Cotter, John (2004): Varying the VaR for Unconditional and Conditional Environments,.
Cotter, John and Dowd, Kevin (2007): The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders.
Cotter, John (2006): Real & Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing.
Cotter, John and Dowd, Kevin (2006): Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements.
Cotter, John and Blake, David and Dowd, Kevin (2006): Financial Risks and the Pension Protection Fund: Can it Survive Them?
Cotter, John and Dowd, Kevin (2007): Exponential Spectral Risk Measures.
Cotter, John and Stevenson, Simon (2007): Modeling Long Memory in REITs.
Cotter, John and Hanly, James (2007): Hedging Effectiveness under Conditions of Asymmetry.
Cotter, John and Dowd, Kevin (2007): Intra-Day Seasonality in Foreign Exchange Market Transactions.
Cotter, John and Dowd, Kevin (2007): Estimating financial risk measures for futures positions: a non-parametric approach.
Cotter, John and Dowd, Kevin (2007): Evaluating the Precision of Estimators of Quantile-Based Risk Measures.
Cotter, John and Longin, Francois (2006): Implied correlation from VaR.
Cotter, John (2006): Modelling catastrophic risk in international equity markets: An extreme value approach. Published in: Applied Financial Economic Letters , Vol. 2, (2006)
Cotter, John and Dowd, Kevin (2006): U.S. Core Inflation: A Wavelet Analysis.
Cotter, John and Bredin, Don (2005): Volatility and Irish Exports.
Cotter, John and Hanly, James (2005): Re-evaluating Hedging Performance.
Cotter, John and Stevenson, Simon (2005): Multivariate Modeling of Daily REIT Volatility. Published in: Journal of Real Estate Finance and Economics (2006)
Cotter, John (2004): Uncovering Long Memory in High Frequency UK Futures. Published in: European Journal of Finance , Vol. 11, (2005): pp. 325-337.
Cotter, John (2004): Minimum Capital Requirement Calculations for UK Futures. Published in: Journal of Futures Markets , Vol. 24, (2004): pp. 193-220.
Cotter, John and Longin, Francois (2004): Margin setting with high-frequency data.
Cotter, John (2004): Absolute Return Volatility. Published in: Risk (June 2006): pp. 84-88.
Cotter, John (2004): Absolute Return Volatility. Published in: Risk (June 2006): pp. 84-88.
Cotter, John (2004): Tail Behaviour of the Euro. Published in: Applied Economics , Vol. 37, (2005): pp. 1-14.
Cotter, John (2004): Modelling extreme financial returns of global equity markets. Published in: Greek Economic Review
Cotter, John and Stevenson, Simon (2004): Uncovering Volatility Dynamics in Daily REIT Returns. Published in: Journal of Real Estate Portfolio Management , Vol. 13, : pp. 119-128.
Cotter, John (2000): Margin Exceedences for European Stock Index Futures using Extreme Value Theory. Published in: Journal of Banking and Finance , Vol. 25, No. 8 (2001): pp. 1475-1502.
Cotter, John (2000): Volatility and the Euro: an Irish perspective. Published in: Journal of Statistical and Social Inquiry Society of Ireland , Vol. 29, (2000): pp. 83-116.
Cotter, John (2007): Extreme risk in Asian equity markets.
Cotter, John (2004): Downside Risk for European Equity Markets. Published in: Applied Financial Economics , Vol. 14, (2004): pp. 707-716.
Cotter, John (2004): International Equity Market Integration in a Small Open Economy: Ireland January 1990 – December 2000. Published in: International Review of Financial Analysis , Vol. 13, (2004): pp. 669-685.
Cotter, John and Gabriel, Stuart and Roll, Richard (2011): Integration and contagion in US housing markets.
Avino, Davide and Cotter, John (2014): Sovereign and bank CDS spreads: two sides of the same coin?
Avino, Davide and Cotter, John (2013): Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability?
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