| Multivariate modeling of daily REIT volatility J Cotter, S Stevenson The Journal of Real Estate Finance and Economics 32 (3), 305-325, 2006 | 215 | 2006 |
| Extreme spectral risk measures: an application to futures clearinghouse margin requirements J Cotter, K Dowd Journal of Banking & Finance 30 (12), 3469-3485, 2006 | 181 | 2006 |
| Green bonds and other assets: Evidence from extreme risk transmission MA Naeem, T Conlon, J Cotter Journal of Environmental Management 305, 114358, 2022 | 170 | 2022 |
| Spectral risk measures: properties and limitations K Dowd, J Cotter, G Sorwar Journal of Financial Services Research 34 (1), 61-75, 2008 | 143 | 2008 |
| Margin exceedences for European stock index futures using extreme value theory J Cotter Journal of Banking & Finance 25 (8), 1475-1502, 2001 | 136 | 2001 |
| Reevaluating hedging performance J Cotter, J Hanly Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006 | 116 | 2006 |
| Can housing risk be diversified? A cautionary tale from the housing boom and bust J Cotter, S Gabriel, R Roll The Review of Financial Studies 28 (3), 913-936, 2015 | 101 | 2015 |
| Anatomy of a bail-in T Conlon, J Cotter Journal of Financial Stability 15, 257-263, 2014 | 94 | 2014 |
| Housing risk and return: Evidence from a housing asset-pricing model K Case, J Cotter, S Gabriel arXiv preprint arXiv:1103.5971, 2011 | 86 | 2011 |
| Commodity futures hedging, risk aversion and the hedging horizon T Conlon, J Cotter, R Gençay The European Journal of Finance 22 (15), 1534-1560, 2016 | 83 | 2016 |
| An empirical analysis of dynamic multiscale hedging using wavelet decomposition T Conlon, J Cotter Journal of Futures Markets 32 (3), 272-299, 2012 | 81 | 2012 |
| Modeling long memory in REITs J Cotter, S Stevenson Real Estate Economics 36 (3), 533-554, 2008 | 79 | 2008 |
| How unlucky is 25-sigma? K Dowd, J Cotter, C Humphrey, M Woods arXiv preprint arXiv:1103.5672, 2011 | 78 | 2011 |
| Disinfection of meticillin-resistant Staphylococcus aureus and Staphylococcus epidermidis biofilms using a remote non-thermal gas plasma JJ Cotter, P Maguire, F Soberon, S Daniels, JP O’Gara, E Casey Journal of Hospital Infection 78 (3), 204-207, 2011 | 73 | 2011 |
| Macro-financial spillovers J Cotter, M Hallam, K Yilmaz Journal of International Money and Finance 133, 102824, 2023 | 60* | 2023 |
| Hedging effectiveness under conditions of asymmetry J Cotter, J Hanly The european Journal of finance 18 (2), 135-147, 2012 | 60 | 2012 |
| Sovereign and bank CDS spreads: Two sides of the same coin? D Avino, J Cotter Journal of International Financial Markets, Institutions and Money 32, 72-85, 2014 | 59 | 2014 |
| Extreme measures of agricultural financial risk W Morgan, J Cotter, K Dowd Journal of Agricultural Economics 63 (1), 65-82, 2012 | 57 | 2012 |
| Time-varying risk aversion: an application to energy hedging J Cotter, J Hanly Energy Economics 32 (2), 432-441, 2010 | 57 | 2010 |
| Varying the VaR for unconditional and conditional environments J Cotter Journal of International Money and Finance 26 (8), 1338-1354, 2007 | 55 | 2007 |