2 papers
q-fin.PR2026
Machine Learning Forecasts of Asymmetric Betas Using Firm-Specific Information
Thomas Conlon, John Cotter, Iason Kynigakis
We demonstrate that machine learning methods provide a powerful framework for modelling conditional asymmetric risk. Using a large cross-section of US stocks and a comprehensive se…
q-fin.GN2014
Anatomy of a Bail-In
Thomas Conlon, John Cotter
To mitigate potential contagion from future banking crises, the European Commission recently proposed a framework which would provide for the of bank creditors i…