging,, University of Otago , 01-MAR-07.
Cotter, J., ; (2007) Roundtable discussion on 'Risk Assessment'. [Other], Fat Tails from Finance to Fluids Conference, University College Dublin , 23-MAY-07 - 25-MAR-07.
Cotter, J.; (2006) Optimal Hedging under market representative risk aversion. [Oral Presentation], *, University of Melbourne , 01-NOV-06.

Committees

Committee : European Finance Association (2010-present)
Committee : Financial Management Association annual conference 2010
Committee : Banking and Finance subject area PhD committee
Committee : Forecasting Financial Markets 2003-present
Committee : Joint Committee for Research and Doctoral Studies in College Business and Law
Committee : Western Finance Association annual conference 2007-present

Employment

Employer: University of Nottingham
Position: Visiting Scholar, Nottingham University Business School
Employer: Anderson School of Management, UCLA
Position: Visiting Scholar, Department of Finance
Employer: Smurfit School of Business, University College Dublin
Position: Associate Professor in Finance
Employer: Centre for Risk and Insurance, University of Nottingham
Position: Research Associate
Employer: Financial Markets Group, London School of Economics
Position: Visiting Scholar
Employer: ESSEC Graduate Business School, France
Position: Visiting Scholar
Employer: Smurfit School of Business, University College Dublin
Position: Director of Centre for Financial Markets
Employer: Smurfit School of Business, University College Dublin
Position: Senior Lecturer in Finance

Education

Year 2001 Institution: Queen's University of Belfast, UK
Qualification: PhD Subject: Financial Economics
Year 1994 Institution: University College Cork
Qualification: MEconSc Subject:
Year 1992 Institution: University College Cork
Qualification: BComm Subject:
       

Other Activities

Research Association membership:

American Finance Association, Western Finance Association, European Finance Association, American Economic Association,  Financial Management Association, American Real Estate and Urban Economics Association,  Forecasting Financial Markets Group,

Publications

 

Book Chapters

John Cotter and Kevin Dowd (2016) 'Margin Setting and Extreme Value Theory' In: Francois Longin (eds). Handbook Series in Financial Engineering and Econometrics. London: Wiley. [Details]
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]
John Cotter (2013) 'Foreign Exchange Exposure and Sun Shine ltd' In: Noel Hyndman and Donal McKillop (eds). Cases in Management Accounting and Business Finance 3rd Edition. Ireland: ), Institute of Chartered Accountants of Ireland. [Details]
John Cotter (2013) 'Pension Risk and Good Food Company plc' In: Noel Hyndman and Donal McKillop (eds). Cases in Management Accounting and Business Finance 3rd Edition. Ireland: Institute of Chartered Accountants of Ireland. [Details]
John Cotter (2013) 'Solution to Foreign Exchange Exposure and Sun Shine ltd' In: Noel Hyndman and Donal McKillop (eds). Solutions to Cases in Management Accounting and Business Finance 3rd Edition. Ireland: ), Institute of Chartered Accountants of Ireland. [Details]
John Cotter (2013) 'Solution to Pension Risk and Good Food Company plc' In: Noel Hyndman and Donal McKillop (eds). Solutions to Cases in Management Accounting and Business Finance 3rd Edition. Ireland: Institute of Chartered Accountants of Ireland. [Details]
Cotter, John and Jim Hanly; (2012) 'Re-evaluating Hedging Performance for Asymmetry: The Case of Oil' In: Cotter, John and Jim Hanly; (eds). Derivative Securities Pricing and Modelling. US: Emerald. [Details]
John Cotter; (2009) 'Sun Shine ltd' In: John Cotter; (eds). Cases in Management Accounting and Business Finance. Ireland: Institute of Chartered Accountants of Ireland. [Details]
John Cotter; (2009) 'Good Food Company plc' In: John Cotter; (eds). , Cases in Management Accounting and Business Finance. Ireland: Institute of Chartered Accountants of Ireland. [Details]
John Cotter; (2009) 'Solution to Sun Shine ltd' In: John Cotter; (eds). Solutions to Cases in Management Accounting and Business Finance. Ireland: Institute of Chartered Accountants of Ireland. [Details]
John Cotter; (2009) 'Solution to Good Food Company plc' In: John Cotter; (eds). Solutions to Cases in Management Accounting and Business Finance. Ireland: ), Institute of Chartered Accountants of Ireland. [Details]
John Cotter and Kevin Dowd; (2009) 'Quantile-based tail risk estimation for equity portfolios' In: Gregoriou, Greg (eds). The VaR Modelling Handbook: Practical Applications in Alternative Investing, Banking, Insurance and Portfolio Management. USA: McGraw-HIll. [Details]
Cotter, J, 2006,; (2006) 'Trading decisions and exchange rate exposure' In: N. Hyndman and D. McKillop (eds). Cases in Management Accounting and Business Finance. *: Institute of Chartered Accountants of Ireland. , pp.163-168 [Details]
Cotter, J.; (2006) 'Homemade Pies plc - Employee pension decisions' In: Hyndman, N. & McKillop, D (eds). Cases in Management Accounting and Business Finance. *: Institute of Chartered Accountants of Ireland. , pp.187-192 [Details]
Cotter, J.; (2006) 'Solution to Homemade Pies plc' In: Hyndman, N. & McKillop, D (eds). Solutions to Cases in Management Accounting and Business Finance. *: Institute of Chartered Accountants of Ireland. [Details]
Cotter, J.; (2006) 'Solution to Xia ltd' In: Cotter, J.; (eds). Solutions to Cases in Management Accounting and Business Finance. *: Institute of Chartered Accountants of Ireland. [Details]
Cotter, J.; (2006) 'Xia ltd - Trading decisions and exchange rate exposure' In: Hyndman, N. & McKillop, D (eds). Cases in Management Accounting and Business Finance. *: Institute of Chartered Accountants of Ireland. , pp.163-168 [Details]
Cotter, J. & Longin, F.; (2005) 'Margin Requirements With Intraday Dynamics' In: Becchetti, L., Hasan, I. & Bagella, M (eds). Governance, Transparency and Markets. *: Elsevier. , pp.291-316 [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]
Cotter, John, Emmanuel Eyiah-Donkor and Valerio Poti (2016) 'Diversification Benefits of Investing in Commodity and Currency Futures: is it still there?'. International Review of Financial Analysis, . [Details]
Cotter, John; Stuart Gabriel and Richard Roll (2015) 'Can Metropolitan Housing Risk Be Diversified? A Cautionary Tale from the Recent Boom and Bust'. Review of Financial Studies, 28 :913-936. [DOI] [Details]
Cotter, John, and James Hanly (2015) 'Performance of Utility Based Hedges'. Energy Economics, 49 :718-726. [DOI] [Details]
Cotter, J. and Roll, R. (2015) 'A Comparative Anatomy of Residential REITs and Private Real Estate Markets: Returns, Risks and Distributional Characteristics'. Real Estate Economics, 43 (1):209-240. Available Online [DOI] [Details]
Cotter, J. and Sullivan, N.O.'. and Rossi, F. (2015) 'The conditional pricing of systematic and idiosyncratic risk in the UK equity market'. International Review of Financial Analysis, 37 :184-193. Available Online [DOI] [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]
Davide Avino and John Cotter (2014) 'Sovereign and bank CDS spreads: two sides of the same coin?'. Journal of International Financial Markets, Institutions and Money, 32 :72-85. [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]
Morgan, W,Cotter, J,Dowd, K (2012) 'Extreme Measures of Agricultural Financial Risk'. Journal of Agricultural Economics, 63 :65-82. [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]
Cotter, John, (Co-Author Jim Hanly); (2012) 'Futures Hedging Effectiveness under Conditions of Asymmetry'. European Journal of Finance, 18 :135-148. [DOI] [Details]
Conlon, T,Cotter, J (2012) 'An empirical analysis of dynamic multiscale hedging using wavelet decomposition'. Journal of Futures Markets, 32 :272-299. [DOI] [Details]
Cotter, J,Hanly, J (2012) 'A utility based approach to energy hedging'. Energy Economics, 34 :817-827. [DOI] [Details]
Case, K,Cotter, J,Gabriel, S; (2011) 'Housing Risk and Return: Evidence from a Housing Asset-Pricing Model'. Journal of Portfolio Management, :89. [Details]
Cotter, John, Kevin Dowd, and Lixia Loh; (2011) 'U.S. Core Inflation: A Wavelet Analysis'. Macroeconomic Dynamics, 15 :513-536. [Details]
Cotter, John, (Co-Author Kevin Dowd); (2011) 'Extreme Global Equity Market Risk'. Journal of Derivatives and Hedge Funds, . [DOI] [Details]
Karl Case, Cotter, John, and Stuart Gabriel; (2011) 'Risk Housing Investment, Risk and Return: New Evidence from a housing asset-pricing model'. Journal of Portfolio Management, 35 :89-109. [Details]
Cotter, J,Dowd, K; (2010) 'ESTIMATING FINANCIAL RISK MEASURES FOR FUTURES POSITIONS: A NONPARAMETRIC APPROACH'. JOURNAL OF FUTURES MARKETS, 30 :689-703. [DOI] [Details]
Cotter, J,Hanly, J; (2010) 'Time-varying risk aversion: An application to energy hedging'. Energy Economics, 32 :432-441. [DOI] [Details]
Cotter, J,Dowd, K; (2010) 'Intra-day seasonality in foreign exchange market transactions'. International Review of Economics and Finance, 19 :287-294. [DOI] [Details]
John Cotter; (2009) 'Scaling conditional tail probability and quantile estimators'. Risk, :102-106. [Details]
John Cotter and Jim Hanly; (2009) 'Hedging: Scaling and the Investor Horizon'. Risk, 12 (2). [Details]
Dowd, K., Cotter, J., Humphrey, C., Woods, M., ; (2008) 'How unlucky is 25-sigma?'. Journal of Portfolio Management, 34 (4):76. [Details]
Cotter, J., (Co-Author D. Bredin), ; (2008) 'Volatility and Irish Exports'. Economic Inquiry, 46 (540-560). [Details]
John Cotter, Kevin Dowd and Ghulam Sorwar; (2008) 'Spectral Risk Measures: Properties and Limitations'. Journal of Financial Services Research, 34 :16-30. [Details]
Cotter, J., Stevenson, S., ; (2008) 'Modeling long memory in REITs'. Real Estate Economics, 36 (3):533-554. [Details]
Bredin, D. and Cotter, J. ; (2007) ''Real & Nominal Foreign Exchange Volatility Effects on Exports - The Importance of Timing''. Finance Research Letters, . [Details]
Cotter, J., (Co-Author S. Stevenson),; (2007) 'Uncovering Volatility Dynamics in Daily REIT Returns'. Journal of Real Estate Portfolio Management, 13 (2):119-128. [Details]
Cotter, J. (Co-Author K. Dowd); (2007) 'Exponential Spectral Risk Measures'. icfai Journal of Financial Economics, . [Details]
Cotter, J. (Co-Authors D. Blake and K. Dowd); (2007) 'Financial risks and the Pension Protection Fund: Can it survive them?'. Pensions, 12 :109-130. [Details]
Cotter, J., , ; (2007) 'Varying the VaR for unconditional and conditional environments'. Journal of International Money and Finance, 26 (8):1338-1354. [Details]
John Cotter and Don Bredin; (2007) 'Real & Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing'. Finance Letters, . [Details]
Cotter, J,Dowd, K; (2006) 'Extreme spectral risk measures: An application to futures clearinghouse margin requirements'. Journal of Banking and Finance, 30 :3469-3485. [DOI] [Details]
Cotter, J. & J. Hanly; (2006) 'Re-evaluating Hedging Performance'. JOURNAL OF FUTURES MARKETS, 26 :12-31. [Details]
Cotter, J.; (2006) 'Modeling catastrophic risk in international equity markets: An extreme value approach'. APPLIED FINANCIAL ECONOMIC LETTERS, 2 :13-17. [Details]
Cotter, J. & J. Hanly; (2006) 'How Effective are Hedging Strategies?'. FUTURES AND OPTIONS WORLD, :60-63. [Details]
Cotter, J.; (2006) 'Extreme Value Estimation of Boom and Crash Statistics'. EUROPEAN JOURNAL OF FINANCE, 12 :1-14. [Details]
Cotter, J.; (2006) 'Absolute Return Volatility'. RISK, :84-88. [Details]
Cotter, J, Dowd, K, ; (2006) 'Extreme spectral risk measures: An application to futures clearinghouse margin requirements'. Journal of Banking and Finance, 30 (12):3469-3485. [Details]
Cotter, J, Stevenson, S, ; (2006) 'Multivariate modeling of daily REIT volatility'. Journal of Real Estate Finance and Economics, 32 (3):305-325. [Details]
Cotter, J.; (2005) 'Extreme Risk in Futures Contracts'. APPLIED ECONOMIC LETTERS, 12 :489-492. [Details]
Cotter, J.; (2005) 'Uncovering Long Memory in High Frequency UK Futures'. European Journal of Finance, 11 :325-337. [Details]
Cotter, J.; (2005) 'Tail Behaviour of the Euro'. APPLIED ECONOMICS, 37 :1-14. [Details]
Cotter, J.,; (2004) 'Fat-Tailed Problems In Risk Management'. Derivatives Use, Trading & Regulation, 10 (2):101-104. [Details]
Cotter, J.; (2004) 'International Equity Market Integration In A Small Open Economy: Ireland January 1990December 2000'. International Review of Financial Analysis, 13 :669-685. [Details]
Cotter, J.; (2004) 'Downside Risk For European Equity Markets'. Applied Financial Economics, 14 :707-716. [Details]
Cotter, J.; (2004) 'Viability Of The Irish Equity Market'. Irish Banking Review, Summer :42-54. [Details]
Cotter, J.; (2004) 'Minimum Capital Requirement Calculations For UK Futures'. Journal of Futures Markets, 24 :193-220. [Details]
Cotter, J.; (2002) 'Lessons To Be Learned From The AIB Case'. Financial Engineering News, . [Details]
Cotter, J.; (2001) 'Extreme Value Calculations Of European Futures Margin Requirements'. Journal of Banking and Finance, 25 (8):1475-1502. [Details]
Cotter, J. & Mckillop, D.G.; (2000) 'The Distributional Characteristics Of A Selection Of Contracts Traded On The London International Financial Futures Exchange'. journal of business finance and accounting, 27 (3/4):487-510. [Details]
Cotter, J.; (2000) 'Volatility And The Euro: An Irish Perspective'. Journal Of Statistical And Social Inquiry Society Of Ireland, 29 :83-116. [Details]
Cotter, J. Hutchinson, R.W.; (1999) 'The Impact Of Accounting Reporting Techniques On Earnings Enhancement In The UK Retailing Sector'. The International Review Of Retail, Distribution And Consumer Research, 9 :147-163. [Details]
Cotter, J.; (1998) 'Irish Event Studies: Earnings Announcements, Turn Of The Year And Size Effects'. Irish Journal of Business and Administrative Research, 18 (1):34-51. [Details]
Cotter, J.; (1998) 'An Assessment Of The Market Reaction Of UK Firms To A Private Placement Announcement'. The Irish Accounting Review, 5 (1):1-22. [Details]
Cotter, J.; (1998) 'Testing Distributional Models For The Irish Equity Market'. Economic and Social Review, 29 :369-383. [Details]

Other Journals

John Cotter; (2007) 'Credit risk and the pricing of mortgage products' Finance . [Details]
Cotter, J. & Hanly, J.; (2007) 'Hedging in an uncertain world' Finance magazine . [Details]
Cotter, J.; (2007) 'Beyond the Hedge' Business Connections Spring/Summer :30-32. [Details]
Cotter, J. & Bredin, D.; (2006) 'Irish exports and currency exposure' Business and Finance :52-53. [Details]
Cotter, J.; (2006) 'The growth of financial risk management' Banking Ireland 12 :2-4. [Details]
Bredin, D. and Cotter, J.; (2006) 'About Banking' Managing Foreign Exchange Exposure for Irish Exports :3. [Details]
Bredin, D. and Cotter, J.; (2006) 'Irish Exports: A Poor Performance?' Business and Finance . [Details]
Cotter, J.; (2006) 'A day in the Life' Finance :16-16. [Details]
Cotter, J. & Bredin, D. ; (2006) 'Managing foreign exchange exposure for Irish exports' About Banking 3 :6-9. [Details]
Bredin, D. and Cotter, J.; (2005) 'Volatility and Irish Exports' Centre for Financial Markets: Working Paper: 05-01 . [Details]
Bredin, D. and Cotter, J.; (2005) 'Volatility and Irish Exports' Centre for Financial Markets: Working Paper: 05-01 . [Details]

Conference Publications

Cotter, J,Stevenson, S (2006) JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS Multivariate modeling of daily REIT volatility , pp.305-325 [DOI] [Details]
Cotter, J. & Mckillop, D.G.; Distributional Characteristics Of LIFFE Contracts Annual Conference Of French Finance Association *, [Details]
Cotter, J., Doherty, A. M. & Mccaffrey, K.; An Examination Of The Stock Markets Reaction To Performance Indicators Of UK Based International Retail Firms International Conference On Research In The Distributive Trades *, [Details]
Cotter, J. & Gallagher, L.; Testing Event Studies Annual Conference Of The Royal Economic Society *, [Details]
Cotter, J. & Longin, F.; Margin Requirements With Intraday Dynamics XII International Tor Vergata Conference On Banking And Finance *, [Details]
Cotter, J. & Longin, F.; Margin Requirements With Intraday Dynamics XIII International Tor Vergata Conference On Banking And Finance *, [Details]
Cotter, J. & Stevenson, S.; Volatility Relationships In Daily REIT Returns American Real Estate Society Annual Conference *, [Details]
Cotter, J. & Stevenson, S.; Volatility Relationships In Daily REIT Returns 2nd Annual Research Symposium *, [Details]
Cotter, J.; Stability in the Euro: A Tail View Perspective, Proceedings of Conference on The Euro: Valuation, Hedging and Capital Market Issues Stern School of Business, New York University, [Details]
Cotter, J. & Stevenson, S.; Volatility Relationships In Daily REIT Returns Pacific-Rim Real Estate Society Annual Conference *, [Details]
Cotter, J. & Stevenson, S.; A Multivariate Analysis Of REIT Volatility Hong Kong-Singapore International Real Estate Research Symposium *, [Details]
Cotter, J.; Crash And Boom Statistics For Global Equity Markets XII International Tor Vergata Conference On Banking And Finance *, [Details]
Cotter, J.; Realized Volatility And Minimum Capital Requirements Money, Macro And Finance Annual Conference *, [Details]
Cotter, J.; Trading Relationships For The Irish Equity Market Symposium On International Equity Market Integration *, [Details]
Cotter, J.; Extreme Value Estimation Of Boom And Crash Statistics Forecasting Financial Markets Conference *, [Details]
Cotter, J.; Uncovering Long Memory In Volatility Processes International Symposium On Forecasting Annual Conference *, [Details]
Cotter, J.; Long Memory In Financial Futures Forecasting Financial Markets Conference *, [Details]
Cotter, J.; Stability In The Euro: A Tail View Perspective Symposium On The Euro: Valuation, Hedging And Capital Market Issues *, [Details]
Cotter, J.; Extreme Value Calculations Of European Futures Margin Requirements Forecasting Financial Markets Conference *, [Details]
Cotter, J.; Varying The Var For Unconditional And Conditional Environments Scottish Institute For Research In Investment And Finance Conference On The State Of The Art On Value At Risk *, [Details]
Cotter, J.; Conditional And Unconditional Risk Management Estimates For European Stock Index Futures 1st International Research Conference In Financial Risk Management *, [Details]
Cotter, J.; Inherent Volatility In Exchange Rates Using Extreme Value Theory The European Financial Management Associationss Annual Meeting *, [Details]
                               

Reports

Cotter, J. & Bredin, D.; (2006) Foreign exchange exposure and risk management: the case of Irish exports. Dublin: Reports [Details]
John Cotter; (2006) Recent Developments in the Irish Property Market. Reports [Details]
Cotter, J.; (2005) Export Ireland Survey 2005 ' International Trade Finance and Credit Management. Dublin: Reports [Details]
                     

Seminar

Cotter, J. & Longin, F.; (2004) Margin Requirements With Intraday Dynamics. Seminar [Details]
Cotter, J. & Stevenson, S.; (2004) Uncovering Volatility Dynamics in Daily REIT Returns. Seminar [Details]
Cotter, J. & Stevenson, S.; (2004) A Multivariate Analysis of REIT Volatitity. Seminar [Details]
Breedon, D. & Cotter, J.; (2004) Volatility and Irish Trade. Seminar [Details]
Cotter, J.; (1999) Extremal Behaviour And Fat Tails. Seminar [Details]
Cotter, J.; (1999) Value At Risk Analysis For UK Futures. Seminar [Details]
Cotter, J.; (1997) Positive Market Reaction To Private Placement Announcements. Seminar [Details]
Cotter, J.; (1997) Distributional Aspects Of LIFFE Contracts. Seminar [Details]

Presentation

Cotter, J. & Stevenson, S.; (2004) Volatility Relationships In Daily REIT Returns. Presentation [Details]
Cotter, J. & Stevenson, S.; (2004) Volatility Relationships In Daily REIT Returns. Presentation [Details]
Cotter, J. & Longin, F.; (2004) Margin Requirements With Intraday Dynamics. Presentation [Details]
Cotter, J. & Stevenson, S.; (2004) Volatility Relationships In Daily REIT Returns. Presentation [Details]
Cotter, J. & Stevenson, S.; (2004) A Multivariate Analysis Of REIT Volatility. Presentation [Details]
Cotter, J. & Stevenson, S.; (2004) A Multivariate Analysis Of REIT Volatility. Presentation [Details]
Bedin , D. & Cotter, J.; (2004) The Impact Of Volatility On Irish Trade. Presentation [Details]
Cotter, J.; (2003) Realized Volatility And Minimum Capital Requirements. Presentation [Details]
Cotter, J.; (2003) Crash And Boom Statistics For Global Equity Markets. Presentation [Details]
Cotter, J.; (2003) Equity Market Relationships For The ISEQ. Presentation [Details]
Cotter, J.; (2003) Extreme Risk For Global Equity Markets. Presentation [Details]
Cotter, J.; (2002) Long Memory In The Volatility Of High Frequency UK Futures. Presentation [Details]
Cotter, J.; (2002) Stability In The Euro: A Tail View Perspective. Presentation [Details]
Cotter, J.; (2002) Downside Risk In European Equity Markets. Presentation [Details]
Cotter, J.; (2002) Uncovering Long Memory In Volatility Processes. Presentation [Details]
Cotter, J.; (2001) New Volatility Measures With An Application To Minimum Capital Requirement Calculations. Presentation [Details]
Cotter, J.; (2001) Varying The Var For Unconditional And Conditional Environments. Presentation [Details]
Cotter, J.; (2001) Extreme Value Calculations Of European Futures Margin Requirements. Presentation [Details]
Cotter, J.; (2001) Extreme Value Calculations Of European Futures Margin Requirements Forecasting. Presentation [Details]
Cotter, J.; (2000) Conditional And Unconditional Risk Management Estimates For European Stock Index Futures. Presentation [Details]
Cotter, J.; (2000) A Non-Parametric Examination Of Stability In The Euro. Presentation [Details]
Cotter, J.; (2000) Varying The Var For Unconditional And Conditional Environments. Presentation [Details]
Cotter, J.; (2000) Volatility And The Euro: An Irish Perspective, Statistical And Social Inquiry Society Of Ireland. Presentation [Details]
Cotter, J., Doherty, A.M. & Mccaffrey, K.; (1999) An Examination Of The Stock Markets Reaction To Performance Indicators Of UK Based International Retail Firms. Presentation [Details]
Cotter, J. & Mckillop, D.G.; (1999) Extremal Behaviour And Fat Tails: An Application To LIFFE Futures. Presentation [Details]
Cotter, J.; (1999) Extremal Behaviour And Value At Risk Measures For The Irish Equity Market. Presentation [Details]
Cotter, J.; (1999) Futures Volatility Measures Within An Extreme Value Framework European Finance. Presentation [Details]
Cotter, J. & Gallagher, L.; (1998) Testing Event Studies. Presentation [Details]
Cotter, J. & Mckillop, D.G.; (1998) Distributional Characteristics Of LIFFE Contracts. Presentation [Details]
Cotter, J.; (1998) Testing Distributional Models For The Irish Equity Market. Presentation [Details]
Cotter, J. & Mckillop, D.G.; (1998) Distributional Characteristics Of LIFFE Contracts. Presentation [Details]
Cotter, J.; (1998) Futures Markets: Time Series Properties And Market Efficiency. Presentation [Details]
Cotter, J.; (1997) Positive Market Reaction To Private Placement Announcements. Presentation [Details]
Cotter, J.; (1997) UK Issue Announcement Effects: The Special Case Of Private Placements. Presentation [Details]
Cotter, J. & Gallagher, L.; (1994) Event Studies: Earnings Announcements, Seasonality And Size. Presentation [Details]

Working Paper

Conlon, T; Cotter, J; Gençay, R (2015) Long-Run International Diversification. Working Paper Link to full text [Details]
Conlon, T; Cotter, J (2015) Eurozone bank resolution and Bail-In - Intervention, triggers and writedowns. Working Paper Link to full text [Details]
Cotter, John; Avino, Davide (2014) Sovereign and bank CDS spreads: two sides of the same coin?. Working Paper Link to full text [Details]
Cotter, John; O'Sullivan, Niall; Rossi, Francesco (2014) The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market. Working Paper Link to full text [Details]
Cotter, John; Hanly, Jim (2014) Performance of Utility Based Hedges. Working Paper Link to full text [Details]
Conlon, Thomas; Cotter, John (2014) Anatomy of a Bail-In. Working Paper Link to full text [Details]
Cotter, J; Salvador, E (2014) The non-linear trade-off between return and risk: a regime-switching multi-factor framework. Working Paper Link to full text [Details]
Cotter, J; Gabriel, S; Roll, R (2014) Can housing risk be diversified? A cautionary tale from the housing boom and bust. Working Paper Link to full text [Details]
Cotter, J. & Lucey, B.; (2004) Linkages In Asian Emerging Markets. Working Paper [Details]
Breedon, D & Cotter, J.; (2004) The Impact Of Volatility On Irish Trade. Working Paper [Details]
Cotter, J. Dowd, K.; (2004) Extreme Quantile-based Risk Measures: An Application to Futures Clearinghouse Margin Requirements. Working Paper [Details]
Bredin, D. & Cotter, J.; (2004) The Impact of Volatility on Irish Exports. Working Paper [Details]
Cotter, J.& Longin, F.; (2004) Implied Correlations For Portfolio Vars. Working Paper [Details]
Cotter, J. & Hanly, J.; (2003) Futures Hedging And The Determination Of The Optimal Hedging Ratio. Working Paper [Details]
Cotter, J.; (2003) Time Varying Hedging Performance Of GARCH Models. Working Paper [Details]
Cotter, J. & Moore, M.; (2002) Volatility In The Euro. Working Paper [Details]
Cotter, J.; (2000) Volatility And Irish Exchange Rates: Looking Forward And Back. Working Paper [Details]
Cotter, J. Gallagher, L.; (1994) Event Studies Of Irish Equities: Earnings Announcements, Seasonality And Size. Working Paper [Details]
Cotter, J. & Koedijk, K.; (0) Return And Volatility Outcomes With Limit Versus Market Orders: An Empirical Analysis. Working Paper [Details]
                                   

Review Articles

Cotter, J.; (2004) Absolute Return Volatility. Review Articles [Details]
Cotter, J. & Longin, F.; (2004) Margin Setting With High-Frequency Data. Review Articles [Details]
Cotter, J.; (2004) Uncovering Booms And Crashes In Global Equity Markets. Review Articles [Details]
Cotter, J. & Stevenson, S.; (2004) Uncovering Volatility Dynamics In Daily REIT Returns. Review Articles [Details]
Cotter, J.; (2004) Varying The Var For Unconditional And Conditional Environments. Review Articles [Details]
Cotter, J. & Stevenson, S.; (2004) A Multivariate Analysis Of REIT Volatility. Review Articles [Details]
Cotter, J., 2003; (2003) Extreme Value Estimation Of Boom And Crash Statistics. Review Articles [Details]
                                   

Research

Research Interests

Research and consultancy interests are in the areas of Asset Pricing and Investment Performance, Volatility Modelling and Measuring, Risk Management and Investment Analysis with applications in equity, currency, derivative, fixed income, and real estate markets. He welcomes interest in these areas from researchers, collaborators and PhD students.

Asset Pricing
Volatility modelling
Risk management
Time series and cross sectional modelling
Asset Liability Management
Pensions
Asset Markets
Real Estate Markets
Equity Markets

Research Projects

Sponsor : University College Dublin (UCD)
Title : School of Business individual research funding
Start Date / End Date : 01-JUN-13 / 01-JUN-16
Sponsor : University College Dublin Foundation Ltd.
Title : FMC cluster management
Start Date / End Date : 13-NOV-13 / 31-AUG-16
Sponsor : Irish Research Council (IRC)
Title : Regime-switching in the economy and its influence on the studies in empirical finance
Start Date / End Date : 01-OCT-14 / 30-SEP-16
Sponsor : University College Dublin Foundation Ltd.
Title : Institute of Banking
Start Date / End Date : 16-SEP-14 / 31-JAN-18
Sponsor : Science Foundation Ireland (SFI)
Title : Financial mathematics and computation cluster (FMC2) - WP10
Start Date / End Date : 01-SEP-09 / 31-AUG-14
Sponsor : Science Foundation Ireland (SFI)
Title : Financial mathematics and computation cluster (FMC2) - WP9
Start Date / End Date : 01-SEP-09 / 31-AUG-14
Sponsor : Science Foundation Ireland (SFI)
Title : Financial mathematics and computation cluster (FMC2) - WP8
Start Date / End Date : 01-SEP-09 / 31-AUG-16
Sponsor : Science Foundation Ireland (SFI)
Title : Financial mathematics and computation cluster (FMC2) - WP7
Start Date / End Date : 01-SEP-09 / 31-AUG-16
Sponsor : Science Foundation Ireland (SFI)
Title : Financial mathematics and computation cluster (FMC2) - WP6
Start Date / End Date : 01-SEP-09 / 31-AUG-16
Sponsor : Science Foundation Ireland (SFI)
Title : Financial mathematics and computation cluster (FMC2) - WP5
Start Date / End Date : 01-SEP-09 / 31-AUG-16
Sponsor : Science Foundation Ireland (SFI)
Title : Financial mathematics and computation cluster (FMC2) - Outreach account
Start Date / End Date : 01-SEP-09 / 31-AUG-16
Sponsor : Science Foundation Ireland (SFI)
Title : Financial mathematics and computation cluster (FMC2) - Management account
Start Date / End Date : 01-SEP-09 / 31-AUG-16
Sponsor : Science Foundation Ireland (SFI)
Title : Financial mathematics and computation cluster (FMC2) - Transfer to NUI Maynooth
Start Date / End Date : 01-SEP-09 / 31-AUG-14
Sponsor : Science Foundation Ireland (SFI)
Title : Financial mathematics and computation cluster (FMC2) - Transfer to DCU
Start Date / End Date : 01-SEP-09 / 31-AUG-14
Sponsor : University College Dublin (UCD)
Title : Financial Risk Management
Start Date / End Date : 01-JUL-08 / 31-AUG-20
Sponsor : UCD School of Business
Title : Pension Risk
Start Date / End Date : 30-SEP-06 / 30-JUN-12
Sponsor : University College Dublin (UCD)
Title : Volatility Measurement in Currency and Equity Markets: Applying the Extreme Value Theory
Start Date / End Date : 01-AUG-01 / 28-FEB-02
Sponsor : UCD Faculty of Commerce
Title : Theoretical and practical modelling of volatility in financial in financial markets
Start Date / End Date : 01-JUN-02 / 31-MAY-05
Sponsor : UCD School of Business
Title : International Risk Management
Start Date / End Date : 01-OCT-05 / 30-JUN-12

Recent Postgraduates

Tom Conlon
Jim Hanly
Yan Zhong
Francesco Rossi 

Current Postgraduate Students

Chenglu Jin, Doctor of Philosophy (PhD)   -   Thesis Supervisor
Brian Healy, Doctor of Philosophy (PhD)   -   Secondary Supervisor
Emmanuel Eyiah-Donkor, Doctor of Philosophy (PhD)   -   Thesis Supervisor

Collaborators

Internal Collaborators

Don Bredin
Cal Muckley
Conall O' Sullivan
Tom Conlon
Colm Doyle
Frank Tan
Niall McGeever

External Collaborators

Karl Case (Wellesley College)
Richard Roll (UCLA)
Stuart Gabriel (UCLA)
Walter Torous (UCLA)
Rossen Valkanov (UCSD)
Alberto Plazzi (USI Lugano)
Kevin Dowd (CASS)
David Blake (CASS)
Jon Danielsson (LSE)
Francois Longin (ESSEC)
Ghulam Sorwar (Nottingham)
Wyn Morgan (Nottingham)
Lixia Loh (Sheffield Hallam University)
Jim Hanly (DIT)
Yan Zhong (Central Bank of Ireland)

Discover our Rankings and Accreditations